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) H1.trace <- summary(ca.jo(dat1, type = 'trace', K = 2, season = 4, dumvar = dat2)) H1.eigen <- summary(ca.jo(dat1, type = 'eigen', K = 2, season = 4, dumvar = dat2))