https://community.wolfram.com/t/how-to-run-johansen-test-in-mathematica/341
How to run Johansen test in Mathematica - Questions - WOLFRAM COMMUNITY
Aug 6, 2013 - Hi, Does anyone have any idea on wether it’s possible to run the Johansen Cointegration tests in Mathematica? If not, is the code available somewhere? Xave
how tojohansen testrunmathematicaquestions