Dear EViews User Community,
I am not sure whether my post is clear enough since I have not yet received any suggestions. Nevertheless, please let me know if I could help clarify this.
I have estimated VECM. Results for the short-run dynamics show that all four coefficients of lagged variable in first difference, for one of the explanatory variables, are NOT individually statistically significant. That is
D(X(-1)) Statistically INsignificant
D(X(-2)) Statistically INsignificant
D(X(-3)) Statistically INsignificant
D(X(-4)) Statistically INsignificant
I would like to perform F-test on these taken together. Could you please give me suggestions how to implement it in EViews?
Thank you very much for your help.
Tim
VECM: F-Test
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