To apply the methodCalculates by means of the Error Correction Model method. It is included in the Regression group.
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:
To set up calculation options, use the Parameters tab on the side panel.
Set method parameters:
Type of Error Correction Model. Determine type of error correction model: select constant and trend position.
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
Regression button on the Calculations ribbon tab.