ARDL estimation and ECM form

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Ilaria
Posts: 4
Joined: Sat Jun 20, 2020 11:02 am

ARDL estimation and ECM form

Postby Ilaria » Sun Jun 21, 2020 5:22 am

Hello everybody,

I am currently using Eviews 11 and I am experiencing a strange problem in estimating the Error Correction Form of my ARDL model.
In the final output of the ECM some of the variables are not showed and I tough it could be due to a significance issue. Could you please clarify me this point? Does Eviews have some significance settings for the output of the estimations?

I thank you in advance for any help and suggestions you can give me.

EViews Gareth
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Re: ARDL estimation and ECM form

Postby EViews Gareth » Sun Jun 21, 2020 6:59 am

It does not

Ilaria
Posts: 4
Joined: Sat Jun 20, 2020 11:02 am

Re: ARDL estimation and ECM form

Postby Ilaria » Sun Jun 21, 2020 7:09 am

OK. So if it is not a setting why this happens? Is it a bug?

EViews Gareth
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Re: ARDL estimation and ECM form

Postby EViews Gareth » Sun Jun 21, 2020 7:12 am

Hard to say without more details

Ilaria
Posts: 4
Joined: Sat Jun 20, 2020 11:02 am

Re: ARDL estimation and ECM form

Postby Ilaria » Sun Jun 21, 2020 7:26 am

I attached both the ARDL model and the Error correction form Eviews shows me.
Attachments
Schermata 2020-06-21 alle 16.26.36.png
Schermata 2020-06-21 alle 16.26.36.png (31.23 KiB) Viewed 8872 times
Schermata 2020-06-21 alle 16.26.01.png
Schermata 2020-06-21 alle 16.26.01.png (29.66 KiB) Viewed 8872 times

EViews Gareth
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Posts: 13608
Joined: Tue Sep 16, 2008 5:38 pm

Re: ARDL estimation and ECM form

Postby EViews Gareth » Sun Jun 21, 2020 1:22 pm

Which variables do you believe are missing?

Ilaria
Posts: 4
Joined: Sat Jun 20, 2020 11:02 am

Re: ARDL estimation and ECM form

Postby Ilaria » Mon Jun 22, 2020 12:59 am

In the ECM, HICP and GDP are missing

EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: ARDL estimation and ECM form

Postby EViews Gareth » Mon Jun 22, 2020 10:39 am

They are not dynamic (zero lags were selected)


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