MVARiPartSIP01ET_IBM_20161003 starting at 09-Nov-2018 16:13:29
Reading data for event-time analysis (09-Nov-2018 16:13:29)
ans =
       37986           5
  35100.131687  157.510000  157.620000  157.510000  157.630000
  35100.132117  157.510000  157.620000  157.510000  157.620000
  35101.846640  157.520000  157.620000  157.510000  157.620000
  35101.846892  157.520000  157.620000  157.520000  157.620000
  35101.935398  157.520000  157.610000  157.520000  157.620000
  35101.935826  157.520000  157.610000  157.520000  157.610000
  35108.278441  157.510000  157.610000  157.520000  157.610000
  35108.278488  157.510000  157.600000  157.520000  157.610000
  35108.278683  157.500000  157.600000  157.520000  157.610000
  35108.278724  157.500000  157.600000  157.510000  157.610000
  57595.168951  157.580000  157.600000  157.580000  157.600000
  57595.181581  157.570000  157.600000  157.580000  157.600000
  57595.181835  157.570000  157.600000  157.570000  157.600000
  57595.213135  157.570000  157.610000  157.570000  157.600000
  57595.214101  157.570000  157.610000  157.570000  157.610000
  57595.218850  157.580000  157.610000  157.570000  157.610000
  57595.219750  157.580000  157.610000  157.580000  157.610000
  57595.534013  157.590000  157.610000  157.580000  157.610000
  57595.535806  157.590000  157.610000  157.590000  157.610000
  57596.560533  157.600000  157.610000  157.590000  157.610000
  57596.562570  157.600000  157.610000  157.600000  157.610000
{Unrecognized property 'nObsEventTime' for class 'MVARi'.
Error in <a href="matlab:matlab.internal.language.introspective.errorDocCallback('MVARiPartSIP01ET', 'C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01ET.m', 100)" style="font-weight:bold">MVARiPartSIP01ET</a> (<a href="matlab: opentoline('C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01ET.m',100,0)">line 100</a>)
mv.nObsEventTime = length(x);} 
MVARiPartSIP01ET_IBM_20161003 starting at 10-Nov-2018 07:34:49
Reading data for event-time analysis (10-Nov-2018 07:34:49)
ans =
       37986           5
  35100.131687  157.510000  157.620000  157.510000  157.630000
  35100.132117  157.510000  157.620000  157.510000  157.620000
  35101.846640  157.520000  157.620000  157.510000  157.620000
  35101.846892  157.520000  157.620000  157.520000  157.620000
  35101.935398  157.520000  157.610000  157.520000  157.620000
  35101.935826  157.520000  157.610000  157.520000  157.610000
  35108.278441  157.510000  157.610000  157.520000  157.610000
  35108.278488  157.510000  157.600000  157.520000  157.610000
  35108.278683  157.500000  157.600000  157.520000  157.610000
  35108.278724  157.500000  157.600000  157.510000  157.610000
  57595.168951  157.580000  157.600000  157.580000  157.600000
  57595.181581  157.570000  157.600000  157.580000  157.600000
  57595.181835  157.570000  157.600000  157.570000  157.600000
  57595.213135  157.570000  157.610000  157.570000  157.600000
  57595.214101  157.570000  157.610000  157.570000  157.610000
  57595.218850  157.580000  157.610000  157.570000  157.610000
  57595.219750  157.580000  157.610000  157.580000  157.610000
  57595.534013  157.590000  157.610000  157.580000  157.610000
  57595.535806  157.590000  157.610000  157.590000  157.610000
  57596.560533  157.600000  157.610000  157.590000  157.610000
  57596.562570  157.600000  157.610000  157.600000  157.610000
{Unrecognized property 'nObsEventTime' for class 'MVARi'.
