Search found 2 matches
- Thu Jun 04, 2009 5:07 am
- Forum: Econometric Discussions
- Topic: Help with interpreting VEC results
- Replies: 3
- Views: 9955
Help with interpreting VEC results
Hi all, I just ran a VEC with 2 endogenous and 5 exogenous variables. Now I wonder how I should interpret the numbers for my exogenous variables (not the standard error or t-statistics)? What does the minus sign stand for? How big should the number be to be considered significant? Below are the resu...
- Thu May 28, 2009 10:16 am
- Forum: Econometric Discussions
- Topic: Help with VAR
- Replies: 0
- Views: 2416
Help with VAR
Hi, I want to run a VAR with seven different time series using EViews. Now I wonder: a. When I test for unit roots, shall I test every time serie by itself or as a group? What shall I look for in the results? b. How do I deside number of laggs and where shall I use this information later? c. What sh...