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Run a couple of examples in other software and compare. Your uni must have some stats software, also spreadsheets do regression and then there is free software for econometrics and free general maths matrix programming in scilab, you can probably get a smart phone app or calculator. Doing all your e...

There are loads of papers on tests yet no one has come up with a new standard approach for cointegration that makes it into textbooks, the history seems to have gone Engle-Granger, Johansen, proliferation of tests with everyone knowing unit root tests are not very reliable but carrying on anyway. I ...