cointegration equation

[Bob]

Hello
Is it possible to retrieve the coefficients of the cointegration equation from an ARDL model in a format such as C(1)...?
Thank you

[EViews Gareth]

Check the datamembers for an equation object - there's a bunch of ARDL ones.

[Bob]

Thank you for your help, but I'm still having trouble finding what I need. After estimating an ARDL model in EViews, the equation becomes accessible as an object within the workspace. By clicking on this object, then selecting "Views" and "Representation", one can see the details of the equation. For instance, from the output shown, it's clear that the coefficient 0.499276029491 is referred to by C(1). However, I'm unable to locate where the coefficients of the cointegration equation, such as 0.086686, are stored or how to explicitly extract them in EViews. Could you please specify where these coefficients are stored or how to extract them explicitly?

Estimation Command:
=========================
ARDL(DEPLAGS=12, REGLAGS=12, DETERM=NONE, TREND=NONE) LA_MEN_EXC_D11 TOT_MEN_EXC_D11 TLA_T3M_P TLA_TPEL_P TLA_CAC_P

Estimation Equation:
=========================
LA_MEN_EXC_D11 = C(1)*LA_MEN_EXC_D11(-1) + C(2)*LA_MEN_EXC_D11(-2) + C(3)*LA_MEN_EXC_D11(-3) + C(4)*LA_MEN_EXC_D11(-4) + C(5)*TOT_MEN_EXC_D11 + C(6)*TOT_MEN_EXC_D11(-1) + C(7)*TOT_MEN_EXC_D11(-2) + C(8)*TLA_T3M_P + C(9)*TLA_T3M_P(-1) + C(10)*TLA_T3M_P(-2) + C(11)*TLA_T3M_P(-3) + C(12)*TLA_T3M_P(-4) + C(13)*TLA_T3M_P(-5) + C(14)*TLA_T3M_P(-6) + C(15)*TLA_TPEL_P + C(16)*TLA_CAC_P + C(17)*TLA_CAC_P(-1)

Substituted Coefficients:
=========================
LA_MEN_EXC_D11 = 0.499276029491*LA_MEN_EXC_D11(-1) + 0.116202831049*LA_MEN_EXC_D11(-2) + 0.269052146691*LA_MEN_EXC_D11(-3) - 0.144414853065*LA_MEN_EXC_D11(-4) + 0.149554108158*TOT_MEN_EXC_D11 - 0.0416876882489*TOT_MEN_EXC_D11(-1) - 0.0853381933724*TOT_MEN_EXC_D11(-2) + 1.27205016137*TLA_T3M_P - 1.43860176906*TLA_T3M_P(-1) + 0.0399558335098*TLA_T3M_P(-2) - 0.0304975699295*TLA_T3M_P(-3) - 0.679181027473*TLA_T3M_P(-4) + 2.54530755511*TLA_T3M_P(-5) - 1.30728325738*TLA_T3M_P(-6) + 0.619991755704*TLA_TPEL_P + 0.0105920225176*TLA_CAC_P + 0.0200047097317*TLA_CAC_P(-1)

Cointegrating Equation:
EC = LA_MEN_EXC_D11(-1) - (0.086686*TOT_MEN_EXC_D11(-1) + 1.545883*TLA_T3M_P(-1) + 2.385649*TLA_TPEL_P + 0.117732*TLA_CAC_P(-1))

[EViews Gareth]

Code: Select all

https://eviews.com/help/helpintro.html#page/content%2Fequationcmd-Equation.html#ww178713

[Bob]

Thank you

[Bob]

Being able to obtain the standard errors (SE) would be valuable for constructing a confidence interval for the long-term equation.