Vector Error Correction Model
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Vector Error Correction Model
Does anyone know why I can't run a VEC forecast after I have made the model? (Even when a VAR works for the data?). The VEC has created new "difference" variables. Do I have to then go back and enter them as Exogenous variables?
Re: Vector Error Correction Model
Inside the estimated equation, click on "proc" and "make model". It's the beggining. There are several options to choose after to forecast.
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