Example: stock market
VECTOR ERROR CORRECTION MODEL AN EVIEWS …
1VECTOR ERROR CORRECTION MODEL AN EVIEWS APPLICATION DATA OBS CONS EX GDP 1960 1961 1962 1963 1964 1965 1966 1967 1968 1969 1970 1971 1972 1973 1974 1975 1976 1977 1978 1979 1980 1981 1982 1983
11 DECISION: Above ADF operation reveals that GDP is staionary at second difference. So we will use second differenced data of GDP as VAR or VECM model requires stationary data.
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