cointrep |

View the estimated cointegration form and the long-run coefficients table of an ARDL estimated equation.

This view is only available for non-panel equations estimated using the ARDL method.

Syntax

equation_name.cointrep

Examples

wfopen http://www.stern.nyu.edu/~wgreene/Text/Edition7/TableF5-2.txt

equation eq02.ardl(deplags=3, reglags=3, fixed) log(realcons) log(realgdp) @ @expand(@quarter, @droplast)

show eq02.cointrep

This example uses data from Greene (2008, page 685), containing quarterly US macroeconomic variables between 1950 and 2000. The first line of this example downloads the data set, the second line creates an equation object and estimates an ARDL model with the log of real consumption as the dependent variable. Three lags of the dependent variable, and three lags of the log of real GDP are used as dynamic regressors. Quarterly dummy variables are included as static regressors.

The final line views the cointegration representation of the estimation, as well as the long-run form of the coefficient estimates.

Cross-references

See
“ARDL and Quantile ARDL” for further discussion.

See also
Equation::cointgraph.