Hi,
I have the very same problem of this here http://grokbase.com/t/r/r-help/111d386yn9/r-standard-errors-in-johansen-test, I replicated all the steps in the Papar: http://cran.r-project.org/web/packages/vars/vignettes/vars.pdf
untill here:

R> vecm <- ca.jo(Canada[, c("rw", "prod", "e", "U")], type = "trace",
+ ecdet = "trend", K = 3, spec = "transitory")
R> vecm.r1 <- cajorls(vecm, r = 1)

then I obtained the standard errors for the loading factors (alphas) with this command:

> summary(vecm.r1$rlm)

How do I get the equivalent for the betas?
in the paper (pg. 25 tab.5) http://cran.r-project.org/web/packages/vars/vignettes/vars.pdf these standard errors are used to assess the significance of the cointegration factors ... this is what I need to do.
could anyone help with this?

thanks in advance,
vitaliano

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