Hi Walter,

The paper can be found at
http://cran.r-project.org/web/packages/vars/vignettes/vars.pdf  It seems
that you need the "vars" library before trying the function you mention.
 What happens if you do the following?

install.packages("vars")
require(vars)
?cajorls
?ca.jo

HTH,
Jorge


On Wed, Jan 12, 2011 at 10:35 PM, Walter Zhang <> wrote:

> Dear all,
>
>
>
> I have a question. How to get the standard errors of alpha and beta
> when using  "ca.jo" to test cointergration?
>
> In the paper by Bernhard Pfaff and Kronberg im Taunus “VAR, SVAR and SVEC
> Models: Implementation Within R Package”  pp.24-25. The standard errors are
> listed on the table 5 following the code:
>
> R> vecm.r1 <- cajorls(vecm, r = 1)
>
> I tried this in my Mac R, but failed.
>
> Thanks.
>
>
> --
>  Best Regards
>
>  Walter   an ACCA Affiliate (Association of Chartered Certified
> Accountants)
>
>           I COME FROM CHINA
>
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