小弟是新手,作业有些地方不太会,望各路大神不吝赐教
Assuming that the seriers f and s are cointegrated, formulate and estimate a general ECM and using appropriate information criteria and diagnostic tests, 'test down' to a more parsimonious model.我用E-G两步法做出了一个ECM: df=-0.000195+0.2444ds+0.01857u(t-1)+v(t)
接下来应该用哪些诊断检验来改善模型啊?
非常感谢大家的帮助