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Thank you. This works.

However, I find it confusing that the lag specification is an option when the series are specified after the coint command while the lags are a parameter in case the series are a group followed by the coint command.

Fritz

Problem with coint command. The enclosed program writes the results from the coint-command into a spool object (line 85). Which works when no number of lags is given (i.e. coint(s)). Writing the results into the spool object fails when the number of lags is given by an information criterion as in li...