Hi all,

I have a quick question:

In using "ca.jo" in "vars"...


ca.jo(x, type = c("eigen", "trace"), ecdet = c("none", "const", "trend"), K = 2,
spec=c("longrun", "transitory"), season = NULL, dumvar = NULL)



There is a parameter "K".

What does this "K" correspond to in the "Details" section? It doesn't
appear anywhere in the fomulars...

When I read into the book by Dr. Bernhard Pfaff, I couldn't find a
corresponding one either...

Please help me!



Thank you!

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