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- Mon Jul 04, 2016 9:56 am
- Forum: Estimation
- Topic: VECM forecasting errors in Version 9.5
- Replies: 0
- Views: 2236
VECM forecasting errors in Version 9.5
I am just wondering if the built-in forecasting function for VECM is wrong. I noticed that the forecasts produced from the forecast function or (button) will not produce the summary statistics for the individual equation. Can someone confirm that the function is correct? You can't produce the same s...