[R] cajolst

From: egle <egleje_at_walla.com>
Date: Sat, 16 Apr 2011 10:37:41 -0700 (PDT)


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_at_bpoint

NULL Thank you in advance,

Egle Jakucionyte

--
View this message in context: http://r.789695.n4.nabble.com/cajolst-tp3454306p3454306.html
Sent from the R help mailing list archive at Nabble.com.

______________________________________________
R-help_at_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.
Received on Sat 16 Apr 2011 - 23:56:25 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Sun 17 Apr 2011 - 21:10:30 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive