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st: error correction model with short-term effects not significant
From
"Sabina Kummer-Noormamode" <[email protected]>
To
[email protected]
Subject
st: error correction model with short-term effects not significant
Date
Thu, 3 Oct 2013 11:21:19 +0200 (CEST)
Dear all,
I estimated an error correction model qui seasonally adjusted quarterly data and 79 observations (time series). The coefficient of the error correction term is significantly different from zero and negative, which validates the model. However, the short term effects are not statistically significant. Is the ECM still valid? Should I estimate the same regression but without the short-term effects?
I kindly thank you for your help.
Regards,
Sabina
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