Eviews 9 - ARDL ECM output

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

Posts: 7
Joined: Thu Dec 28, 2017 2:24 am

Eviews 9 - ARDL ECM output

Postby josephinejosephine » Tue Jan 09, 2018 1:21 am

I generated an ardl Model using Eviews 9. If I'm right, the attached picyture is the error correction representation of ARDL model (which is obtained by clicking the Long run and cointegrating form after it passed the bound test). The red arrow pointed to the dependent variables, why it is not first differenced, i.e. d(lncons) since this is an ECM?

In my analysis, I should write the short run equation as d(lncons)= ......., is that right?? but why is the output show no difference?
hkuhkih.png (32.07 KiB) Viewed 99 times

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11591
Joined: Tue Sep 16, 2008 5:38 pm

Re: Eviews 9 - ARDL ECM output

Postby EViews Gareth » Tue Jan 09, 2018 9:15 am

That output displays the dependent variable from the original regression, not the current ECM view. I think we changed this in 10 since it did lead to confusion.
Follow us on Twitter @IHSEViews

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 5 guests