Eviews ARDL shortrun coefficients with 0 lag variables

21 views Asked by Charlie At 02 January 2024 at 19:08

I'm currently facing an issue in my ARDL

estimation, the model has decided to use

0 lags for one of the variables, but it is not

showing the short-run coefficient. Instead

this is shown: Variable interpreted as Z =

Z(-1) + D(Z). How can this be interpreted?

Does it mean that there is no short-run

I tried to look on other available forums, but I didn't find an intuitive answer to my issue

TechQA.