optimlag-class {CommonTrend}R Documentation

Representation of class optimlag

Description

This class contains several useful objects about the optimum lag order for further manipulations.

Arguments

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.

Author(s)

Fan Yang


[Package CommonTrend version 0.7-1 Index]