Results of VECM please take a look

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pkpio24
Posts: 12
Joined: Mon Apr 06, 2015 7:03 am

Results of VECM please take a look

Postby pkpio24 » Fri Apr 17, 2015 5:38 am

Hi,

I have done the cointegration and VECM on Oil and Gas. Please take a look at the graphs attached.

The data have been made to 1st difference and then checked for cointegration and applied in the VECM model. In my opinion the gas graph looks good and "reverts" around a mean, but the Oil graph looks kind of strange if there is cointegration.

What seems to be the problem?
Attachments
Skjermbilde 2015-04-17 kl. 13.03.42.png
Oil
Skjermbilde 2015-04-17 kl. 13.03.42.png (20.5 KiB) Viewed 1724 times
Skjermbilde 2015-04-17 kl. 13.03.26.png
Gas
Skjermbilde 2015-04-17 kl. 13.03.26.png (20.71 KiB) Viewed 1724 times
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