Time Series: Error Correction Model explained in Eviews

EViews tutorial: Error Correction Model explained in Eviews Step by Step! Hello Everyone! By watching the video "Time Series: Error Correction Model explained", you will learn how to estimate error correction model in eviews step by step and interpret the results. An error correction model is estimated after having determined cointegration among the variables in the model.

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Ensure to watch the 1st Video: "Cointegration - Engle and Granger method in EViews".
Link:    • Cointegration - Engle and Granger met...  

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🗂Video Material:

📈Critical Values Table for Cointegration:

https://www.economics.utoronto.ca/jfl...
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📚Recommended Literature:

📚Yule (1926): Why do we Sometimes get Nonsense-Correlations between Time-Series?- A Study in Sampling and the Nature of Time-Series
Link: https://www.math.mcgill.ca/~dstephens...

📚 Granger and Newbold (1974): Spurious Regressions in Econometrics
Link: http://citeseerx.ist.psu.edu/viewdoc/...

📚 Engle and Granger (1987): Co-Integration and Error Correction: Representation, Estimation, and Testing
Link: http://www.ntuzov.com/Nik_Site/Niks_f...
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Time Stamps

Introduction 0:00
ECM Overview 0:37
Error Correction Term Details 1:48
Estimating the ECM 3:12
Long and Short Run Model 5:09
Model Diagnostics 7:30
In Sample Forecast 11:32
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