Hi everyone, I'm using the Johansen framework to determine a VEC using package urca. I have estimated the corresponding VEC using likelihood ratio test for restrictions on alpha, beta or both and I have generated objects of the class cajo.test. Now I want to diagnostic tests in the model, like heteroskedasticity test, residuals normality and serial autocorrelation, but I cannot find the way to do it in objects like the one I have. How can I do it? what packages/methods I may use? Do I have to transform this object in other object to do it easily?
I would appreciate if someone could help me with this issue. Thank you! -- Laura Catalina Echeverri Guzmán [[alternative HTML version deleted]]
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