Lag structure in asymmetric ECM with EViews
Posted: Sun May 06, 2012 10:38 pm
Dear All,
Could someone tell me, how I would be able to find correct lag structure to asymmetric ECM by using EViews ? Are there some special features available ? I have already done succesfully symmetric ECM with my data, but now I should do asymmetric one with same variables. Is lag structure usually same bespite the fact if ECM is symmetric or asymmetric ? How about lags of the difference series (x+ and x-), splitted from the same variable x, should those ones be pairwise similar (lag structure of x+ = lag structure of x-)
I would be so happy, if someone could help me !
Could someone tell me, how I would be able to find correct lag structure to asymmetric ECM by using EViews ? Are there some special features available ? I have already done succesfully symmetric ECM with my data, but now I should do asymmetric one with same variables. Is lag structure usually same bespite the fact if ECM is symmetric or asymmetric ? How about lags of the difference series (x+ and x-), splitted from the same variable x, should those ones be pairwise similar (lag structure of x+ = lag structure of x-)
I would be so happy, if someone could help me !