search for: lagselect

...iously applying and modifying the skeleton codes that can be generated by R. In the meantime, I thought I'd post to the discussion group to see if maybe someone with more experience had some useful advice. Below you'll see a snippet of the key documentation warnings that we are stumped on. lagSelect and mod are functions created by my group, as is commcorrelogram. My belief is that they are clearly documented, but I suspect that our novice source code and documentation is not quite hitting what R CMD check is looking for. If anyone has advice on how to pass R CMD check, it would be greatly a...

...elation problem arises, as DW statistics is signficantly low 0.50-0.88 for various commodities. My question is shall i go ahead with the results or not. 2. When i use Johansens Method i found at least one cointegrtion relation. But i am confused with lag selection criteria. I use VAR to select the lagselection criteria. But there is autocorrelation problem with the lags it is providing for AIC. Whether i should take first difference of the price level to estimate the VAR, then how to use the same lag selection criteria, when i am using price series in levels to estimate the cointegration by johansen m...