[R-SIG-Finance] VECM estimation

[Jonathan Beokhokhei]

Dear all, I am working with some VECM estimation methodology, however could not find any complete package for doing so in R. I am aware of the "urca" package, however could not find any function for :

1. Availing "t-ratio" with estimated individual estimated SD, for all parameters like Alpha, Beta, Sigma and other model parameters, under different setup for deterministic terms like simple constant, deterministic trend and orthogonal deterministic trend, with varying lag and rank parameters.

2. Performing residual analysis like plotting ACF, PACF for estimated residuals with confidence band and portmanteau testing etc.

Ofcourse I can write for my own, however it obviously not a good idea to reinventing the wheel. Is there any functions available for doing above?

Thank you for your time.