prints Johansen cointegration results
prtjohan(res,out)
* res = a tlist provided by function johansen
* out = the file where the results are printed (optional; default: %io(2), i.e the screen)
* nothing, just print the results
bounds() load(GROCERDIR+'\data\juselius.dat') 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') prtjohan(rj1,%io(2)) | ![]() | ![]() |