Rcode-7-1.R

library(urca)
data(UKpppuip)
names(UKpppuip)
attach(UKpppuip)
dat1 <- cbind(p1, p2, e12, i1, i2)
dat2 <- cbind(doilp0, doilp1)
args('ca.jo')
H1 <- ca.jo(dat1, type='trace', K=2, season=4, dumvar=dat2, ctable='A1')
H1.trace <- summary(ca.jo(dat1, type='trace', K=2, season=4, dumvar=dat2, ctable='A1'))
H1.eigen <- summary(ca.jo(dat1, type='eigen', K=2, season=4, dumvar=dat2, ctable='A1'))