[R] Cointegration no constant

From: Ralph S. <ruffel1_at_hotmail.com>
Date: Thu, 20 Mar 2008 04:36:54 +0000


I am trying to estimate a VECM without constant using the following code:

sjf <- finland
sjf.reg<-ca.jo(sjf, type = c("eigen"), ecdet = c("none"), K = 2,spec=c("transitory"), season = NULL, dumvar = NULL) cajools(sjf.reg)

While the cointegration test does not use a constant, it is used in the cajools which I do not want. I am sure I am doing something wrong - what should I change?

Any help very much appreciated!


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