thanks for the reply.
yes, i am having difficulty in understanding the EViews' loops, how to iterate through your specific data, and how to create the VECs inside the loop.
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hello sir, I need to make the programming of the algorithm of VECM model in EViews. I have a 242 data series of core inflation and one series in headline inflation data. all the core inflation data is non-stationary and become stationary at first difference. similarly the headline inflation. I need ...