cointegration matrix
Posted: Wed Apr 18, 2012 4:06 am
Hi everyone,
I am running a vecm following johansen's method.
I have a problem when I have more than 1 cointegration equation : the output of Eviews gives me the normalized cointegration matrix with a coefficient of 0 for the second variable of the first cointegration equation.
where could I find the cointegration matrix but not normalized ?
thank you very much
I am running a vecm following johansen's method.
I have a problem when I have more than 1 cointegration equation : the output of Eviews gives me the normalized cointegration matrix with a coefficient of 0 for the second variable of the first cointegration equation.
where could I find the cointegration matrix but not normalized ?
thank you very much