2011/3/28 Sven Schreiber <svetosch(a)gmx.net>
Am 28.03.2011 20:07, schrieb Grzegorz Konat:
well it _sounds_ more like what in gretl would be --crt, so maybe just
do a cross-check with that gretl option.
(The case --ct [in gretl terms] is quite strange anyway, it would be
understandable if urca didn't implement it.)
-sven
That's what R's Help says about it:
"‘none’ for no intercept in cointegration, ‘const’ for constant term in
cointegration and ‘trend’ for trend variable in cointegration."