[R] tsDyn selectSETAR

Hello, I have problems implementing the function slectSETAR() to my database. I have 80 series of 80 countries from 1970 to 2008. I do as follows: for(i in 1:ncol(UNE)) { print(i) search <- selectSETAR(UNE[,i], m=2, thDelay=1) print(mod.setar) } Next, for(i in 1:ncol(UNE)) { print(i) set <-

[R] SELECTING VARIABLES FROM A DATA SHEET

Hi, I know that the following question is a basic one,sorry in advance. My problem is that I have a data sheet with 80 variables which are unemployment rates of 80 countries. I call it as u1 to u80. Besides I have for the same countries their productivity rates. I want to do a kind of loop to selec

[R] Beta values ca.jo

Hello Anyone know how can I calculate the value of the beta parameter when I know the number of cointegrating relationships between two variables. I mean, I using the procedure: ca.jo I do the following: summary (ca.jo (UR [, c (2.52)], type = "trace" ECDET = "trend", K = 2, spec = "longrun"))