Hi all,

I am trying to use egranger (ECM estimation). I have two questions.

First, I could not find a way to input different amounts of lags of x and y. It seems impossible. Is it correct?

Second, if I input the option
Code:
, lags(1)
, the 2-step ECM result includes the lagged residual, LD.y and LD.x. But as far as I know, if lag amount is one, on the right-hand side of the equation, it should include the lagged residual, D.x , LD.x and LD.y

What is wrong here?

Thank you so much!