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st: cointegration, johans command


From   Combes Stephanie <Stephanie.Combes@ensae.fr>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: cointegration, johans command
Date   Wed, 21 Jul 2010 20:43:44 +0200

Hello,

I'm trying to use the command johans for cointegration but I fail to
understand how to get the estimated cointegrated relations (it is apparently
not given as a non optional output, but I can't find which option would supply
them). I tried to get them next through the vececm command but I couldn't
either.
If someone uses regularly the command, I would be very grateful for your
help. Would you give any piece of advice for the choice of lags?

Bonus question : if cointegration rank is above 2, do I have to check that
both elasticities to long-run equations are negative in my estimated models?
I must confess that I have a hard time interpretating when there is more
than one cointegrated equation.

Thank you by advance for your time and help.
With regards,

Stephanie
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