cointegration analysis

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reebhot
Posts: 1
Joined: Fri Jan 10, 2014 3:03 pm

cointegration analysis

Postby reebhot » Fri Jan 10, 2014 3:16 pm

Cointegrating Eq.docx
ı dont know which figure belongs to which equation on the output
(20.66 KiB) Downloaded 475 times


hi guys,

I have estimated an cointegration model. but i am not sure how can i write error correction model and normalized parameter values of two cointegrate vector. btw there are two cointegrate vectors according to results of trace statistics. Help please !!!

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