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#5266
Ryu
Member

I am not clear on what you are asking. What do you mean by ‘beta’? Our VECM specification is this:
\Delta Y_t = \mu + \Pi Y_{t-p} + \sum \left ( \Gamma_i Y_{t-1} \right ) + \Psi D_t + \epsilon_t

There are methods to retrieve each terms. See the javadoc:
http://www.numericalmethod.com/javadoc/suanshu/com/numericalmethod/suanshu/stats/timeseries/linear/multivariate/stationaryprocess/arma/VECM.html