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 _________________________ Ecole des HEC Universite de Lausanne CH-1015 Lausanne Tel (+41 21) 692 33 76 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
