johansen_normalize — normalize the eigen vectors and error correction terms
res=johansen_normalize(res,vari)
res = a johansen results tlist
vari = a vector indicating the variables used for each normalization
res = the original tlist except for the 'evec' (eigenvectors) and 'alpha' (error correction terms) fields changed by the normalization.
rj1=johansen(1,'dnk_Lm3rC','dnk_Lyr','dnk_DLpy','dnk_Rm','dnk_Rb',… 'exo_lt=trend^1;post(1983q1)','exo_st=const;dum75q4;dum76q4;dum83q1'); rj1b=johansen_normalize(rj1,5,[3,1,4,2,5]) Example taken from function johansen_d(). The 5 potential cointegrating vectors are normalized by respectively the 3rd ('dnk_DLpy'), the first ('dnk_Lm3rC'), the 4th ('dnk_Rm'), the 2nd ('dnk_Lyr') and the 5th ('dnk_Rb') endogenous variable.