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SAS Guide Wrote:

The following statements fit a VECM(2) form to the simulated data. From the result in Figure 4.12, the time series are cointegrated with rank=1. You specify the ECM= option with the RANK=1. For normalizing the value of the cointegrated vector, you specify the normalized variable with the NORMALIZE= option. The VARMAX procedure output is shown in Figure 4.13 and Figure 4.14.

 proc varmax data=simul2; model y1 y2 / p=2 noint print=(iarr) ecm=(rank=1 normalize=y1); run;