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Does anyone know where I can find (in-depth) documentation on the PCFIML class in OX? I'm interested in the Cointegration tests/routines. Does it estimate VEC models (where we can fix the number of cointegrating vectors)? Is there some way of getting it to do so? The residuals from GetResiduals, are they for the VAR model or for a restricted form. The sample files that come with it are very limited. If anyone can point me to further documentation, I'd be very appreciative. Thanks.