Error in <a href="matlab:matlab.internal.language.introspective.errorDocCallback('MVARiPartSIP01ET', 'C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01ET.m', 100)" style="font-weight:bold">MVARiPartSIP01ET</a> (<a href="matlab: opentoline('C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01ET.m',100,0)">line 100</a>)
mv.nObsEventTime = length(x);} 
opentoline('C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01ET.m',100,0)
MVARiPartSIP01ET
MVARiPartSIP01ET_IBM_20161003 starting at 10-Nov-2018 07:38:06
Reading data for event-time analysis (10-Nov-2018 07:38:06)
ans =
       37986           5
  35100.131687  157.510000  157.620000  157.510000  157.630000
  35100.132117  157.510000  157.620000  157.510000  157.620000
  35101.846640  157.520000  157.620000  157.510000  157.620000
  35101.846892  157.520000  157.620000  157.520000  157.620000
  35101.935398  157.520000  157.610000  157.520000  157.620000
  35101.935826  157.520000  157.610000  157.520000  157.610000
  35108.278441  157.510000  157.610000  157.520000  157.610000
  35108.278488  157.510000  157.600000  157.520000  157.610000
  35108.278683  157.500000  157.600000  157.520000  157.610000
  35108.278724  157.500000  157.600000  157.510000  157.610000
  57595.168951  157.580000  157.600000  157.580000  157.600000
  57595.181581  157.570000  157.600000  157.580000  157.600000
  57595.181835  157.570000  157.600000  157.570000  157.600000
  57595.213135  157.570000  157.610000  157.570000  157.600000
  57595.214101  157.570000  157.610000  157.570000  157.610000
  57595.218850  157.580000  157.610000  157.570000  157.610000
  57595.219750  157.580000  157.610000  157.580000  157.610000
  57595.534013  157.590000  157.610000  157.580000  157.610000
  57595.535806  157.590000  157.610000  157.590000  157.610000
  57596.560533  157.600000  157.610000  157.590000  157.610000
  57596.562570  157.600000  157.610000  157.600000  157.610000
{Unrecognized property 'vecmEst' for class 'MVARi'.
Error in <a href="matlab:matlab.internal.language.introspective.errorDocCallback('MVARiPartSIP01ET', 'C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01ET.m', 111)" style="font-weight:bold">MVARiPartSIP01ET</a> (<a href="matlab: opentoline('C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01ET.m',111,0)">line 111</a>)
mv.vecmEst = est;} 
MVARiPartSIP01ET
MVARiPartSIP01ET_IBM_20161003 starting at 10-Nov-2018 07:38:40
Reading data for event-time analysis (10-Nov-2018 07:38:40)
ans =
       37986           5
  35100.131687  157.510000  157.620000  157.510000  157.630000
  35100.132117  157.510000  157.620000  157.510000  157.620000
  35101.846640  157.520000  157.620000  157.510000  157.620000
  35101.846892  157.520000  157.620000  157.520000  157.620000
  35101.935398  157.520000  157.610000  157.520000  157.620000
  35101.935826  157.520000  157.610000  157.520000  157.610000
  35108.278441  157.510000  157.610000  157.520000  157.610000
  35108.278488  157.510000  157.600000  157.520000  157.610000
  35108.278683  157.500000  157.600000  157.520000  157.610000
  35108.278724  157.500000  157.600000  157.510000  157.610000
  57595.168951  157.580000  157.600000  157.580000  157.600000
  57595.181581  157.570000  157.600000  157.580000  157.600000
  57595.181835  157.570000  157.600000  157.570000  157.600000
  57595.213135  157.570000  157.610000  157.570000  157.600000
  57595.214101  157.570000  157.610000  157.570000  157.610000
  57595.218850  157.580000  157.610000  157.570000  157.610000
  57595.219750  157.580000  157.610000  157.580000  157.610000
  57595.534013  157.590000  157.610000  157.580000  157.610000
  57595.535806  157.590000  157.610000  157.590000  157.610000
  57596.560533  157.600000  157.610000  157.590000  157.610000
  57596.562570  157.600000  157.610000  157.600000  157.610000
est = 
  <a href="matlab:helpPopup vecm" style="font-weight:bold">vecm</a> with properties:

             Description: "4-Dimensional Rank = 3 VEC(10) Model"
             SeriesNames: "nbbPart"  "nboPart"  "nbbSIP"  ... and 1 more
               NumSeries: 4
                    Rank: 3
                       P: 11
                Constant: [41 vector of zeros]
              Adjustment: [43 matrix]
           Cointegration: [43 matrix]
                  Impact: [44 matrix]
   CointegrationConstant: [31 vector of zeros]
      CointegrationTrend: [31 vector of zeros]
                ShortRun: {44 matrices} at lags [1 2 3 ... and 7 more]
                   Trend: [41 vector of zeros]
                    Beta: [40 matrix]
              Covariance: [44 matrix]
se = 
  <a href="matlab:helpPopup struct" style="font-weight:bold">struct</a> with fields:

      Constant: [41 double]
    Adjustment: [43 double]
      ShortRun: {[44 double]  [44 double]  [44 double]  [44 double]  [44 double]  [44 double]  [44 double]  [44 double]  [44 double]  [44 double]}
          Beta: [40 double]
         Trend: [41 double]
        Impact: [44 double]
MVARiPartSIP01ET
{Error: <a href="matlab: opentoline('C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01ET.m',118,4)">File: MVARiPartSIP01ET.m Line: 118 Column: 4
</a>Invalid expression. Check for missing or extra characters.} 
opentoline('C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01ET.m',118,4)
MVARiPartSIP01ET
MVARiPartSIP01ET_IBM_20161003 starting at 10-Nov-2018 10:37:11
Reading data for event-time analysis (10-Nov-2018 10:37:11)
  35100.131687  157.510000  157.620000  157.510000  157.630000
  35100.132117  157.510000  157.620000  157.510000  157.620000
  35101.846640  157.520000  157.620000  157.510000  157.620000
  35101.846892  157.520000  157.620000  157.520000  157.620000
  35101.935398  157.520000  157.610000  157.520000  157.620000
  57595.218850  157.580000  157.610000  157.570000  157.610000
  57595.219750  157.580000  157.610000  157.580000  157.610000
  57595.534013  157.590000  157.610000  157.580000  157.610000
  57595.535806  157.590000  157.610000  157.590000  157.610000
  57596.560533  157.600000  157.610000  157.590000  157.610000
  57596.562570  157.600000  157.610000  157.600000  157.610000
{Error using <a href="matlab:matlab.internal.language.introspective.errorDocCallback('vecm/estimate', 'C:\Program Files\MATLAB\R2018b\toolbox\econ\econ\@vecm\estimate.m', 208)" style="font-weight:bold">vecm/estimate</a> (<a href="matlab: opentoline('C:\Program Files\MATLAB\R2018b\toolbox\econ\econ\@vecm\estimate.m',208,0)">line 208</a>)
The value of 'Y' is invalid. Expected Responses to be an array with number of columns equal to 4.
