cointegration test

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

Ruchita
Posts: 1
Joined: Fri Jul 15, 2011 3:56 am

cointegration test

Postby Ruchita » Fri Jul 15, 2011 4:27 am

Hello

I did cointegration test on my variables and got the results as

Normalized cointegrating coefficients (standard error in parentheses)
SPEED SUB @TREND(2)
1.000000 0.000914 -0.023365
(0.00063) (0.00193)

It means that speed = a - .000914 Sub +.023365 trend.
I am not able to differentiate between "Normalized cointegrating coefficients" and "standardized coefficients (which we get while doing regression)" ?
because when i perform regression i am not getting the same values of coefficents which i got in cointegration test.

Please help and guide me for this query

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 2 guests