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- Wed Oct 30, 2013 8:02 pm
- Forum: Econometric Discussions
- Topic: VECM model!
- Replies: 4
- Views: 9052
Re: VECM model!
hello, I would like to know what are the steps of VECM, and what is its indications, as there were tutorials in the You tube, where the steps like that: 1. test for data stationarity. 2. Cointegration of data after choosing the lag length criteria 3. Run VECM. 4. Make a system ordered by variables. ...