Displaying 2 results from an estimated 2 matches for "safra".
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safa
2012 Jan 18
1
Problems with Panel Data estimation
Hi everybody,
Got some doubts here. I'm kinda desperate for help, so please ask me if
anything isn't clear.
I have a database with this structure (panel data structure):
> head(dados_2)
Tempo Safra Data Resposta Perc_Resg_Acum Alta_Temporada Flexi Promo
1 1 1 200701 0.04223216 0 1 0 0
2 1 2 200702 0.02801536 0 -1 0 0
3 1 3 200703 0.02786171 0 0 0 0
4 1 4 200...
2009 Mar 16
0
Cointegration Vectors
Hi,
I am trying to test the cointegration among 5 time series, grouped in pairs. I would like to save in a table the cointegration vectors for the 10 tests.
I used the urca package, but I dont know how to extract the data only for the cointegration vector.
Thanks in advance for help !
Eduardo