Message-ID: <BAY112-W47E738F08C783DF7A0E5AAF0000@phx.gbl>
Date: 2008-03-20T04:36:54Z
From: Ralph S.
Subject: Cointegration no constant
Hi,
I am trying to estimate a VECM without constant using the following code:
data(finland)
sjf <- finland
sjf.reg<-ca.jo(sjf, type = c("eigen"), ecdet = c("none"), K = 2,spec=c("transitory"), season = NULL, dumvar = NULL)
cajools(sjf.reg)
While the cointegration test does not use a constant, it is used in the cajools which I do not want. I am sure I am doing something wrong - what should I change?
Any help very much appreciated!
Ralph
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