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prtjohvec

prints Johansen cointegration vectors

CALLING SEQUENCE

prtjohvec(res,nbr,out)

PARAMETERS

Input

* res = a tlist provided by function johansen

* nbr = # cointegration vectors selected

* out = the file where the results are printed (optional; default: %io(2), i.e the screen)

 

Output

* nothing, just print the results

DESCRIPTION

Prints on the file out the first nbr vectors from a Johansen cointegration test.

EXAMPLE

load(GROCERDIR+'\data\juselius.dat')
bounds()
dum75q4=dummy(['1973q1';'2003q1'],'1975q4')-0.5*dummy(['1973q1';'2003q1'],['1976q1';'1976q2']);
dum76q4=dummy(['1973q1';'2003q1'],'1976q4');
dum83q2=dummy(['1973q1';'2003q1'],'1983q2');
dum83q1=dummy(['1973q1';'2003q1'],'1983q1');
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','noprint')
 
// print all cointegration vectors
prtjohvec(rj1,5)
 
// now normalize the vectors and print the first 3 ones
rj1b=johansen_normalize(rj1,[3,1,4,2,5])
prtjohvec(rj1b,3)

AUTHOR

Eric Dubois 2002

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