vecm <- ca.jo(Canada[, c("prod", "e", "U", "rw")], type = "trace", ecdet = "trend", K = 3, spec = "transitory") SR <- matrix(NA, nrow = 4, ncol = 4) SR[4, 2] <- 0 SR LR <- matrix(NA, nrow = 4, ncol = 4) LR[1, 2:4] <- 0 LR[2:4, 4] <- 0 LR svec <- SVEC(vecm, LR = LR, SR = SR, r = 1, lrtest = FALSE, boot = TRUE, runs = 100) svec svec$SR / svec$SRse svec$LR / svec$LRse