ARDL Cointegrating And Long Run Form

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hhss28
Posts: 1
Joined: Sun Oct 04, 2015 7:31 am

ARDL Cointegrating And Long Run Form

Postby hhss28 » Sun Oct 04, 2015 8:14 am

Hi,
I am new to this forum, I am using eviews 9.
I would like to ask you how to read the result of short run among variables in ARDL? Does it show in table "Cointegrating And Long Run Form" or other table?
Thanks
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Is that short run in ARDL?
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Enex
Posts: 2
Joined: Sun Oct 04, 2015 2:54 pm

Re: ARDL Cointegrating And Long Run Form

Postby Enex » Sun Oct 04, 2015 4:40 pm

Indeed, cointegration form is the same as short run equation ( at least in ARDL context). The important in the results of the cointegration form is the significance and magnitude of the Error Correction Term (CointEq). This should be significant, negative and no less than -1 (between 0 and -1).


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