The vignette for vars (
http://cran.r-project.org/web/packages/vars/vignettes/vars.pdf) has an
example where the standard errors/t-statistics are calculated for the
cointegrating vector (see Table 5 in the first row). However, in the worked
example it's not described how to extract these statistics from the cajorls
fit. Does someone know how to do this?

##Worked example:

require(vars)
data(Canada)
Canada <- Canada[, c("prod", "e", "U", "rw")]
summary(ca.jo(Canada, type = "trace", ecdet = "trend", K = 3, spec =
"transitory"))
vecm <- ca.jo(Canada[, c("rw", "prod", "e", "U")], type = "trace", ecdet =
"trend", K = 3, spec = "transitory")
vecm.r1 <- cajorls (vecm,r=1)

print(vecm.r1)

##No standard errors for the beta vector are provided!

str(vecm.r1)
vecm.r1$beta

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