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, ctable='A1') H1.trace <- summary(ca.jo(dat1, type='trace', K=2, season=4, dumvar=dat2, ctable='A1')) H1.eigen <- summary(ca.jo(dat1, type='eigen', K=2, season=4, dumvar=dat2, ctable='A1'))