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- Mon Feb 02, 2015 8:20 am
- Forum: Econometric Discussions
- Topic: VECM and Cointegration
- Replies: 0
- Views: 1518
VECM and Cointegration
Hi! I am pretty new to econometric research, and I am writing a thesis where I am trying to find SR and LR relationships in time series. I have weekly data for 15 years. I am estimating the VECM, and having troubles reading and understanding my results. Because I thought my data from VECM should be ...