Re: [R] Unclear about the output from summary of ca.jo from package urca

I have posted a reply to your original quesstion on Cross Validated explaining how the notation arises. John C Frain 3 Aranleigh Park Rathfarnham Dublin 14 Ireland www.tcd.ie/Economics/staff/frainj/home.html mailto:fra...@tcd.ie mailto:fra...@gmail.com On Thu, 23 Aug 2018 at 10:12, Ashim Kapoor

Re: [R] Unclear about the output from summary of ca.jo from package urca

Well, reading the code is not much harder than reading the papers (not that that helps much, been there...) I don't actually know the answer, but the notation comes from this bit in ca.jo(): if (spec == "longrun") { ZK <- cbind(x[-c((N - K + 1):N), ], 1) Lnotatio

Re: [R] Unclear about the output from summary of ca.jo from package urca

Dear Bert, I have read some of the references. I do understand what the 2 matrices( the cointegrating relationships and the alpha / loading matrix which gives the speed of the mean reversion) are. What I do not understand is the format of the output of the package. My main query is that why do we

Re: [R] Unclear about the output from summary of ca.jo from package urca

This is about statistics , not R programming, and so is off topic here. Your first port of call for this sort of thing should be the package docs, **including any references** . There are references given. Have you studied them?? Cheers, Bert Gunter "The trouble with having an open mind is that

[R] Unclear about the output from summary of ca.jo from package urca

Dear All, I am not sure about the summary of the function ca.jo. I have posted my query here :- https://stats.stackexchange.com/questions/363188/interpreting-the-names-used-in-the-output-of-johansen-test-in-package-urca-in-r I did not receive any reply so I am posting my query here. Many thanks