b) Anggap anda diberi keputusan berikut sebuah model anggaran VEC Suppose you were given the following results of an estimated VEC model ye = 5 -0.6(4t-1-1-0.5x4-1) Axe = 4 +0.4(Yt-1 - Bo - 0.5x4-1) Tulis semula model dalam bentuk VAR Rewrite the model in the VAR form. (6 markah/marks) c) Katakan anda diberikan keputusan berikut sebuah model VAR yang dianggarkan, tetapi anda juga diberitahu bahawa y dan x adalah kointegrasi Suppose you were given the following results of an estimated VAR model, but you were also told that y and x are cointegrated t = 0.2 +0.8yt-1 + 0.07x4-1 &t = -0.6 + 0.6yt-1 +0.7x4-1 Tulis semula model dalam bentuk VEC Rewrite the model in the VEC form (9 markah/marks) b) Anggap anda diberi keputusan berikut sebuah model anggaran VEC Suppose you were given the following results of an estimated VEC model ye = 5 -0.6(4t-1-1-0.5x4-1) Axe = 4 +0.4(Yt-1 - Bo - 0.5x4-1) Tulis semula model dalam bentuk VAR Rewrite the model in the VAR form. (6 markah/marks) c) Katakan anda diberikan keputusan berikut sebuah model VAR yang dianggarkan, tetapi anda juga diberitahu bahawa y dan x adalah kointegrasi Suppose you were given the following results of an estimated VAR model, but you were also told that y and x are cointegrated t = 0.2 +0.8yt-1 + 0.07x4-1 &t = -0.6 + 0.6yt-1 +0.7x4-1 Tulis semula model dalam bentuk VEC Rewrite the model in the VEC form (9 markah/marks)