Eigenvalue and Trace Tests - VEC

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

jmagomez
Posts: 68
Joined: Wed Aug 08, 2012 10:24 am

Eigenvalue and Trace Tests - VEC

Postby jmagomez » Thu Jan 10, 2019 11:31 am

Dear Colleagues,

Two questions:

1) What is the meaning of the Error Correction Term?

2) What is the validity of the Error Correction Term, when Eigenvalue and Trace Tests indicate there is no cointegration relation at a VEC?

Best Regards, José.

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 23 guests