[R] standard errors in johansen test

[Walter Zhang]

Dear all,



I have a question. How to get the standard errors of alpha and beta
when using  "ca.jo" to test cointergration?

In the paper by Bernhard Pfaff and Kronberg im Taunus “VAR, SVAR and SVEC
Models: Implementation Within R Package”  pp.24-25. The standard errors are
listed on the table 5 following the code:

R> vecm.r1 <- cajorls(vecm, r = 1)

I tried this in my Mac R, but failed.

Thanks.


-- 
  Best Regards

  Walter   an ACCA Affiliate (Association of Chartered Certified
Accountants)

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