search vec

Examples
    ---------------------------------------------------------------------------
    Setup
        . webuse rdinc
    Fit a vector error-correction model (VECM), assuming quadratic trends in
    variables and one trend-stationary cointegrating equation
        . vec ln_ne ln_se
    Fit a VECM by using 3 lags
        . vec ln_ne ln_se, lags(3)
    Fit a VECM, assuming all means and trends are zero
        . vec ln_ne ln_se, trend(none)
    Fit a VECM and report adjustment parameters in separate table
        . vec ln_ne ln_se, alpha
    ---------------------------------------------------------------------------
    Setup
        . webuse urates
    Fit a VECM, including a restricted constant (no linear trends in the
    variables) in the model, including 2 cointegrating equations, and using 4
    lags
        . vec missouri indiana kentucky illinois, trend(rconstant) rank(2)
            lags(4)
    Replay results and do not report parameters in the cointegrating
    equations
        . vec, nobtable


附：必须先做单位根、协整检验，不适合var时才能做VEC model
直接打 lrtest 【系数】即可检验

谢谢

看不懂。。。。

不适合var时才能做VEC model？ 俺 以为是适合做vecm就做，不适合才做var

只有平稳序列才能做VAR吧 非平稳序列但是存在协整关系的做VEC