Lag-placement of EC-Term
Posted: Thu Sep 24, 2009 12:58 pm
Hello everybody,
I'm trying to figure out how to change the lag-placement of the error-correction term in a VEC model. The default seems to be EC(t-1)... is there a way to change that?
Thank you!
Anna O
I'm trying to figure out how to change the lag-placement of the error-correction term in a VEC model. The default seems to be EC(t-1)... is there a way to change that?
Thank you!
Anna O