Error in <a href="matlab:matlab.internal.language.introspective.errorDocCallback('MVARiPartSIP01ET', 'C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01ET.m', 109)" style="font-weight:bold">MVARiPartSIP01ET</a> (<a href="matlab: opentoline('C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01ET.m',109,0)">line 109</a>)
[est,se] = estimate(mdl,xs,'Display','full','Model','H2','MaxIterations',1);} 
MVARiPartSIP01ET
MVARiPartSIP01ET_IBM_20161003 starting at 10-Nov-2018 10:40:03
Reading data for event-time analysis (10-Nov-2018 10:40:04)
  35100.131687  157.510000  157.620000  157.510000  157.630000
  35100.132117  157.510000  157.620000  157.510000  157.620000
  35101.846640  157.520000  157.620000  157.510000  157.620000
  35101.846892  157.520000  157.620000  157.520000  157.620000
  35101.935398  157.520000  157.610000  157.520000  157.620000
  57595.218850  157.580000  157.610000  157.570000  157.610000
  57595.219750  157.580000  157.610000  157.580000  157.610000
  57595.534013  157.590000  157.610000  157.580000  157.610000
  57595.535806  157.590000  157.610000  157.590000  157.610000
  57596.560533  157.600000  157.610000  157.590000  157.610000
  57596.562570  157.600000  157.610000  157.600000  157.610000
 
   <strong>4-Dimensional Rank = 3 VEC(10) Model</strong>
 
    Johansen Model: H2
    Effective Sample Size: 37975
    Number of Estimated Parameters: 172
    LogLikelihood: 595970
    AIC: -1.1916e+06
    BIC: -1.19013e+06
 
                            <strong>Value</strong>       <strong>StandardError</strong>    <strong>TStatistic</strong>      <strong>PValue</strong>  
                         <strong>___________</strong>    <strong>_____________</strong>    <strong>__________</strong>    <strong>__________</strong>
    <strong>Adjustment(1,1)  </strong>      -0.015786       0.014338         -1.101        0.27091
    <strong>Adjustment(2,1)  </strong>        -0.0114        0.01478       -0.77133        0.44051
    <strong>Adjustment(3,1)  </strong>        0.13019       0.010078         12.918     3.5427e-38
    <strong>Adjustment(4,1)  </strong>        -0.5946       0.010354        -57.425              0
    <strong>Adjustment(1,2)  </strong>       0.027824        0.01505         1.8488       0.064487
    <strong>Adjustment(2,2)  </strong>     -0.0070689       0.015513       -0.45567        0.64862
    <strong>Adjustment(3,2)  </strong>        0.60084       0.010578         56.801              0
    <strong>Adjustment(4,2)  </strong>       -0.12723       0.010868        -11.707     1.1793e-31
    <strong>Adjustment(1,3)  </strong>     -0.0043326       0.014379       -0.30132        0.76317
    <strong>Adjustment(2,3)  </strong>       0.027822       0.014822         1.8771       0.060499
    <strong>Adjustment(3,3)  </strong>       -0.13703       0.010106        -13.559     6.9938e-42
    <strong>Adjustment(4,3)  </strong>         0.5974       0.010384         57.531              0
    <strong>Impact(1,1)      </strong>      0.0077055        0.01495        0.51543        0.60626
    <strong>Impact(2,1)      </strong>      0.0093532        0.01541        0.60696        0.54388
    <strong>Impact(3,1)      </strong>        0.59399       0.010508          56.53              0
    <strong>Impact(4,1)      </strong>       -0.12443       0.010796        -11.526     9.7873e-31
    <strong>Impact(1,2)      </strong>       0.015786       0.014338          1.101        0.27091
    <strong>Impact(2,2)      </strong>         0.0114        0.01478        0.77133        0.44051
    <strong>Impact(3,2)      </strong>       -0.13019       0.010078        -12.918     3.5427e-38
    <strong>Impact(4,2)      </strong>         0.5946       0.010354         57.425              0
    <strong>Impact(1,3)      </strong>      -0.027824        0.01505        -1.8488       0.064487
    <strong>Impact(2,3)      </strong>      0.0070689       0.015513        0.45567        0.64862
    <strong>Impact(3,3)      </strong>       -0.60084       0.010578        -56.801              0
