
 

Dear Members:

 

I am working with the function ca.jo from the URCA package in order to know the range of cointegration between two variables. I am trying to calculate the optimum value of the lags (called K in the function). But the package does not provide the AIC and the logLink values for objets like this.

I am using the function like in the following example:

 

ca.jo(YX, type = c("trace"), ecdet = c("none"), K = 2, spec=c("longrun"), season = NULL, dumvar = NULL)


I want to ask if someone knows a way to calculate the k optimum.

 

Thanks a lot!

 

Karla Hernández
 		 	   		  
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