Hi everyone,

I'm using the Johansen framework to determine a VEC using package urca. I
have estimated the corresponding VEC using likelihood ratio test for
restrictions on alpha, beta or both and I have generated objects of the
class cajo.test. Now I want to diagnostic tests in the model,
like heteroskedasticity test, residuals normality and serial
autocorrelation, but I cannot find the way to do it in objects like the one
I have. How can I do it? what packages/methods I may use? Do I have to
transform this object in other object to do it easily?

I would appreciate if someone could help me with this issue.

Thank you!

-- 
Laura Catalina Echeverri Guzmán

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