Which value is the regression factor (beta) in the test summary using jcitest (Johansen cointegration)?

I am using the function jcitest to test for cointegration.

I am not sure which value corresponds to the regression factor - stat, cValue, eigVal. Is it listed in the results summary and if so, which one is it?

See below:

Results Summary (Test 1)

Data: Y1
Effective sample size: 680
Model: H1
Lags: 0
Statistic: trace
Significance level: 0.05


r  h  stat      cValue   pValue   eigVal   
----------------------------------------
0  0  9.5958    15.4948  0.3568   0.0090  
1  0  3.4491    3.8415   0.0633   0.0051

Answer 1

[the cyclist]

I am not familiar with this function, but from looking at the documentation, it looks like the parameter estimates are in the 5th output, mles.

Take a look at this documentation page for details.