calculate eigen values of a johansen procdure
[flag,lambda,dt,lr1,lr2,pi,s00]=johansen_eigen(dx,exo_st,exo_lt)
* dx = a a (nobs x ny) vector of differentiated endogenous variables
* exo_st = a (nobs x (ny*k+nexo_st) vector of exogenous variables in the short term dynamic ( = the lagged differentiated endogenous variables + the exogenous variables outside the cointegration vectors)
* exo_lt = a (nobs x (ny+nexo_lt) vector of lagged endogenous variables (in level) and exogenous variables incorporated to the cointegration vectors
* flag = a flag ('Ok'/'not OK') indicating whether the problem is well specified
* lambda = a (ny x 1) vector of eigenvalues of the reduced rank regression
* dt = a (nobs x ny) matrix, each column being a cointegration vector
* lr1 = a (ny x 1) vector of trace tests statistics
* lr2 = a (ny x 1) vector of lambda max
* pi = a ((ny+nexo_lt) x ny) matrix of combined effects of the variables in the cointegration relations on the differentiated endogenous variables
* s00 = a (ny x ny) matrix, equal to the variance of the residuals of the regression of dx on exo_st