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I'm tring the functions to check the cointegration of a matrix. I'm using **Phillips & Ouliaris Cointegration Test** The function in *tseries* package is **po.test** and **ca.po** in *urca* The results with **URCA** are: > ca.po(prices, demean='none') ######################################## # Phillips and Ouliaris Unit Root Test # #######################...

Hello, I tried to use urca package (R) for cointegration analysis. The data matrix to be investigated for cointegration contains 8 columns (variables). Both procedures, Phillips & Ouliaris test and Johansen's procedures give errors ("error in evaluating the argument 'object' in selecting a method for function 'summary'" respectiv "too many variables, critical values cannot be computed?). What can I do? With regards, Dorina LAZAR Department of Stat...

Hello, I have a few questions about & Ouliaris Unit Root Test of type Pz 1) I noticed that critical values given in the article "Asymptotic properties of residual..." by Phillips and Ouliaris are different from those given by R. More presicely - they are swaped with each other. Could explain why? 2) that question is quite stupid. Can...

Hello, I want to know if there are some functions or packages to solve differential and integral equation using R. Thanks. Shao chunxuan. [[alternative HTML version deleted]]

...Likelihood ratio test for restrictions on alpha blrtest Likelihood ratio test for restrictions on beta ca.jo Johansen Procedure for VECM ca.jo-class Representation of class 'ca.jo' ca.po Phillips & Ouliaris Cointegration Test ca.po-class Representation of class 'ca.po' cajo.test-class Representation of class 'cajo.test' denmark Data set for Denmark, Johansen & Juselius ecb Macroeconomic data of the Euro Zone finland...

Dear all, S+Finmetrics has a number of very specilised functions. I am particularly interested in the estimation of cointegrated VARs (chapter 12 of Zivot and Wang). In this context the functions coint() and VECM() stand out. I looked at package "dse1", but found no comparable functionality. Are there any other packages you could point me to? In general, are there efforts for