% ----- Example 5.6 Using the adf() and cadf() functions
dates = cal(1982,1,12);
%load vsetky;
y = vsetky; % use only two series
vnames = strvcat('dpfo','w');
% test dpfo for I(1) status
nlags = 3;
for i=1:nlags;
res = adf(y(:,1),0,i);
prt(res,vnames(1,:));
end;
% test w for I(1) status
nlags = 3;
for i=1:nlags;
res = adf(y(:,2),0,i);
prt(res,vnames(2,:));
end;
% test if dpfo and w are co-integrated
for i=1:nlags;
res = cadf(y(:,1),y(:,2),0,i);
prt(res,vnames);
end;