var vecm

[ziba_elina]

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 + utð2Þ
where
Πi = − Ι−ΣAj

Πi = − Ι−ΣAi

and I is an m×m identity matrix.
I want to examine the relationship
among industrial production, consumer price index, stock market
index and oil prices,
please help me ,how can I write this model to eviews.
I dont know what should I do.
I need help
ziba_elina@yahoo.com
thancks a lot