Johansen test

[luckygift2002]

Dear all,

Can anybody help me to write a code to save the trace statistc in Johanen cointegration test. Any help would be very appreciated.
Best,
Jing

[lappenlappen]

You could have a look at the code I posted earlier today. That works for me in order to save down the statistic into a matrix for a large number of groups. Obviously check the command reference so you know what options you want. You should be able to find it if you search for the "coint" command. Hope it helps.

Seb