How do we estimate the error correction model from the output of the EndersSiklos procedure (as shown in Enders W., Siklos P. L.,(2001) "Cointegration and threshold adjustment", Journal of Business & Economic Statistics, 19(2), 166-176). Compare to enders and granger proc, we can retrieve z_plus and z_minus but in enderssiklos proc, retrieving the xsplit(1) and xsplit(2) does not work. I really hope you can assist me on this matter. Your assistance is highly appreciated. Thank you.