sup-LM test in TVECM.HStest

[ahmed shafiq Joyo]

Hi,

Matthieu

Iam new to R studio

Iam using TVECM.HStest to get results for sup-Lm test. i have following questions.

1. does TVECM.HStest show  sup-LM test?

2. does TVECM.HStest runs VECM automatically or we need to give values of  intercept and fixed beta in TVECM.HStest?

3. when i include a multivariate data in TVECM.HStest it gives message "Please no more than two equations" .

4. do i need to work with source code to run my analysis like this  https://rdrr.io/cran/tsDyn/src/R/TVECM.R or modify the example given in vignette.

Regards