Hello Rmillan, I was looking for the same issue and I found that the variables ECT1, ECT2... are the loading matrix, as you can check in the example of the paper found at http://cran.r-project.org/web/packages/vars/vignettes/vars.pdf <http://cran.r-project.org/web/packages/vars/vignettes/vars.pdf>
The example is on pages 24-25 Best, Laura -- View this message in context: http://r.789695.n4.nabble.com/Interper-output-from-cajorls-and-VECM-tp4639963p4647314.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
