VECM and VAR

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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adf
Posts: 4
Joined: Mon Oct 19, 2009 9:32 pm

VECM and VAR

Postby adf » Tue Oct 27, 2009 4:29 pm

Hi,

I have a 10 variable VAR. 6 of the variables are I(1), 4 are I(0).

The Johansen cointegration test of the 6 I(1) variables results in a number of cointegration equations.

Can EViews automatically estimate the full VAR including the error corrections or do I have to specify it manually?
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