Re: [R] Trace values in the function ca.jo()

This is somewhat technical and I'd advise you post to R-Sig-Finance and cc the package maintainer, Dr Pfaff, directly. Use maintainer("urca") to get his email. Cheers, Michael On Aug 21, 2012, at 4:48 AM, Rmillan wrote: > Hi all R users, > > I'm trying to replicate the same results that are

[R] Trace values in the function ca.jo()

Hi all R users, I'm trying to replicate the same results that are given in a published article after been granted the same data that the authors use. I'm having problems to determine the cointegration rank of my data set using the Johnasen's trace test. This trace test is already programmed in the