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Thank you very much. It's odd, though, that t-stats are not treated in the same way. And I did not see anything in the command reference, e.g., to make that clear.

I'm trying to save results from a cointreg estimation, but get ab error message when I try to use @pval to save p-values into a previously-created matrix. Here is a snippet of code: exp_mod(i,1) = c(1) exp_mod(i,2) = @tstats(1) exp_mod(i,3) = @pval(1) I get the following error message: @pval is an i...

Thank you, i figured it out late last night

Hi, I am trying to retrieve the output from the coint command, using freeze. But I don't seem to be able to get the syntax right. E.g. I've tried freeze(test) coint(b, 4, cvsize=0.05) lexp ltpy lrer and get an error message saying that I have used an "illegal lag or index specification for the ...