    <strong>Impact(4,3)      </strong>        0.12723       0.010868         11.707     1.1793e-31
    <strong>Impact(1,4)      </strong>      0.0043326       0.014379        0.30132        0.76317
    <strong>Impact(2,4)      </strong>      -0.027822       0.014822        -1.8771       0.060499
    <strong>Impact(3,4)      </strong>        0.13703       0.010106         13.559     6.9938e-42
    <strong>Impact(4,4)      </strong>        -0.5974       0.010384        -57.531              0
    <strong>ShortRun{1}(1,1) </strong>       -0.13391       0.015701        -8.5286     1.4815e-17
    <strong>ShortRun{1}(2,1) </strong>        0.14199       0.016184         8.7731     1.7383e-18
    <strong>ShortRun{1}(3,1) </strong>      -0.012963       0.011036        -1.1746        0.24014
    <strong>ShortRun{1}(4,1) </strong>        0.12784       0.011339         11.274     1.7573e-29
    <strong>ShortRun{1}(1,2) </strong>        0.12675       0.015098         8.3948     4.6687e-17
    <strong>ShortRun{1}(2,2) </strong>       -0.12366       0.015563        -7.9455     1.9338e-15
    <strong>ShortRun{1}(3,2) </strong>        0.12034       0.010612          11.34     8.3514e-30
    <strong>ShortRun{1}(4,2) </strong>      -0.044103       0.010904        -4.0448     5.2372e-05
    <strong>ShortRun{1}(1,3) </strong>       -0.13223       0.014675        -9.0104     2.0532e-19
    <strong>ShortRun{1}(2,3) </strong>       0.043129       0.015127         2.8511       0.004357
    <strong>ShortRun{1}(3,3) </strong>      -0.044536       0.010315        -4.3177     1.5766e-05
    <strong>ShortRun{1}(4,3) </strong>     -0.0040119       0.010598       -0.37854        0.70503
    <strong>ShortRun{1}(1,4) </strong>       0.066894       0.014034         4.7667      1.873e-06
    <strong>ShortRun{1}(2,4) </strong>      -0.089649       0.014466        -6.1973     5.7458e-10
    <strong>ShortRun{1}(3,4) </strong>      -0.014587      0.0098638        -1.4788        0.13919
    <strong>ShortRun{1}(4,4) </strong>      -0.018061       0.010135        -1.7821       0.074736
    <strong>ShortRun{2}(1,1) </strong>       -0.17815       0.015108        -11.792     4.2815e-32
    <strong>ShortRun{2}(2,1) </strong>        0.15376       0.015573         9.8736     5.4192e-23
    <strong>ShortRun{2}(3,1) </strong>       0.023596       0.010619         2.2222       0.026272
    <strong>ShortRun{2}(4,1) </strong>       0.038253        0.01091         3.5062     0.00045459
    <strong>ShortRun{2}(1,2) </strong>        0.12604       0.014506         8.6885     3.6711e-18
    <strong>ShortRun{2}(2,2) </strong>       -0.15651       0.014953        -10.467     1.2244e-25
    <strong>ShortRun{2}(3,2) </strong>       0.040188       0.010196         3.9416     8.0945e-05
    <strong>ShortRun{2}(4,2) </strong>     -0.0064279       0.010476       -0.61359        0.53949
    <strong>ShortRun{2}(1,3) </strong>     -0.0047727        0.01399       -0.34115        0.73299
    <strong>ShortRun{2}(2,3) </strong>       0.011761       0.014421        0.81552        0.41478
    <strong>ShortRun{2}(3,3) </strong>      -0.055341      0.0098331         -5.628     1.8234e-08
    <strong>ShortRun{2}(4,3) </strong>       0.010513       0.010103         1.0405         0.2981
    <strong>ShortRun{2}(1,4) </strong>         0.0347       0.013383         2.5927      0.0095212
    <strong>ShortRun{2}(2,4) </strong>       0.018779       0.013796         1.3613        0.17343
    <strong>ShortRun{2}(3,4) </strong>      0.0020564      0.0094068        0.21861        0.82696
    <strong>ShortRun{2}(4,4) </strong>      -0.043924      0.0096651        -4.5446     5.5046e-06
    <strong>ShortRun{3}(1,1) </strong>      -0.055196       0.014529        -3.7989     0.00014532
    <strong>ShortRun{3}(2,1) </strong>        0.10388       0.014977         6.9361     4.0306e-12
    <strong>ShortRun{3}(3,1) </strong>      -0.017779       0.010212         -1.741        0.08169
