I am running a simulation in which I generate 100 copies of 3 time series. I want to write a script that will run cointegration tests on them and store all the p-values. I can easily do this for the Engel-Granger test for cointegration using $pvalue, for example the contents of the for loop look something like coint 4 v1 v2 v3 --ct genr pval=$pvalue I would like to do much the same thing, but with the Johansen test, storing the p-values from the Lmax (or trace) test (so there would be 3 p-values for each simulation). Running the test is easy with coint2 4 v1 v2 v3 but is there any way that I can get the p-values for the Lmax test out of this automatically? Running $pvalue just outputs the p-value from whatever the last test run before this was. Is this possible?