options crt nodate;
?  Johansen and Juselius Finnish data
load;   ? load data from bottom of program
dummy;

smpl 58:2 84:3;
coint(joh,nounit,noeg,minlag=1,maxlag=1,seas,notrend,print) y1 y2 y3 y4;
show matrix;
print @tabjoh @civjoh;
nosupres AIC;  supres coef regout fbex;
var(nlag=2,nhoriz=0) y1-y4 | c q1-q3 ;
coint(joh,nounit,noeg,maxlag=2,seas,notrend,print) y1 y2 y3 y4;
coint(joh,nounit,noeg,maxlag=1,seas,notrend,print) y1 y2 y3 y4;
smpl 58:3 84:3;  ? check maxlag=0 against Lag=0 above
coint(joh,nounit,noeg,maxlag=0,seas,notrend,print) y1 y2 y3 y4;
end;

?  Finnish data for Johansen and Juselius results.

noprint;
freq q;
smpl 58:2 84:3;
load y1;     ? real money
         2.848664 2.828010 2.908186
2.934326 2.986127 3.006543 3.016235
2.954030 3.002750 3.041873 3.033884
3.058968 3.035220 3.087247 3.100822
3.058580 3.039497 3.075370 3.107436
3.137721 3.127759 3.128404 3.199932
3.068053 3.072799 3.084895 3.135006
3.099091 3.090548 3.078614 3.110883
3.024568 3.083357 3.041080 3.117137
3.026565 3.046901 2.993750 3.006729
2.991557 3.047116 3.073535 3.180678
3.135102 3.193558 3.196119 3.333479
3.411379 3.459963 3.451505 3.530157
3.297392 3.280233 3.307619 3.451498
3.437284 3.485342 3.500827 3.606705
3.508857 3.580815 3.494112 3.668480
3.495950 3.553317 3.536008 3.689291
3.646950 3.663690 3.565684 3.783132
3.641322 3.636200 3.580232 3.647325
3.629197 3.645420 3.585797 3.595339
3.599353 3.693067 3.663110 3.693763
3.661466 3.789403 3.752624 3.813215
3.725020 3.770843 3.713289 3.745108
3.722089 3.733176 3.732510 3.788271
3.705715 3.813328 3.821703 3.849595
3.803960 3.863014 3.852309 3.826078
3.782735 3.830368 3.825409;

load y2;       ? real income
         3.836539 3.902982 3.896880
3.847045 3.916454 3.986216 3.984211
3.956458 3.990079 4.048979 4.053306
4.066436 4.088541 4.146216 4.125302
4.108145 4.095878 4.157463 4.159411
4.100841 4.169761 4.199699 4.197109
4.178529 4.178418 4.192901 4.260383
4.222265 4.219907 4.276832 4.293151
4.199678 4.276213 4.299289 4.341603
4.293609 4.315433 4.322150 4.312939
4.305840 4.333206 4.380844 4.392300
4.420402 4.444100 4.489679 4.518776
4.490783 4.536882 4.561972 4.619116
4.510130 4.575117 4.569593 4.631627
4.602710 4.623280 4.643740 4.715684
4.689491 4.691851 4.703741 4.809920
4.745103 4.809414 4.751507 4.880777
4.762205 4.816440 4.757928 4.807621
4.695385 4.772790 4.766532 4.842663
4.695384 4.732926 4.729782 4.801802
4.698796 4.762504 4.739455 4.843240
4.771751 4.841930 4.816520 4.890468
4.785139 4.837455 4.867240 4.922232
4.799556 4.875043 4.868998 4.936803
4.802846 4.890625 4.891206 4.968430
4.834531 4.923077 4.935910 4.980688
4.866376 4.959666 4.952320;

load y3;     ? marginal interest rate
        .173113 .101202 .132080
.069992 .065319 .065319 .065319
.065319 .161268 .243495 .163309
.110109 .122483 .117338 .147644
.175297 .229126 .242397 .240355
.210909 .171261 .189132 .170671
.136714 .168645 .177979 .197210
.183321 .135405 .067659 .067659
.067659 .115380 .220019 .294459
.067659 .121864 .091850 .120889
.091667 .067659 .067659 .067659
.067659 .067659 .067659 .071948
.082317 .151347 .231112 .185400
.079273 .117961 .092853 .081580
.074644 .074644 .074644 .074644
.074644 .074644 .095583 .231112
.168476 .147816 .089932 .137760
.129887 .175465 .161949 .246235
.178565 .177979 .159394 .167462
.141326 .152464 .165514 .180570
.170755 .091485 .087095 .092853
.080566 .080381 .081119 .111899
.116093 .139066 .148334 .153150
.163309 .121775 .124428 .140370
.130941 .129360 .128217 .141065
.133919 .139762 .144533 .155122
.161268 .154436 .151691;

load y4;      ? inflation rate
        .014815 .000000 .000000
.000000 .000000 .014599 .014389
.014185 .000000 .013986 .000000
.000000 .000000 .000000 .027399
.000000 .026668 .000000 .013072
.012903 .012739 .012579 .012423
.059898 .022990 .011300 .000000
.011173 .021979 .000000 .010811
.010695 .010582 .020834 .010257
.010152 .010050 .009950 .029270
.037740 .018349 .000000 .009050
.000000 .008969 .000000 .000000
.017700 .000000 .008734 .008658
.025533 .024898 .024293 .007968
.007905 .031010 .015152 .014926
.029199 .035339 .054067 .025975
.043894 .036149 .057487 .016621
.058684 .035627 .044017 .028304
.045462 .013245 .038715 .020878
.040491 .035091 .026467 .011132
.014652 .018019 .014185 .007018
.027588 .020203 .016529 .019481
.034759 .042560 .026433 .025752
.030600 .032348 .018397 .012937
.032873 .024571 .007255 .021455
.019386 .037235 .012623 .027351
.004274 .019008 .014538;