Dynamic autoregressive distributed lag simulations

[Charles Saba]

Please how do i obtain the actual value for the error correction in the Dynamic autoregressive distributed lag simulations

dynardl lrgdp lco2 lmilexy lecom ltrd, ///
> lags(1, 1, 1, 1, 1) diffs(., 1, 1, 1, 1) ///
> shockvar(lco2) shockval(1) ///
> time(10) range(30) graph ec
-----------------------------------------------

Option ec specified, dependent variable to be run in differences

Source | SS df MS Number of obs = 59
-------------+---------------------------------- F(9, 49) = 8.95
Model | .019821655 9 .002202406 Prob > F = 0.0000
Residual | .012060496 49 .000246133 R-squared = 0.6217
-------------+---------------------------------- Adj R-squared = 0.5522
Total | .031882151 58 .000549692 Root MSE = .01569

------------------------------------------------------------------------------
dlrgdp | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
L1_lrgdp | -.0541546 .0233974 -2.31 0.025 -.1011735 -.0071357
D_lco2 | -.0000502 .0434452 -0.00 0.999 -.0873566 .0872563
L1_lco2 | .0007204 .0287879 0.03 0.980 -.0571311 .058572
D_lmilexy | -.0301233 .0223408 -1.35 0.184 -.0750188 .0147722
D_lecom | .1697011 .069332 2.45 0.018 .0303733 .309029
D_ltrd | .1534856 .0321166 4.78 0.000 .0889449 .2180263
L1_lmilexy | -.021028 .0095447 -2.20 0.032 -.0402088 -.0018473
L1_lecom | .0370376 .0418572 0.88 0.381 -.0470777 .1211529
L1_ltrd | .0446178 .0266799 1.67 0.101 -.0089975 .0982332
_cons | .8942795 .2846152 3.14 0.003 .3223239 1.466235
------------------------------------------------------------------------------