I can't replicate this problem. Could you give me an example I could
try running? Thanks.

(I'll try to get to the accompanying feature request before long.)

Allin

On Thu, Jun 11, 2015 at 3:40 PM, Koray Simsek <korays@gmail.com> wrote:
> Dear Allin,
>
> Thanks for quickly acting on this, but when I installed the current
> snapshot, I noticed that the coint Steps 1,2, and 4 completely disappeared.
> Here's what my output looks like when I run coint with --verbose:
>
> Step 1: testing for a unit root in X1
> Step 2: testing for a unit root in X2
> Step 3: cointegrating regression
>
> Cointegrating regression -
> OLS, using observations 2012-12-14:2013-12-13 (T = 250)
> Dependent variable: X1
>
>              coefficient   std. error   t-ratio    p-value
>   ---------------------------------------------------------
>   const       0.331381     0.119003      2.785    0.0058    ***
>   X2       0.932445     0.0138352    67.40     1.83e-161 ***
>
> Mean dependent var   8.297023   S.D. dependent var   0.962697
> Sum squared resid    11.94726   S.E. of regression   0.219487
> R-squared            0.948229   Adjusted R-squared   0.948020
> Log-likelihood       25.38522   Akaike criterion    −46.77044
> Schwarz criterion   −39.72752   Hannan-Quinn        −43.93587
> rho                  0.912250   Durbin-Watson        0.174442
>
> Step 4: testing for a unit root in uhat
>
> There is evidence for a cointegrating relationship if:
> (a) The unit-root hypothesis is not rejected for the individual variables,
> and
> (b) the unit-root hypothesis is rejected for the residuals (uhat) from the
>     cointegrating regression.

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