EViews 10 SV - ARDL Representation Cointegrating Equation

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

Posts: 1
Joined: Thu Sep 06, 2018 1:13 am

EViews 10 SV - ARDL Representation Cointegrating Equation

Postby anastasiia_d » Thu Sep 06, 2018 7:35 am

I generated ARDL model (1.1) with 2 dummy variables.
1/ Long Run Form and Bounds Test
1.jpg (65.87 KiB) Viewed 1682 times

2/Error correction form
2.jpg (23.58 KiB) Viewed 1682 times

3/ Representation
Cointegrating Equation:
D(VRP) = 2.322592517518 -0.224363760366*VRP(-1) + 0.052198313750*INV(-1) + 0.080168403368*D(INV) + 0.061151035593*(VRP - (0.23265038*INV(-1) + 10.35190582 ) + 0.082395400045*DUMMY_2010 )

I’m really sorry, but I can’t find in CoEq my first dummy. Why CointEq(-1) in CoEq has coefficient of my first dummy? Is it something wrong with CoEq? how should it look right? Or I understand everything wrong?

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 1 guest