Hey there,
eventhough I'm working with a VECM i have the same problem. My sample is from Q1 2003 till Q1 2016, but in the CUSUM-tests it only shows a sample form Q3 2009 till Q1 2016... Thanks for any help in advance!
Search found 1 match
- Mon Oct 24, 2016 11:43 am
- Forum: Estimation
- Topic: ARDL: Stability diagnostics - CUSUM and CUSUM square tests
- Replies: 5
- Views: 64022