Hello Yihsu,
have a look at ?cajorls. With this function a VECM is estimated, whence
the cointegration rank has been determined (ca.jo). For further
analysis, you might want to consider the function vec2var in package
vars and methods irf, fevd and predict, as well as the diagnostic tests
that
Dear R users;
I'm using ca.jo for a VECM model. Is there a way that I can get sd/p-value
to see whether coefficients estimated are statistical significant? Thank
you
Yours,
Yihsu
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