Search found 1 match
- Fri Aug 22, 2014 2:47 pm
- Forum: Econometric Discussions
- Topic: Time trend in VECM trouble
- Replies: 1
- Views: 2814
Time trend in VECM trouble
Hello, I am just trying to run a time trend in a VECM. I have included a time trend in the form 1,2,3,4,5 etc. up to my total number of observation, but I have got the reply near singular matrix. then I tried 0+1, 0+2, 0+3 ect. again up to my total obs, however the reply I get is alpha series in spe...