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"):
[data, formulas and other related stuff] ...
 "classname" "test.name" "testreg" "teststat" "cval" "bpoint"  "signif" "model" "type" "auxstat" "lag" "H"  "A" "lambda" "pval" "V" "W" "P"
-- 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
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