subject:"\[R\] Diagnostic testing in a VEC"

Re: [R] Diagnostic testing in a VEC

2012-10-09 Thread Pfaff, Bernhard Dr.

, Bernhard -Ursprüngliche Nachricht- Von: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] Im Auftrag von Laura Catalina Echeverri Guzmán Gesendet: Montag, 8. Oktober 2012 17:34 An: r-help@r-project.org Betreff: [R] Diagnostic testing in a VEC Hi everyone, I'm usi

[R] Diagnostic testing in a VEC

2012-10-08 Thread Laura Catalina Echeverri Guzmán

Hi everyone, I'm using the Johansen framework to determine a VEC using package urca. I have estimated the corresponding VEC using likelihood ratio test for restrictions on alpha, beta or both and I have generated objects of the class cajo.test. Now I want to diagnostic tests in the model, like het