VEC and cointegration
Posted: Wed May 27, 2015 7:18 am
Hello everyone,
I have a quick doubt about understanding the VEC output. I'm currently using eviews 7.
When I have multiple cointegrations in a VEC model, where can I see the original coefficients of the output equation?
Here is an example: I have 4 cointegrations. So, it only shows me the coefficient of one variable. The other ones appear as 0 or 1. The picture of the output is on the attachment.
Thanks a lot.
I have a quick doubt about understanding the VEC output. I'm currently using eviews 7.
When I have multiple cointegrations in a VEC model, where can I see the original coefficients of the output equation?
Here is an example: I have 4 cointegrations. So, it only shows me the coefficient of one variable. The other ones appear as 0 or 1. The picture of the output is on the attachment.
Thanks a lot.