[R] Cointegration no constant

Ralph S. ruffel1 at hotmail.com
Thu Mar 20 05:36:54 CET 2008


Hi,

I am trying to estimate a VECM without constant using the following code:

data(finland)
sjf <- finland
sjf.reg<-ca.jo(sjf, type = c("eigen"), ecdet = c("none"), K = 2,spec=c("transitory"), season = NULL, dumvar = NULL)
cajools(sjf.reg)


While the cointegration test does not use a constant, it is used in the cajools which I do not want. I am sure I am doing something wrong - what should I change?

Any help very much appreciated!

Ralph
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