EViews.com

Hi, I'm using EViews 6.
I would like to impose restrictions on both the cointegration vectors and the speed of adjustment parameters (I have run the Johansen Cointegration Test on my time series).

In the Users Guide II on page 369 on Cointegration testing, it is specified, that a tab "VEC Restrictions" will appear when selecting View/Cointegration Test... However, this is not the case! therefore the output I need (as on page 372) is not available.

Can you please provide me with an alternative to impose restrictions on my model and get the desired output?
Thx.

It sounds as though you are reading the part of the manual that relates to performing a co-integration test from a VAR object, but you're actually performing a co-integration test from a group. If you do it from a group you will not see the restrictions tab.

That's it, thanks a lot.
It works when I apply the coint-tab on the VAR.

Hi there - i was wondering if you could help me. i am trying to impose restrcitions on my cointegrated variables within my VECM model.
one restriciton was that B2=0. and A1=0, which were significant (p-value < significance)
does anyone know how to interpret these findings?