Allin Cottrell schrieb: Yes thanks, it does. I started to write a function to test the variables in the VECM for weak exogeneity, as I "promised" a while ago. Basically what's in Johansen's book on p. 124-128 or so. It's really just porting an algorithm I have already in Numerical Python, so it's actually not too much work. That's why I asked for $s00 etc. The problem is, I've just been reminded by my code that apart from $sxx one also needs the R0 and R1 residuals after "concentrating" the system. Now I'm not sure whether I really should ask you to expose those as retrievable variables as well, I have the feeling this is getting a bit out of hand. OTOH, I would really like to avoid to recode the lagging, differencing, and concentrating of the system/variables, because I'm so glad I have that set up in my python code once and for all; it really isn't fun. Any ideas how to solve this dilemma? Thanks, Sven