Re: [R] Finding cointegration relations in a VAR(1)

>Von: r-help-boun...@r-project.org >[mailto:r-help-boun...@r-project.org] Im Auftrag von >severine.gai...@unil.ch >Gesendet: Donnerstag, 4. Juni 2009 01:43 >An: r-h...@stat.math.ethz.ch >Betreff: [R] Finding cointegration relations in a VAR(1) > >Dear R people, &g

[R] Finding cointegration relations in a VAR(1)

Dear R people, I am trying to find the cointegration relations in a VAR(1). The ca.jo function conducts the Johansen procedure, but we have to specify at least 2 lags. How should I do if I want to include only one lag? Thank you very much for your help! Have a nice day, Severine Gaille ___