Dear members,
I estimated a vector error correction model (VECM) using the "ca.jo"
function in package "urca". I need to simulate the estimated model using R.
I am aware how to simulate a VAR(p) model. Since the VECM is
in difference form, I can't modify the VAR simulation codes to VECM. May
one help me in this regard please?
Thanks
Mamush
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