% ----- Example 5.6 Using the adf() and cadf() functions
dates = cal(1982,1,12);
load test.dat;
y = test(:,1:2); % use only two series
vnames = strvcat('illinois','indiana');
% test Illinois for I(1) status
nlags = 6;
for i=1:nlags;
res = adf(y(:,1),0,i);
prt(res,vnames(1,:));
end;
% test Indiana for I(1) status
nlags = 6;
for i=1:nlags;
res = adf(y(:,2),0,i);
prt(res,vnames(2,:));
end;
% test if Illinois and Indiana are co-integrated
for i=1:nlags;
res = cadf(y(:,1),y(:,2),0,i);
prt(res,vnames);
end;

% ----- 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);
prt(res,vnames(1,:));
end;
% test Indiana for I(1) status
nlags = 3;
for i=1:nlags;
res = adf(y(:,2),0,i);
prt(res,vnames(2,:));
end;
% test if Illinois and Indiana are co-integrated
for i=1:nlags;
res = cadf(y(:,1),y(:,2),0,i);
prt(res,vnames);
end;