Vector error correction.

Question

I want to ask you something about Eviews. I want to run a vector error correction model and I have 4 variables. One of them is stationary at level and the others in 1 difference, but when I run the vector error correction model automatically, it's taken the 1 difference of all variable. Could you please explain me what I must do?

Answer 1

For this operation, you might need to take advantage of the online tutorials presented for the Eviews application. Since the process is a little more complicated than usual, the online tutorials will give you a glimpse on how to proceed further. Access the online website then click on the Online Tutorials and follow the guides presented. One of them should come in need to help you with your operation.