    <strong>ShortRun{3}(4,1) </strong>        0.03444       0.010493         3.2823      0.0010296
    <strong>ShortRun{3}(1,2) </strong>       0.064414       0.013894          4.636     3.5526e-06
    <strong>ShortRun{3}(2,2) </strong>      -0.068844       0.014322        -4.8068     1.5338e-06
    <strong>ShortRun{3}(3,2) </strong>       0.030274      0.0097658            3.1       0.001935
    <strong>ShortRun{3}(4,2) </strong>      -0.048227       0.010034        -4.8063     1.5377e-06
    <strong>ShortRun{3}(1,3) </strong>      -0.019722       0.013227        -1.4911        0.13595
    <strong>ShortRun{3}(2,3) </strong>       0.020862       0.013635         1.5301          0.126
    <strong>ShortRun{3}(3,3) </strong>      -0.051696      0.0092969        -5.5605     2.6902e-08
    <strong>ShortRun{3}(4,3) </strong>     -0.0077688      0.0095523       -0.81329        0.41605
    <strong>ShortRun{3}(1,4) </strong>       0.060502       0.012651         4.7825     1.7313e-06
    <strong>ShortRun{3}(2,4) </strong>      0.0036009        0.01304        0.27614        0.78244
    <strong>ShortRun{3}(3,4) </strong>     -0.0070878      0.0088918       -0.79712        0.42538
    <strong>ShortRun{3}(4,4) </strong>      -0.044166       0.009136        -4.8342     1.3365e-06
    <strong>ShortRun{4}(1,1) </strong>       0.050268       0.013775         3.6493     0.00026298
    <strong>ShortRun{4}(2,1) </strong>        0.11786       0.014199         8.3003     1.0382e-16
    <strong>ShortRun{4}(3,1) </strong>       0.015764      0.0096818         1.6282        0.10348
    <strong>ShortRun{4}(4,1) </strong>       0.022664      0.0099477         2.2783       0.022707
    <strong>ShortRun{4}(1,2) </strong>       0.066148       0.013174          5.021     5.1395e-07
    <strong>ShortRun{4}(2,2) </strong>      0.0074865        0.01358         0.5513        0.58143
    <strong>ShortRun{4}(3,2) </strong>       0.017638      0.0092597         1.9048       0.056803
    <strong>ShortRun{4}(4,2) </strong>        0.01719       0.009514         1.8068       0.070799
    <strong>ShortRun{4}(1,3) </strong>      -0.012814       0.012421        -1.0316        0.30224
    <strong>ShortRun{4}(2,3) </strong>        0.02065       0.012804         1.6128        0.10679
    <strong>ShortRun{4}(3,3) </strong>      0.0092446      0.0087305         1.0589        0.28965
    <strong>ShortRun{4}(4,3) </strong>      0.0069536      0.0089703        0.77517        0.43824
    <strong>ShortRun{4}(1,4) </strong>       0.037493       0.011906          3.149      0.0016383
    <strong>ShortRun{4}(2,4) </strong>      0.0075883       0.012273         0.6183        0.53638
    <strong>ShortRun{4}(3,4) </strong>      0.0089378      0.0083685          1.068        0.28551
    <strong>ShortRun{4}(4,4) </strong>    -0.00090944      0.0085984       -0.10577        0.91577
    <strong>ShortRun{5}(1,1) </strong>      -0.025505       0.013008        -1.9607        0.04991
    <strong>ShortRun{5}(2,1) </strong>       0.053161       0.013408         3.9648     7.3449e-05
    <strong>ShortRun{5}(3,1) </strong>       0.026025      0.0091426         2.8466      0.0044187
    <strong>ShortRun{5}(4,1) </strong>       0.025547      0.0093937         2.7196      0.0065357
    <strong>ShortRun{5}(1,2) </strong>      0.0084736       0.012402        0.68325        0.49445
    <strong>ShortRun{5}(2,2) </strong>      -0.040247       0.012784        -3.1482      0.0016426
    <strong>ShortRun{5}(3,2) </strong>       0.010981      0.0087169         1.2597        0.20777
    <strong>ShortRun{5}(4,2) </strong>       0.033382      0.0089564         3.7272     0.00019362
    <strong>ShortRun{5}(1,3) </strong>      -0.041159       0.011501        -3.5788     0.00034519
    <strong>ShortRun{5}(2,3) </strong>       0.018669       0.011855         1.5748        0.11531
    <strong>ShortRun{5}(3,3) </strong>      -0.026344      0.0080835        -3.2589      0.0011183
    <strong>ShortRun{5}(4,3) </strong>     -0.0092332      0.0083055        -1.1117        0.26627
