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ARDL Cointegrating And Long Run Form

Posted: Sun Oct 04, 2015 8:14 am
by hhss28
Hi,
I am new to this forum, I am using eviews 9.
I would like to ask you how to read the result of short run among variables in ARDL? Does it show in table "Cointegrating And Long Run Form" or other table?
Thanks

Re: ARDL Cointegrating And Long Run Form

Posted: Sun Oct 04, 2015 4:40 pm
by Enex
Indeed, cointegration form is the same as short run equation ( at least in ARDL context). The important in the results of the cointegration form is the significance and magnitude of the Error Correction Term (CointEq). This should be significant, negative and no less than -1 (between 0 and -1).