RT
Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):
DLCSP RESID01
-55.55464944375124 139.397869356768
214.8986885176512 21.71958093509258
Unrestricted Adjustment Coefficients (alpha):
D(DLCSP) 0.001048358234486677 -0.004868780706806196
D(RESID01) -0.009493655947580495 -0.002085124988456183
1 Cointegrating Equation(s): Log likelihood 814.9861905978001
Normalized cointegrating coefficients (standard error in parentheses)
DLCSP RESID01
1 -2.509202573547109
0.2914746393493064
Adjustment coefficients (standard error in parentheses)
D(DLCSP) -0.05824117420837725
0.04736199502380805
D(RESID01) 0.5274167281074183
0.06405787851538734