Building a Vector Error Correction Model in R
This video goes through building a VECM model in R together with diagnostics, IRFs, and FEVD post estimation.
Created by Justin S. Eloriaga
Code and Dataset here:
https://drive.google.com/drive/folder...
Video on Johansen Cointegration: • Johansen Cointegration Test in R
Watch video Building a Vector Error Correction Model in R online without registration, duration hours minute second in high quality. This video was added by user Justin Eloriaga 13 August 2020, don't forget to share it with your friends and acquaintances, it has been viewed on our site 30,082 once and liked it 384 people.