-------- Co-integration testing functions -------- 

 
acf         : Estimate the coefficients of the autocorrelation 
adf         : carry out DF tests on a time-series vector
adf_d       : demonstrate the use of adf()
c_sja       : find critical values for Johansen maximum eigenvalue statistic
c_sjt       : find critical values for Johansen trace statistic
cadf        : compute augmented Dickey-Fuller statistic for residuals
cadf_d      : demonstrate the use of cadf()
crthegy     : return critical values for the hegy statistics 
detrend     : detrend a matrix y of time-series using regression
hegy        : performs the Hylleberg, Engle, Granger and Yoo(1990)
hegy_d      : demo program for hegy
johansen    : perform Johansen cointegration tests
johansen_d  : demonstrate the use of johansen()
phillips    : compute Phillips-Perron test of the unit-root hypothesis
phillips_d  : demonstrate the use of phillips()
prt_coint   : Prints output from co-integration tests
ptrend      : produce an explanatory variables matrix
rztcrit     : return critical values for the Zt statistic used in cadf()
ztcrit      : return critical values for the Zt statistic used in adf()