Hi everybody, I want to do Monte-Carlo simulations with the Johansen cointegration test. However, as far as I can see the $value and $test are not assigned new values when this test is carried out.
My question is if there is any way I can can get hold of the test output (as variables) from the Johansen test? I can't find anything on this issue in the Gretl-documentation. Thank you in advance Torben Schmith -- ***************************************************************** Torben Schmith Senior scientist Center for Ocean and Ice Danish Meteorological Institute Lyngbyvej 100 DK-2100 Copenhagen Ø DENMARK Phone direct : +45 39 15 74 44 Phone switch : +45 39 15 75 00 Fax : +45 39 15 73 00 E-mail : ts(a)dmi.dk Homepage : http://ocean.dmi.dk/staff/ts/ts.html *****************************************************************