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- Sat Jun 26, 2010 10:24 am
- Forum: Estimation
- Topic: t-statistic in VEC
- Replies: 0
- Views: 1561
t-statistic in VEC
Hi, I have eviews 6. I am estimating a vec model of inflation, i did the johansen test which gave me the long run equation, and then i did vec and it gave me estimations, with t-statistic in parentheses, but i don't know what numers do i compare it with? e.g. t-statistics is -2.5 under the variable ...
