As mentioned in some previous messages, I've been doing a lot on VECMs lately, building on what Jack and I figured out early in the summer. I've now documented the current state of affairs reasonably fully. Comments welcome. US letter paper: http://www.ecn.wfu.edu/~cottrell/gretl/vecmtest.pdf A4: http://www.ecn.wfu.edu/~cottrell/gretl/vecmtest_a4.pdf The current Windows build uses gtk 2.10. It won't work on Windows9X, but should run better on more recent Windows versions. Allin.