    <strong>ShortRun{5}(1,4) </strong>       0.036284          0.011         3.2986     0.00097178
    <strong>ShortRun{5}(2,4) </strong>      -0.022068       0.011339        -1.9463       0.051616
    <strong>ShortRun{5}(3,4) </strong>      0.0044476      0.0077314        0.57527        0.56511
    <strong>ShortRun{5}(4,4) </strong>      -0.024122      0.0079438        -3.0366      0.0023929
    <strong>ShortRun{6}(1,1) </strong>      -0.018389        0.01216        -1.5123        0.13046
    <strong>ShortRun{6}(2,1) </strong>       0.062865       0.012534         5.0154      5.291e-07
    <strong>ShortRun{6}(3,1) </strong>       0.023705      0.0085467         2.7736      0.0055448
    <strong>ShortRun{6}(4,1) </strong>      0.0093683      0.0087814         1.0668        0.28605
    <strong>ShortRun{6}(1,2) </strong>       0.029846       0.011588         2.5756       0.010006
    <strong>ShortRun{6}(2,2) </strong>      -0.058369       0.011945        -4.8866      1.026e-06
    <strong>ShortRun{6}(3,2) </strong>     -0.0022593      0.0081447       -0.27739        0.78148
    <strong>ShortRun{6}(4,2) </strong>       0.021019      0.0083684         2.5118       0.012013
    <strong>ShortRun{6}(1,3) </strong>      0.0027804       0.010504        0.26469        0.79125
    <strong>ShortRun{6}(2,3) </strong>       0.029868       0.010828         2.7585      0.0058061
    <strong>ShortRun{6}(3,3) </strong>      -0.017879       0.007383        -2.4217       0.015448
    <strong>ShortRun{6}(4,3) </strong>       0.003259      0.0075858        0.42962        0.66747
    <strong>ShortRun{6}(1,4) </strong>       0.036348      0.0099948         3.6367     0.00027614
    <strong>ShortRun{6}(2,4) </strong>       0.013416       0.010303         1.3022        0.19284
    <strong>ShortRun{6}(3,4) </strong>        0.02121       0.007025         3.0193      0.0025339
    <strong>ShortRun{6}(4,4) </strong>     -0.0021745       0.007218       -0.30126        0.76322
    <strong>ShortRun{7}(1,1) </strong>      -0.035022       0.011327         -3.092      0.0019884
    <strong>ShortRun{7}(2,1) </strong>       0.028483       0.011676         2.4395       0.014709
    <strong>ShortRun{7}(3,1) </strong>      0.0055261      0.0079613        0.69412        0.48761
    <strong>ShortRun{7}(4,1) </strong>       0.016044        0.00818         1.9614       0.049833
    <strong>ShortRun{7}(1,2) </strong>      0.0052891       0.010732        0.49285        0.62212
    <strong>ShortRun{7}(2,2) </strong>      -0.047527       0.011062        -4.2964     1.7359e-05
    <strong>ShortRun{7}(3,2) </strong>     -0.0021571      0.0075429       -0.28598        0.77489
    <strong>ShortRun{7}(4,2) </strong>      -0.010906      0.0077501        -1.4072        0.15938
    <strong>ShortRun{7}(1,3) </strong>      0.0013913       0.009434        0.14748        0.88275
    <strong>ShortRun{7}(2,3) </strong>       0.030462      0.0097245         3.1325      0.0017333
    <strong>ShortRun{7}(3,3) </strong>       -0.01794      0.0066308        -2.7056      0.0068187
    <strong>ShortRun{7}(4,3) </strong>     -0.0038398      0.0068129        -0.5636        0.57302
    <strong>ShortRun{7}(1,4) </strong>       0.029484       0.008912         3.3084     0.00093844
    <strong>ShortRun{7}(2,4) </strong>      0.0042414      0.0091864         0.4617        0.64429
    <strong>ShortRun{7}(3,4) </strong>      0.0048601      0.0062639        0.77589        0.43782
    <strong>ShortRun{7}(4,4) </strong>      -0.011511       0.006436        -1.7886       0.073679
    <strong>ShortRun{8}(1,1) </strong>       0.029957       0.010228          2.929      0.0034007
    <strong>ShortRun{8}(2,1) </strong>       0.026388       0.010543         2.5029       0.012318
    <strong>ShortRun{8}(3,1) </strong>       0.010004      0.0071888         1.3916        0.16403
    <strong>ShortRun{8}(4,1) </strong>        0.01042      0.0073862         1.4107        0.15832
    <strong>ShortRun{8}(1,2) </strong>      0.0069633      0.0096661        0.72038        0.47129
