[R] How to test for weak exogenity and specify long-run relation with r=2 from Bill

From: Xianchun Liao <xliao_at_CFR.MsState.Edu>
Date: Thu, 06 Nov 2008 16:38:55 -0600


I am an R beginner and trying to run a market model using supply and demand in R framework.  

First, I conducted cointegration test. The results showed that there were two ranks.  

Now I need to test weak exogenity for each series of the seven variables(my data have 7 variables).  

Then I need to specify the two cointegration vectors: one for demand where some variable will be zero; the other one for supply where some variables will be zero.  

SO, how to write a R code to implement the procedure.  

Thanks,    

Bill  

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