Hello Greg, you can exploit the argument 'dumvar' for this. See ?ca.jo
Best, Bernhard > -----Ursprüngliche Nachricht----- > Von: r-help-boun...@r-project.org > [mailto:r-help-boun...@r-project.org] Im Auftrag von Grzegorz Konat > Gesendet: Mittwoch, 30. März 2011 16:46 > An: r-help@r-project.org > Betreff: [R] VECM with UNRESTRICTED TREND > > Dear All, > > My question is: > > how can I estimate VECM system with "unrestricted trend" (aka > "case 5") option as a deterministic term? > > As far as I know, ca.jo in urca package allows for "restricted trend" > only [vecm > <- ca.jo(data, type = "trace"/"eigen", ecdet = "trend", K = > n, spec = "transitory"/"longrun")]. > Obviously, I don't have to do this in urca, so if another > package gives the possibility, please let me know too! > > Thanks in advance! > > Greg > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ***************************************************************** Confidentiality Note: The information contained in this ...{{dropped:10}} ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