    <strong>ShortRun{8}(2,2) </strong>        -0.0124      0.0099638        -1.2445        0.21331
    <strong>ShortRun{8}(3,2) </strong>     -0.0057245       0.006794       -0.84259        0.39946
    <strong>ShortRun{8}(4,2) </strong>      0.0020568      0.0069806        0.29464        0.76827
    <strong>ShortRun{8}(1,3) </strong>     -0.0073421      0.0083398       -0.88036        0.37866
    <strong>ShortRun{8}(2,3) </strong>       0.026841      0.0085967         3.1222      0.0017949
    <strong>ShortRun{8}(3,3) </strong>        0.01526      0.0058618         2.6033      0.0092337
    <strong>ShortRun{8}(4,3) </strong>       0.015287      0.0060228         2.5381       0.011145
    <strong>ShortRun{8}(1,4) </strong>       0.020119      0.0079288         2.5375       0.011165
    <strong>ShortRun{8}(2,4) </strong>      -0.022406       0.008173        -2.7415      0.0061162
    <strong>ShortRun{8}(3,4) </strong>       0.015861      0.0055729          2.846      0.0044266
    <strong>ShortRun{8}(4,4) </strong>       0.027458       0.005726         4.7954     1.6233e-06
    <strong>ShortRun{9}(1,1) </strong>      -0.011992       0.008868        -1.3522         0.1763
    <strong>ShortRun{9}(2,1) </strong>      0.0015695      0.0091411         0.1717        0.86367
    <strong>ShortRun{9}(3,1) </strong>      0.0047421       0.006233         0.7608        0.44678
    <strong>ShortRun{9}(4,1) </strong>       0.010184      0.0064042         1.5901        0.11181
    <strong>ShortRun{9}(1,2) </strong>     -0.0042993      0.0084415       -0.50931        0.61054
    <strong>ShortRun{9}(2,2) </strong>      -0.014252      0.0087014        -1.6379        0.10144
    <strong>ShortRun{9}(3,2) </strong>      0.0089372      0.0059332         1.5063        0.13199
    <strong>ShortRun{9}(4,2) </strong>      -0.014592      0.0060962        -2.3936       0.016682
    <strong>ShortRun{9}(1,3) </strong>      -0.005156      0.0067896        -0.7594        0.44761
    <strong>ShortRun{9}(2,3) </strong>       0.032739      0.0069987         4.6779     2.8987e-06
    <strong>ShortRun{9}(3,3) </strong>     -0.0031366      0.0047722       -0.65727        0.51101
    <strong>ShortRun{9}(4,3) </strong>      0.0021981      0.0049032        0.44829        0.65394
    <strong>ShortRun{9}(1,4) </strong>       0.012328      0.0065297          1.888       0.059023
    <strong>ShortRun{9}(2,4) </strong>      -0.042092      0.0067308        -6.2537     4.0094e-10
    <strong>ShortRun{9}(3,4) </strong>      0.0012508      0.0045895        0.27253        0.78522
    <strong>ShortRun{9}(4,4) </strong>     -0.0043699      0.0047156       -0.92669        0.35409
    <strong>ShortRun{10}(1,1)</strong>       -0.01452      0.0074308         -1.954       0.050698
    <strong>ShortRun{10}(2,1)</strong>     0.00037966      0.0076596       0.049566        0.96047
    <strong>ShortRun{10}(3,1)</strong>      0.0069576      0.0052229         1.3321        0.18281
    <strong>ShortRun{10}(4,1)</strong>      0.0012467      0.0053663        0.23232        0.81629
    <strong>ShortRun{10}(1,2)</strong>       0.010755      0.0071566         1.5028        0.13288
    <strong>ShortRun{10}(2,2)</strong>      -0.013099       0.007377        -1.7756       0.075793
    <strong>ShortRun{10}(3,2)</strong>     -0.0023272      0.0050302       -0.46266        0.64361
    <strong>ShortRun{10}(4,2)</strong>     0.00033464      0.0051683       0.064748        0.94837
    <strong>ShortRun{10}(1,3)</strong>    -0.00078474        0.00511       -0.15357        0.87795
    <strong>ShortRun{10}(2,3)</strong>       0.011869      0.0052674         2.2533       0.024243
    <strong>ShortRun{10}(3,3)</strong>     -0.0018466      0.0035917       -0.51415        0.60715
    <strong>ShortRun{10}(4,3)</strong>       0.008474      0.0036903         2.2963       0.021659
    <strong>ShortRun{10}(1,4)</strong>      0.0091398      0.0050532         1.8087       0.070496
