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by obicna
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 ...

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