File list (Check if you may need any files):
coint
.....\acf.m
.....\adf.m
.....\adf_d.m
.....\c_sja.m
.....\c_sjt.m
.....\cadf.m
.....\cadf_d.m
.....\contents.html
.....\contents.m
.....\crthegy.m
.....\detrend.m
.....\FinalConsumption.wk1
.....\hegy.m
.....\hegy.zip
.....\hegy_d.m
.....\johansen.m
.....\johansen.mbak
.....\johansen_d.m
.....\make_html.m
.....\phillips.m
.....\phillips_d.m
.....\prt_coint.m
.....\ptrend.m
.....\rztcrit.m
.....\shenqiuadf.m
.....\test.dat
.....\ztcrit.m
data
....\agriculture.dat
....\agriculture.txt
....\anselin.dat
....\anselin.data
....\anselin.ford
....\anselin.txt
....\boston.dat
....\boston.data
....\boston.m
....\boston.txt
....\boston.xy
....\contents.html
....\countyg.dat
....\countyg.txt
....\crime.dat
....\crime.txt
....\elect.dat
....\elect.data
....\elect.ford
....\elect.m
....\elect.txt
....\election.dat
....\election.txt
....\ford.dat
....\garchd.data
....\growthley.dat
....\growthley.txt
....\grun.dat
....\grun.txt
....\hamd.dat
....\house.dat
....\house.txt
....\htoledo.dat
....\htoledo.txt
....\love.dat
....\love.txt
....\nelsonp.dat
....\nelsonp.txt
....\ohioschool.dat
....\ohioschool.txt
....\school.dat
....\school.txt
....\schools.dat
....\schools.txt
....\spector.dat
....\spector.txt
....\test.dat
....\tvpgrch.dat
....\tvpmoney.dat
....\UScbcontig.txt
....\UScbcontig_info.txt
....\UScbcontig_info.txt.bak
....\UScounty_border_contig.m
....\wmat.dat
....\wmat.txt
....\xdata.asc
....\ydata.asc
diagn
.....\arch.m
.....\arch_d.m
.....\bauer.dat
.....\bkw.m
.....\bkw_d.m
.....\bpagan.m
.....\bpagan_d.m
.....\contents.html
.....\contents.m
.....\cusums.m
.....\cusums_d.m
.....\dfbeta.m
.....\dfbeta_d.m