Jonathan The following CRAN link provides a full listing of packages that are useful for computational econometrics http://cran.r-project.org/web/views/Econometrics.html HTH Pete -- View this message in context: http://r.789695.n4.nabble.com/VECM-estimation-tp2969418p2969678.html Sent from the Rmetrics mailing list archive at Nabble.com.