* This program determines the cointegrating relations and rank and can be used to * test restrictions on the cointegrating vectors. end xxx calendar 1870 allocate 122 open data d:\WINRATS\rpricenew.txt data(format=free,org=obs) / iron alm cpr lead zinc slvr petrl coal ngas cpi ppi source d:\cats\catsmain.src smpl 1953:1 1985:1 set liron = log(100*iron/cpi) set lalm = log(100*alm/cpi) set lcpr = log(100*cpr/cpi) set llead = log(100*lead/cpi) set lzinc = log(100*zinc/cpi) set lslvr = log(100*slvr/cpi) set lpetrl = log(100*petrl/cpi) set lcoal = log(100*coal/cpi) set lngas = log(100*ngas/cpi) table @cats(lags=2, dettrend=drift, tables) / # lcpr lzinc lslvr lpetrl lcoal lngas