cointegration matrix

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memnalex
Posts: 5
Joined: Thu Mar 22, 2012 8:11 am

cointegration matrix

Postby memnalex » Wed Apr 18, 2012 4:06 am

Hi everyone,

I am running a vecm following johansen's method.
I have a problem when I have more than 1 cointegration equation : the output of Eviews gives me the normalized cointegration matrix with a coefficient of 0 for the second variable of the first cointegration equation.
where could I find the cointegration matrix but not normalized ?

thank you very much

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