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hi i want to estimate a var-vecm model yt = c + A1yt−1 + A2yt−2 + … + Anyt−n + ut where yt is an m×1 vector of endogenous variables, Ai m×m coefficient matrices, ut an m×1 vector of stochastic disturbances, assumed to be white noise processes. m=4. Δyt = ΣΠiΔyt−1 + Πyt−n + ut = ΣΠiΔyt−1 + αβ′yt−n + ...