VECM simulation

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VECM simulation

Arun.stat
Dear Mamush, you do not need to change the "VAR simulation codes to VECM"!!!
What you really need to change is your VECM model itself to correaponding
VAR representation. I guess there is some function vec2var() or something
like that (or perhaps you can do it manually.) Once you are done you may
then use VAR simulation code.

HTH,

Thanks and regards,

_____________________________________________________

Arun Kumar Saha, FRM
QUANTITATIVE RISK AND HEDGE CONSULTING SPECIALIST
Visit me at: http://in.linkedin.com/in/ArunFRM
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