Time Series · Cointegration
vecm
Cointegration (Johansen VECM). Johansen trace-test cointegration rank among 2–6 series (urca::ca.jo). EViews 'Johansen Cointegration Test'.
Identity
version 1.0.0 · capability cointegration · min_obs 100 · runner r (vecm.R)
Primitives
—
Composes with
not yet a catalog field — operator-composition metadata lands with Pathway F; nothing is invented here.
Parameters
| name | type | req | values / range |
|---|
| series | series (n=2–6) | required | |
| K | int | optional | |
| ecdet | enum | optional | none | const | trend |
Returns
method,dataset,series,n,K,ecdet,test,rank,n_series,eigenvalues,trace_stat,crit_5pct,interpretation
Paper
none — honest: a substrate method; no single companion paper claims it.
Changelog
[object Object]
Run it
curl -s -X POST https://shssm-compute-b7ui3oxaqq-el.a.run.app/api/compute/run \
-H "Content-Type: application/json" \
-d '{"method":"vecm","params":{"series":["India","USA"]}}'