Dear Bert, I have read some of the references. I do understand what the 2 matrices( the cointegrating relationships and the alpha / loading matrix which gives the speed of the mean reversion) are. What I do not understand is the format of the output of the package. My main query is that why do we have .l2 in the cointegrating relationships. They are contemporaneous relationships , they should not have .l2 in the end. That's my query.
Many thanks, Ashim On Thu, Aug 23, 2018 at 7:52 PM Bert Gunter <bgunter.4...@gmail.com> wrote: > This is about statistics , not R programming, and so is off topic here. > Your first port of call for this sort of thing should be the package docs, > **including any references** . There are references given. Have you studied > them?? > > Cheers, > > Bert Gunter > > "The trouble with having an open mind is that people keep coming along and > sticking things into it." > -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) > > > On Thu, Aug 23, 2018 at 2:12 AM Ashim Kapoor <ashimkap...@gmail.com> > wrote: > >> Dear All, >> >> I am not sure about the summary of the function ca.jo. I have posted my >> query here :- >> >> >> https://stats.stackexchange.com/questions/363188/interpreting-the-names-used-in-the-output-of-johansen-test-in-package-urca-in-r >> >> I did not receive any reply so I am posting my query here. >> >> Many thanks and best regards, >> Ashim >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >> 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. >> > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.