Since the last gretl release I have added a fair amount of new functionality, notably: * seasonal ARMA * many new features for VAR analysis * extension of the Johansen cointegration test to cover the now-standard "five cases", and with the option of including centered seasonal dummy variables It's now time to pause and document the new stuff before it gets out of hand. Some of the new features are pretty much self-explanatory, and it's just a matter of updating the manual for reference. The case where I'm looking for some help is the Johansen test. I'd like for the gretl manual to give a good explanation of the significance of the 5 cases: when we use one case or another, what are the implications for the analysis? What are we assuming? Most of the accounts that I found of this matter are either vague or very highly technical. Ideally, for gretl we want an explanation that is comprehensible by an intelligent undergraduate, with a knowledge of macroeconomics and some experience in econometrics but not necessarily a firm grasp of matrix algebra. Also ideally, this account should include some macroeconomic examples (e.g., if you're investigating purchasing-power parity then case X is probably what you want, because...; if it's the consumption-income relationship then case Y is likely to be relevant because...). In other words, I'm looking for an account of the various statistical options that runs in terms of their theoretical suitability, given the nature of the long-run macroeconomic equilibrium relationship on which the cointegration analysis is supposed to shed light. Any help on this would be much appreciated. Allin Cottrell.