Hi I want to do Johansen Cointegration Test with SHAZAM software. I download Johansen procedure, commands and an example from the SHAZAM web site. But, when I run program face this error: “...ERROR.. JOHANSEN IS INVALID VARIABLE FOR EXEC C:\SHAZAM 9 Pro\JOHANSEN” In fact, I don’t know how to do Johansen Cointegration Test with SHAZAM software. Please, any help on how to conduct that test will be highly appreciated. Best, Maryam Shokoohi