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can someone explain to me the result of this test? I am not sure what the 'ect1', 'ect2', etc. mean.

Output :

$beta
                                      ect1          ect2          ect3          ect4          ect5          ect6          ect7
Current.account.EUR.l3        1.000000e+00 -1.626303e-19 -1.040834e-17  5.421011e-20  3.218725e-20  1.355253e-19  9.215718e-19
Unemployment.EUR.l3           4.263256e-14  1.000000e+00  1.421085e-14 -5.551115e-17  6.938894e-18  1.110223e-16  4.440892e-16
Trade.EUR.l3                 -5.221518e-16  2.168404e-19  1.000000e+00 -2.303930e-19  1.308666e-19  1.585646e-18 -6.830474e-18
Industrial.production.EUR.l3  4.707346e-14 -1.387779e-16 -2.042810e-14  1.000000e+00 -4.185020e-17  7.840950e-16 -2.498002e-16
Producer.price.EUR.l3        -2.842171e-14  4.440892e-16 -2.842171e-14  0.000000e+00  1.000000e+00  0.000000e+00  8.881784e-16
X10.Y.RATE.EUR.l3             1.332268e-14 -4.336809e-18  7.271961e-15  1.040834e-17  4.824700e-18  1.000000e+00 -4.978656e-16
Evolution.Taux.BCE.l3        -9.325873e-15 -3.469447e-18 -6.661338e-16 -1.734723e-18  8.131516e-19  1.908196e-17  1.000000e+00
RER.EURUSD...l3              -7.255500e+02  2.528238e+00  1.562651e+02 -1.461591e+00 -9.347363e-01 -4.413455e+00 -1.195129e+01
constant                     -1.770033e+00  1.816355e-03 -1.090838e-01 -7.473270e-05 -1.588973e-03  9.420566e-03  1.045265e-02

I am looking for the Beta's for a linear regression, but I don't know how to interpret all these betas. Nobody answers concretely online

  • Hi Enzo. This is not a programming question; rather it is about the interpretation of the results of a statistical test. I have therefore voted to migrate this question over to [CrossValidated](https://stats.stackexchange.com), out sister Stack Exchange site for statistical questions. You have more chance of an answer there. – Allan Cameron Nov 03 '22 at 09:39

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