Dear all! To reproduce,
open denmark.gdt series un = randgen(u,0,1) coint2 2 LRM LRY IBO IDE ;null; un --seasonals
--rc
works OK.
When I try do to this via GUI with LRM LRY IBO IDE in "Variables to test"; un R
in "Exogenous variables" lag order 2; checked "Include seasonal
dummies"; and "Restricted constant" I get "Syntax error"
Looks as if the GUI calls
coint2 2 LRM LRY IBO IDE ;; un --seasonals --rc
I use 1.10 on debian (outdated by a month or so)