Dear Group:
I want to get the loglik of the regresion associated to the estimation of the
unit root test Zivot-Andrews of the package urca. I am new using R, then I
simply tried the next sequence:
> A<-ur.za(var,model="intercept",lag=2)
> logLik(A)
but the result is an error, and I think it is because A (the result of the
function) is not class S4.
> class(A)
[1] "ur.za"
attr(,"package")
[1] "urca"
I want to use the logLik to compare different number of lags, in order to know
the optimal one.
I will be really grateful if someone can tell me how to calculate the logLik or
the optimal number of lags.
Thank you very much!,
Karla
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