This is my first post to this list… Thanks for reading.

I am interested in doing repeated simulations with the either the coint2 or vecm command to create a distribution of, say, the beta cointegrating vectors in order to compare them to a theoretical value. In order to do this several thousand times I obviously need a way to access the values that coint2 or vecm outputs and save them into a matrix or series, but I can’t seem to find any $accessors to pull this information out. $uhat following coint2 produces a matrix of residuals, but that’s not quite what I’m after. I’d really like the beta, alpha, renormalized beta, renormalized alpha, and the long-run matrix.

Any help would be greatly appreciated.