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    -------- 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()