Message-ID: <20090824162126.7f4013ee@gmx.net>
Date: 2009-08-24T14:21:26Z
From: Stefan Grosse
Subject: Looking for critical values for Johansen's trace test
In-Reply-To: <25115000.post@talk.nabble.com>
On Mon, 24 Aug 2009 05:15:24 -0700 (PDT) RON70
<ron_michael70 at yahoo.com> wrote:
R> Hi can anyone please help me on where to get table for critical
R> values for Johansen's Trace test for testing co-integration rank,
R> for different type of deterministic terms? I already have looked
R> into Hamilton's book however could not find what I want.
Did you have a look at the ca.jo function of the urca package? You can
have a look at the code with simply:
ca.jo
you will easily find the critical values with a little bit of
programming knowledge...
hth
Stefan