$1$ Clarifications

See the paper: Stochastic Trends and Economic Fluctuations By ROBERT G$.$ KING,

CHARLES I. PLOSSER, JAMES H$.$ STOCK, AND MARK W$.$ WATSON $(1991).$

First, prior to undertaking all the steps that I mention in the file miniproject, make some

$$beautiful$$ plots $($rawdata$).$ Specifically, using all the observations $1949-2018,$ I want in a graph

that contains multiple plots within a composite structure first to plot the logarithms of per capita

real consumption expenditures $($c$),$ per capita gross private domestic fixed investment $($i$),$ and

per capita $$private$$ gross national product $($y$)$ which is the gross national product without the

government purchases, the money supply $($m$),$ the implicit price deflator of the private GNP $($p$)$

and the three$-$month US treasury bill rate $($R$).$ In the next graph, I want to plot the corresponding

differences until these variables become stationary. I want these plots to be in academic style

don$$t just copy paste the code in the $($rawdata$).$ Finally, I want a grpah that contains all the

$$original$$ variables. After the plots, I want to replicate section $2\mathrm{.}1$ and $2\mathrm{.}2$ provided in the file

miniproject for the three$-$dimensional $($y$1)$ and for the six$-$dimensional data $($y$2).$ Specifically,

first I want to find the maximum number of leads and lags and order using the three methods

mentioned in the miniproject. Note that in the zip.file, I have essentially the codes for the state

space approach,however I want also to provide me the codes in order to replicate the procedures

for the other $2$ methods $($these are standard methods$).$ After this step, I want for the state

space approach and the VECM to do hypotheses test for the existence of deterministic trends,

components. I provide you at the zip file miniproject, all the matlab codes that are necessary

for the implementation. Please be aware that these codes are confidential.