Hello everyone!
I'm using R language to run my ARDL model and I'm using the package of "fcbarbi/ardl". The function coint( ) gives the short-run and long-run coefficients. When I calculate the coefficients manually using OLS I find the same coefficients of the long-run but in the short run it's not the case. Can someone help me! I'm confused ! I should write the equation of short-run dynamic using their coefficients or I calculate them manually ?
I appreciate any reply !
Thank you.