| optimlag-class {CommonTrend} | R Documentation |
optimlag
This class contains several useful objects about the optimum lag order for further manipulations.
Olag.value |
Under the assumption of only one common trend, the lag order to maximize Johansen Statistic(1988). |
Olag |
The mazimized corresponding Johansen Statistic. |
list.lags |
A list of all the possible lag orders and their corresponding Johansen Statistics. |
Fan Yang