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HI ! Anyone suggest me

Posted: Thu Dec 20, 2018 9:46 pm
by tejdevkota
Hi ! everybody!
could anyone help me please? I am completely new in eviews.
I conducted ARDL bound test and got confirmed that there is cointegration. the value of calculated F test statistics is higher than the pro. value. Am I right?( its done in eviews 10) after that checked error correction form where I got the result as copied here. I have conducted this with dep. variable rgdpr and indep . variables ms2r, mcr, tor ndx and ncl . the time series data for 24 yrs. the ecm result is as .

ECM Regression
Case 2: Restricted Constant and No Trend

Variable Coefficient Std. Error t-Statistic Prob.

D(LNTOR) -0.192141 0.090229 -2.129484 0.0621
D(LNTOR(-1)) 0.733329 0.124959 5.868556 0.0002
D(LNNDX) 0.916016 0.175514 5.219051 0.0005
D(LNNDX(-1)) 2.352864 0.191734 12.27149 0.0000
D(LNNLC) 11.48273 0.680427 16.87576 0.0000
D(LNNLC(-1)) 8.741721 1.073612 8.142349 0.0000
CointEq(-1)* -1.890049 0.101288 -18.66021 0.0000

R-squared 0.982988 Mean dependent var 0.034643
Adjusted R-squared 0.976183 S.D. dependent var 1.460566
S.E. of regression 0.225407 Akaike info criterion 0.111554
Sum squared resid 0.762126 Schwarz criterion 0.458704
Log likelihood 5.772901 Hannan-Quinn criter. 0.193333
Durbin-Watson stat 2.432171

why are my other variables missing in the above result? anyone please suggest me.

Re: HI ! Anyone suggest me

Posted: Fri Dec 28, 2018 11:05 am
by EViews Mirza
Because the variables which are missing from the ECM regression were most likely estimated as having 0 lag. In this case, they would be captured by the CointEq(-1) term entirely and would not have transitory effects (differences) as the other variables do.

Re: HI ! Anyone suggest me

Posted: Sat Mar 02, 2019 10:20 am
by Antonella
I have an ARDL model with all variables lagged by one. Then, when I go to the Error correction form, it will only show the variables but not their lag. Do you know why the lagged variables are missing from the ECM Regression in Eviews 10, please? thanks a lot