{"version":"1.0","type":"link","title":"Error correction model - Newikis","description":"An error correction model (ECM) is a type of time series model commonly applied when the underlying variables share a long-run stochastic trend, a property known as cointegration. ECMs provide a theoretically grounded framework for estimating both short-run dynamics and long-run relationships among…","provider_name":"Newikis","provider_url":"https://newikis.com","cache_age":86400}