Implementation of Johanses test and Error Correction Model using Matlab code from spatial econometrics
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I have been using some code from Spatial Econometrics to run a Johanses test procedure. After successfully doing this, the next step for me is to obtain an error correction model. However, running the function "ecm" gives me the following error:
Error using ols (line 91) X appears to contains a constant column. Use C to add a constant.
There is a note in the ecm function documentation: a constant vector is automatically included.
Any suggestion would be appreciated!
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