I generated ARDL model (1.1) with 2 dummy variables.
1/ Long Run Form and Bounds Test
2/Error correction form
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?
For econometric discussions not necessarily related to EViews.
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