    <strong>ShortRun{10}(2,4)</strong>      -0.014135      0.0052088        -2.7136      0.0066556
    <strong>ShortRun{10}(3,4)</strong>      0.0060223      0.0035517         1.6956       0.089962
    <strong>ShortRun{10}(4,4)</strong>      -0.015111      0.0036493        -4.1408     3.4611e-05
 
<strong>   Cointegration Matrix (User-Specified):</strong>
     1     1     1
    -1     0     0
     0    -1     0
     0     0    -1
 
<strong>   Innovations Covariance Matrix:</strong>
   1.0e-04 *
    0.3194    0.0333    0.0121   -0.0210
    0.0333    0.3394   -0.0246    0.0091
    0.0121   -0.0246    0.1578   -0.0038
   -0.0210    0.0091   -0.0038    0.1666
 
<strong>   Innovations Correlation Matrix:</strong>
    1.0000    0.1010    0.0538   -0.0910
    0.1010    1.0000   -0.1065    0.0382
    0.0538   -0.1065    1.0000   -0.0233
   -0.0910    0.0382   -0.0233    1.0000
Random walk decomposition in event time
Sum of vma coefficients:
  nbbPart  nboPart    nbbSIP    nboSIP
   0.6133   0.7461  -0.02737  -0.03658
per period var_w:    0.000034 sd_w:    0.005838
info share bounds:
             Min      Max
nbbPart  0.34423  0.45519
nboPart  0.53990  0.65285
nbbSIP   0.00033  0.01031
nboSIP   0.00007  0.00665
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.98715  0.99955
nbbSIP nboSIP    0.00045  0.01285

Ending IBM 20161003 analysis at 10-Nov-2018 10:40:20. Elapsed time is 00:16.86.

MVARiPartSIP01ET_IBM_20161003 starting at 10-Nov-2018 07:40:53
Reading data for event-time analysis (10-Nov-2018 07:40:53)
ans =
       37986           5
  35100.131687  157.510000  157.620000  157.510000  157.630000
  35100.132117  157.510000  157.620000  157.510000  157.620000
  35101.846640  157.520000  157.620000  157.510000  157.620000
  35101.846892  157.520000  157.620000  157.520000  157.620000
  35101.935398  157.520000  157.610000  157.520000  157.620000
  35101.935826  157.520000  157.610000  157.520000  157.610000
  35108.278441  157.510000  157.610000  157.520000  157.610000
  35108.278488  157.510000  157.600000  157.520000  157.610000
  35108.278683  157.500000  157.600000  157.520000  157.610000
  35108.278724  157.500000  157.600000  157.510000  157.610000
  57595.168951  157.580000  157.600000  157.580000  157.600000
  57595.181581  157.570000  157.600000  157.580000  157.600000
  57595.181835  157.570000  157.600000  157.570000  157.600000
  57595.213135  157.570000  157.610000  157.570000  157.600000
  57595.214101  157.570000  157.610000  157.570000  157.610000
  57595.218850  157.580000  157.610000  157.570000  157.610000
  57595.219750  157.580000  157.610000  157.580000  157.610000
  57595.534013  157.590000  157.610000  157.580000  157.610000
  57595.535806  157.590000  157.610000  157.590000  157.610000
  57596.560533  157.600000  157.610000  157.590000  157.610000
  57596.562570  157.600000  157.610000  157.600000  157.610000
est = 
  <a href="matlab:helpPopup vecm" style="font-weight:bold">vecm</a> with properties:

             Description: "4-Dimensional Rank = 3 VEC(10) Model"
             SeriesNames: "nbbPart"  "nboPart"  "nbbSIP"  ... and 1 more
               NumSeries: 4
                    Rank: 3
                       P: 11
                Constant: [41 vector of zeros]
              Adjustment: [43 matrix]
           Cointegration: [43 matrix]
                  Impact: [44 matrix]
   CointegrationConstant: [31 vector of zeros]
      CointegrationTrend: [31 vector of zeros]
                ShortRun: {44 matrices} at lags [1 2 3 ... and 7 more]
                   Trend: [41 vector of zeros]
                    Beta: [40 matrix]
              Covariance: [44 matrix]
{No appropriate method, property, or field 'copy' for class 'vecm'.
Error in <a href="matlab:matlab.internal.language.introspective.errorDocCallback('MVARiPartSIP01ET', 'C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01ET.m', 112)" style="font-weight:bold">MVARiPartSIP01ET</a> (<a href="matlab: opentoline('C:\Active\PDL\MatlabNovember2018\MVARiPartSIP01ET.m',112,0)">line 112</a>)
e2=est.copy} 
helpPopup vecm
