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- Tue Dec 04, 2018 12:49 pm
- Forum: Programming
- Topic: Adjusting short run equation in VECM
- Replies: 1
- Views: 3399
Adjusting short run equation in VECM
Hi all, EViews noob here. I have a 4 variable VECM. All of my variables are entered as logs. However, for the short run equations, they are automatically differenced as (Xt - Xt-1). I want to difference them as (Xt - Xt-4), as I have quarterly data and wish to compute year over year change. I am awa...