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VECM

Posted: Sun Nov 20, 2016 7:04 pm
by debbyK
Hi! I need help
in VECM , is the data must distributed normally? if my data not distributed normally what should I do? I already try transform data to log but still not distributed normally... :(

Re: VECM

Posted: Tue Nov 22, 2016 4:43 pm
by jmagomez
Dear Debbyk,
You could analyze the residuals of your equation.
Regards.