Good Morning,
I'm using vars package to do a Johansen Procedure for VAR, and I'm
interested in using with K=1, but the next error comes up
> ca.jo(Canada, type ="eigen", ecdet ="const", K = 1,
+ spec="longrun", season = NULL, dumvar = NULL)
Error en ca.jo(Canada, type = "eigen", ecdet = "const", K = 1, spec =
"longrun", :
K must be at least K=2.
I will be really thankful if you can answer me the reason of this.
Thanks,
Manuel Serna Cortés
Universidad Icesi
Colombia
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