Re: [R] Cointegration no constant

> >Hi, > >I am trying to estimate a VECM without constant using the >following code: > >data(finland) >sjf <- finland >sjf.reg<-ca.jo(sjf, type = c("eigen"), ecdet = c("none"), K = >2,spec=c("transitory"), season = NULL, dumvar = NULL) >cajools(sjf.reg) > > >While the cointegration test does not

[R] Cointegration no constant

Hi, I am trying to estimate a VECM without constant using the following code: data(finland) sjf <- finland sjf.reg<-ca.jo(sjf, type = c("eigen"), ecdet = c("none"), K = 2,spec=c("transitory"), season = NULL, dumvar = NULL) cajools(sjf.reg) While the cointegration test does not use a constant,