Practical 3: VECM Modelling

Practical on setting up a VECM

N.F. Katzke
05-08-2019

This practical covers the fitting of VECM models.

In addition to the provided memo, I also provide a coding script memo that you can use to go through the process of setting up a VECM below:

Also see the following recursive rolling window forecasting routine. Note that you can use any model (B-VAR, VECM, etc) by selecting the appropriate model format.

Citation

For attribution, please cite this work as

Katzke (2019, May 8). Time-Series Econometrics: Practical 3: VECM Modelling. Retrieved from https://www.ts.nfkatzke.com/posts/2019-05-08-practical-3-vecm-modelling/

BibTeX citation

@misc{katzke2019practical,
  author = {Katzke, N.F.},
  title = {Time-Series Econometrics: Practical 3: VECM Modelling},
  url = {https://www.ts.nfkatzke.com/posts/2019-05-08-practical-3-vecm-modelling/},
  year = {2019}
}