[R] Fwd: How to obtain cointegrated relationship from ca.jo in urca package?

From: <adschai_at_optonline.net>
Date: Fri, 25 May 2007 03:24:24 +0000 (GMT)

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I can plot the ca.jo package to view the cointegrated relationship for each eigen value. Or I can use the normalized eigen vector to reconstruct the cointegrated relationship series. However, since the package can plot that for me, I wonder is there any specific slot/method in the class from where I can invoke to get this relationship instead of doing a duplicated work? Thank you.

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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 Fri 25 May 2007 - 03:33:07 GMT

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