Transcription of Title stata.com vec intro — Introduction to vector error ...
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Title stata.com vec intro — Introduction to vector error ...
Title vec intro Introduction to vector error -correction models Description Remarks and examples References Also see Description stata has a suite of commands for fitting, forecasting, interpreting, and performing inference on vector error -correction models (VECMs) with cointegrating variables. After fitting a VECM, the irf commands can be used to obtain impulse response functions (IRFs) and forecast- error variance decompositions (FEVDs). The table below describes the available commands. Fitting a VECM. vec [TS] vec Fit vector error -correction models Model diagnostics and inference vecrank [TS] vecrank Estimate the cointegrating rank of a VECM.
Title stata.com vec intro — Introduction to vector error-correction models DescriptionRemarks and examplesReferencesAlso see Description Stata has a suite of commands for fitting, forecasting, interpreting, and performing inference on vector error-correction models (VECMs) with cointegrating variables. After fitting a VECM, the
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