coefA for ca.jo(): error when r=2, Error in alpha %*% t(beta) %*% C: non-conformable arguments

[MatthieuStigler]

See:

library(tsDyn)
#> Registered S3 method overwritten by 'quantmod':
#>   method            from
#>   as.zoo.data.frame zoo
library(vars)
#> Loading required package: MASS
#> Loading required package: strucchange
#> Loading required package: zoo
#> 
#> Attaching package: 'zoo'
#> The following objects are masked from 'package:base':
#> 
#>     as.Date, as.Date.numeric
#> Loading required package: sandwich
#> Loading required package: urca
#> Loading required package: lmtest
data(Canada)
coefA(ca.jo(Canada, K=2, ecdet="const", spec="transitory"), r=2)
#> Error in alpha %*% t(beta) %*% C: non-conformable arguments

coefA(VECM(Canada, lag=1, include="none", estim="ML", LRinclude="const", r=2))
#>                      ECT1         ECT2
#> Equation e     0.16253574  0.025823604
#> Equation prod  0.24890771  0.038567524
#> Equation rw   -0.06908972 -0.003275944
#> Equation U    -0.13032231 -0.018812818

coefB(ca.jo(Canada, K=2, ecdet="const", spec="transitory"), r=2)
#>                   [,1]        [,2]
#> e.l1      1.000000e+00    0.000000
#> prod.l1   2.775558e-17    1.000000
#> rw.l1     1.324539e-01   -3.222172
#> U.l1      6.343565e+00  -24.116568
#> constant -1.088346e+03 1411.866972
coefB(VECM(Canada, lag=1, include="none", estim="ML", LRinclude="const", r=2))
#>                  r1          r2
#> e         1.0000000    0.000000
#> prod      0.0000000    1.000000
#> rw        0.1324539   -3.222172
#> U         6.3435652  -24.116568
#> const -1088.3457302 1411.866970

^{Created on 2020-12-05 by the reprex package (v0.3.0)}