Estimates the EC with EG. Cointegration rank fixed at 1
ec.EG1(det1, det2, ymat, npl, befpn, ndet, drop1 = NA, drop2 = NA)deterministic matrix of constant(s) and trend(s)
deterministic matrix of seasonals and point dummies
matrix of lags
n, p, nlag
begtrim, endtrim, nforecast, npred
order of the model d(i,j)
selection of det1 regressors in first stage to drop
selection of det1 regressors in second stage to drop
out a list with estimates
Berta et al. 2020