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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