A friend of mine could already help me, it's of course the second interpretation.
nevertheless, thanks much
Search found 2 matches
- Wed Aug 19, 2009 7:07 am
- Forum: Econometric Discussions
- Topic: Sign of Beta Coefficients
- Replies: 1
- Views: 3218
- Tue Aug 18, 2009 3:52 am
- Forum: Econometric Discussions
- Topic: Sign of Beta Coefficients
- Replies: 1
- Views: 3218
Sign of Beta Coefficients
Hi together I have the following question: If Eviews gives estimated output for my cointegration coefficients like below. How are the Coefficients to be interpreted: Is then my equation for Cointeq1: LIB3M(-1) = 3.482 CPIYOY(-1) + 32.129 log(PIMI(-1)) -19 or is it: LIB3M(-1) = -3.482 CPIYOY(-1) - 32...