## ## cajools ## cajools <- function(z, reg.number=NULL) { if (!(class(z) == "ca.jo") && !(class(z) == "cajo.test")) { stop("\nPlease, provide object of class 'ca.jo' or 'cajo.test' as 'z'.\n") } P <- z@P data.mat <- data.frame(z@Z0, z@Z1, z@ZK) text <- colnames(data.mat)[-c(1:P)] text1 <- paste(text, "", sep="+", collapse="") text2 <- paste("~", substr(text1, 1, nchar(text1)-1)) if (!is.null(reg.number)) { reg.number <- as.integer(reg.number) if (reg.number > ncol(z@Z0) || reg.number < 1) { stop("\nPlease, provide a valid number of the regression within \n the VECM, numbering from 1st to last row.\n") } form1 <- formula(paste("z@Z0[, reg.number]", text2, "-1")) return(lm(substitute(form1), data=data.mat)) } else if (is.null(reg.number)) { form1 <- formula(paste("z@Z0", text2, "-1")) return(lm(substitute(form1), data=data.mat)) } }