Re: [R] Cointegration and ECM in Package {urca}

> >Dear R Core Team, > > > >I am using package {urca} to do cointegration and estimate ECM model, >but I have the following two problems: > > > >(1)I use ca.jo() to do cointegration first and can get the >cointegration rank, alpha and beta. The next step is to test some >restrictions on beta

[R] Cointegration and ECM in Package {urca}

Dear R Core Team, I am using package {urca} to do cointegration and estimate ECM model, but I have the following two problems: (1)I use ca.jo() to do cointegration first and can get the cointegration rank, alpha and beta. The next step is to test some restrictions on beta with blrtest(