cajolst

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cajolst

egle
Dear R users,

I am quite new to R, so most of the problems I've encountered working with it are technical, absurd or simple things. Sorry.
Despite this, I am struggling with cajolst function for a day and still nothing. The problem is that I can't get an estimate for the break point (which is in the slot "bpoint") by using cajolst function.

Finally, I've tried Johansen and Juselius data and procedure, that is described by dr. B. Pfaff ("Analysis of Integrated and Co-integrated Time Series with R"):

> example(ca.jo)
...
[data, formulas and other related stuff]
...
> lue.vecm<-summary(cajolst(sjd,season=4))
> slotNames(lue.vecm)
 [1] "classname" "test.name" "testreg"   "teststat"  "cval"      "bpoint"  
 [7] "signif"    "model"     "type"      "auxstat"   "lag"       "H"        
[13] "A"         "lambda"    "pval"      "V"         "W"         "P"        
> lue.vecm@bpoint
NULL

Thank you in advance,

Egle Jakucionyte
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Re: cajolst

egle
Well, it was a simple phrase problem. Maybe it is going to be useful for someone:

summary(ca.jo(sjd,ecdet="const",type="eigen",K=2,spec="longrun",season=4))
summary(cajolst(sjd,season=4))
cajolst(sjd,season=4)@bp