urca

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    Johansen test with dummy variable, urca

    I am using urca package to get Johansen test results for 3 variables with 2 dummy variables: library(urca) johansenresults <- ca.jo(datamod[,c(2,11,9)], ecdet = "const", type="trace", K=5, spec="longrun",season=NULL, dumvar = datamod2[,c(13,14)]) Everything works...