y = vsetky; % monthly mining employment for % il,in,ky,mi,oh,pa,tn,wv 1982,1 to 1996,5 vnames = strvcat('dpfo','w', 'zam','vpm'); nlag = 2; % number of lags in var-model % estimate the model, letting ecm determine # of co-integrating vectors result = ecm(y,nlag); prt(result,vnames); % print results to the command window % estimate the model, using 4 co-integrating vectors result = ecm(y,nlag,4);