I am trying to replicate work from this paper , specifically examination of the rationality of inflation and inflation expectations when both series are non-stationary I(1). I need to apply Johansen cointegration method to test whether series of inflation and inflation expectation are cointegrated with a vector (1,-1). However, bh5lrtest does not work no matter how I set 'r' argument (I believe it should be equal to 1). Where is the problem? Is there any alternative regarding the code? data When r = 1, I get following error: Error in h(simpleError(msg, call)) : error in evaluating the argument 'object' in selecting a method for function 'summary': Row number of 'H' is unequal to VAR order. However, for any r greater or equal to 2, I get this: Error in h(simpleError(msg, call)) : error in evaluating the argument 'object' in selecting a method for function 'summary': Count of cointegrating relationships is out of allowable range.

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