Re: [R] question of VECM restricted regression

2011-05-02 Thread Pfaff, Bernhard Dr.
ht- > Von: r-help-boun...@r-project.org > [mailto:r-help-boun...@r-project.org] Im Auftrag von Meilan Yan > Gesendet: Freitag, 29. April 2011 11:10 > An: bernhard.pf...@pfaffikus.de; r-help@r-project.org > Betreff: [R] question of VECM restricted regression > > Dear Colleague &g

[R] question of VECM restricted regression

2011-04-29 Thread Meilan Yan
Dear Colleague I am trying to figure out how to use R to do OLS restricted VECM regression. However, there are some notation I cannot understand. Please tell me what is 'ect', 'sd' and 'LRM.dl1 in the following practice: #OLS retricted VECM regression data(denmark) sjd <- denmark[, c("LRM",