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st: Re: VECM model using vec command
From
wangpan110 <[email protected]>
To
[email protected]
Subject
st: Re: VECM model using vec command
Date
Sun, 26 Sep 2010 07:12:31 -0700 (PDT)
Hi Talal, i am new to the ECM as well, can i ask 2 questions, please.
2- After testing the number of cointegrating relation using "vecrank"
the results shows that I have multiple cointegrating vectors (2).
-- do the -vecrank- and -johans- have the same function in determing the
rank of cointgeration?
3. the number of lags decided using VAR and lag length criteria before
doing the cointegration test for my VECM model (Lag no.=3)
-- do the -dfuller- and -varlag- have the same function in determing the lag
length?
--
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