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- Mon Jan 26, 2015 2:28 am
- Forum: Econometric Discussions
- Topic: interpretation of the VEC result...
- Replies: 0
- Views: 2003
interpretation of the VEC result...
How to explain the VEC result submitted below? Vector Error Correction Estimates Date: 01/26/15 Time: 15:04 Sample (adjusted): 1985 2011 Included observations: 27 after adjustments Standard errors in ( ) & t-statistics in [ ] Cointegrating Eq: CointEq1 LHDI(-1) 1.000000 LRMT(-1) 0.104775 (0.0475...