Going on when I comment out the % and run again I get this error message when the code calles for johansen by this line
line:
from johansen import coint_johansen
error:
ModuleNotFoundError: No module named 'johansen'
and I cannot find any directory/file named johansen on my computer.
johansen.py file is available in the "Python Codes and Data" unit of Section 10 "Summary". To import and run the johansen module, the path of both johansen.py file and your code file should be the same.