Error Correction Model

Calculates by means of the Error Correction Model method. It is included in the Regression group.

To apply the method

After the method is applied, a series with the name of the Error Correction Model (<Exogenous_Variables_List>) type and calculation results is added to the data table. For example:

Setting Up Method Parameters

To set up calculation options, use the Parameters tab on the side panel.

To display the tab

Set method parameters:

• Endogenous or Exogenous Series Autoregression Order. Specify the autoregression order for endogenous or exogenous series.

• Output Series. Specify the output series. The rest of the series become exogenous variables.

See also:

Calculation Methods | Regression | Error Correction Model