Johansen multicointegration , please help me!!

[Aitor]

Hi...

I´m new in the time series analysis...I have a problem and I would like someone please tu help me...it would be great...

I have three time series (500 data for each currency pair)...the daily close price of EUR/USD USD/CHF and NZD/USD. I need to study the possible cointegration between those three series which are non-stationary. I´ve read that people use the Johansen cointegration test for this issue...

I need to understand a little bit how does this test work and how can I obtain in that cointegration test the weight for each currency pair, I mean I need to know how much money I need to buy of each currency pair to obtain a model which should be cointegrated in the long run...the coefficients of each pair...

Could anyone please help me??