VEC and cointegration

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flaviotm
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Joined: Wed May 27, 2015 7:13 am

VEC and cointegration

Postby flaviotm » Wed May 27, 2015 7:18 am

Hello everyone,

I have a quick doubt about understanding the VEC output. I'm currently using eviews 7.

When I have multiple cointegrations in a VEC model, where can I see the original coefficients of the output equation?

Here is an example: I have 4 cointegrations. So, it only shows me the coefficient of one variable. The other ones appear as 0 or 1. The picture of the output is on the attachment.

Thanks a lot.
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Vec output.pptx
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