
Dear Members:
 
I am trying to estimate a VECM using the Johansen Methodology and including a shift at unknown time. In order to reach this goal I had applied first the function cajolst and then the function cajorls, both of package urca. I have now a problem, I need to estimate the logLik and also to apply the tests of heterocedasticity, normality and autocorrelation. However the class of both results, from cajolst and cajorls, give the following:
 
Error in UseMethod("logLik") : 
  no applicable method for 'logLik' applied to an object of class "c('ca.jo', 'urca')"
 
Error in UseMethod("logLik") : 
  no applicable method for 'logLik' applied to an object of class "list"
 
I think I need to change the class of the result of one of the functions but I am not sure how to do it.
 
If some one have an idea I would be very grateful.
 
Thanks! 		 	   		  
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