Hi Talal, i am new to the ECM as well, can i ask 2 questions, please.
2- After testing the number of cointegrating relation using "vecrank"
the results shows that I have multiple cointegrating vectors (2).
-- do the -vecrank- and -johans- have the same function in determing the rank of cointgeration?
3. the number of lags decided using VAR and lag length criteria before doing the cointegration test for my VECM model (Lag no.=3)
-- do the -dfuller- and -varlag- have the same function in determing the lag length?