search for: lagselection

Dear R-devel, I am a relative novice in R, but I am eager to post a new package my group developed in CRAN, but I am stumped by a set of documentation related warnings created by R CMD check. So, my current plan is to recreate the documentation by religiously 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

...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 meth...