Hello!
 
I estimate vector error correction model (vecm) model. I have only one cointegratio relationship. I write :
 
joh.vecm.rls <- cajorls(joh.vecm, r=1)

The output estimation is :
Call:
lm(formula = substitute(form1), data = data.mat)
Coefficients:
               up.d            expl.d        upd.d           r.d      
ect1      -1.34e-01   4.55e+02   6.91e+00   2.43e+03
constant  -4.90e+01   1.82e+05   2.46e+03   9.54e+05
up.dl1     6.68e-01   2.07e+03   3.49e+01   2.51e+03
expl.dl1   1.72e-04  -1.87e-01   9.22e-03   1.34e-01
upd.dl1   -2.48e-03   8.15e+00   4.36e-01   2.29e+01
r.dl1      2.70e-05  -6.75e-02  -1.95e-03  -7.64e-01
up.dl2    -4.32e-01   1.10e+03   5.14e+00  -2.45e+03
expl.dl2   6.01e-05  -1.24e-01  -9.52e-03  -6.65e-01
upd.dl2   -2.88e-03   9.40e+00   2.31e-01   1.74e+01
r.dl2      5.56e-05  -1.46e-01  -1.03e-03  -5.47e-01

$beta
               ect1
up.l3     1.0000000
expl.l3  -0.0002939
upd.l3   -0.0004689
r.l3     -0.0002649
trend.l3  8.5983895
 
I have two questions :
 
Can I say that my cointegration relationship is not valide because the "ect1" term is not of negative sign for expl.d, upd.d and r.d ?
 
How can I exract the t-sudent of all the coefficients ?
 
any help will be appreciated.
Thank you in advance.
 
 


      
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