Thread Subject: Cointegration: How to estimate/obtain the estimate of the constant term

Dear All,

I want to run some cointegration tests on two variables and obtain the coefficients of the cointegrating vector. I tried the code from spatial econometrics (http://www.spatial-econometrics.com/coint/johansen.m) however, I can't find the estimate for the constant term (the evec seems to have only the one coefficient parameter of the cointegrating vector, but not the constant term).

Please note that I included a constant term in the cointegrating equation, that is, I used the following function: [results] = johansen(x,1,2)


Any suggestions or comments will be greatly appreciated,

Thank you very much for your help!