Good morning everyone,
I have to use the vector auto regression model to establish the relationship among 4 variables.
According to the VARSelect function i have to choose lag=1 since the AIC of lag1 represent the lowest value. After that I used Johansen test but an error message had been displayed ( Error in ca.jo(A, K = 1) : K must be at least K=2.)
what shall i do ?
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