Non-Panel Cointegration/VECM analyses with Panel data

[Steve06]

Hi,
I have a "panel" data sample covering 100 entities over 200 days and I imported it into eviews. So each entity has two time-series values (let's call them A and B) within the same row of the dataset. Think of A and B as vectors over time.
Now I want to check whether A and B are cointegrated (under various specifications, some that do not report individual results like Vector Error Correction Models), but not for the whole panel at the same time, but just for one entity at the time. The results for each entity should be stored and the procedure should then be repeated for the remaining entities.
How can I do this with eviews, i.e. how can I tell eviews to only consider the time-series of a given entity when doing analyses?
In Stata for example, you're used to the if exp== ... command that you can put at the end of each command.
Thanks,
Steve