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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