Re: [Gretl-users] vecm comparisons

Em 21 de janeiro de 2010 Artur escreveu: > Hi, > I attached the output of JMULTI. > Dear Artur, I think you need to set the endogenous lags (diffs) as 1 (instead of 2). Allin's model is something like this: d_LRM = EC1 + d_LRM_1 + ... + e But you'd estimated something like this: d_LRM = EC1 + d_LRM_1 + d_LRM_2 + ... + e Best, Henrique _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users