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- Tue May 05, 2009 3:49 am
- Forum: Estimation
- Topic: understanding model equation output of VEC model
- Replies: 1
- Views: 8945
understanding model equation output of VEC model
Hi all, I am trying to use VEC model on 2 time series. But I am not able to interpret the vec model equations. What does d() stand for here. The equation looks like as follows: d(A) = 0.1123522698*( B(-1) - 0.09145065747*A(-1) + 272.7504444 ) - 0.5778918819*B(-1)) + 0.8630636894*B(-2)) + 0.011056139...