Dynamically access p values from Johansen cointegration test

[benlambert18785]

Hi,

I would like to know - is it possible to dynamically access (in other words in a program file) the p values that are generated from carrying out a Johansen test on a VEC?

At the moment I have the following:

Code: Select all

var macro1.ec(d) 1 6 x1 x2 macro1.coint(d,save=root)

Which saves the eigenvalues of the test, but does not provide the p values, which I actually need. Do you know if this is possible? If not, is there a place I can find the distribution tabulated?

Best,

Ben

[EViews Gareth]

http://forums.eviews.com/viewtopic.php?f=5&t=18

[benlambert18785]

Great - thanks!