ECM
Posted: Sun Jul 27, 2014 8:32 am
Hope everyone's weekend is going good.
I was wondering whether using an error correction model makes any sense when you have positively correlated error terms? All my variables are stationary so that is not an issue. Thanks!
I was wondering whether using an error correction model makes any sense when you have positively correlated error terms? All my variables are stationary so that is not an issue. Thanks!