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ijcrb.webs.com INTERDISCIPLINARY JOURNAL OF CONTEMPORARY RESEARCH IN BUSINESS JUNE 2011 VOL 3, NO 2 (Madalla,1992).The theory of co-integration addresses this issue by introducing an error correction(EC) term. The error correction methodology is appealing because of its ability to induce flexibility by combining the short run dynamics and long run equilibrium model in a unified system while at the same time ensuring theoretical rigor and data coherency and consistency (Iyoha,2004).An ECM takes the following form: ∆Manuf t = β 0 + Σβ 1 ∆EXTD t - k + Σβ 2 ∆DTSP t - q + Σβ 3 ∆GEXPD t - g + Σβ 5 ∆EC t-1 + U t .. 9 j=0 j=0 j=0 The expected signs of the coefficients a priori are j=0 β 1
ijcrb.webs.com INTERDISCIPLINARY JOURNAL OF CONTEMPORARY RESEARCH IN BUSINESS JUNE 2011 VOL 3, NO 2 Equation 11 shows the first difference and the error correction term as earlier define ∆Agric t = β 0 + Σβ 1 ∆EXTD t - k + Σβ 2 ∆DTSP t - q + Σβ 3 ∆GEXPD t - g + Σβ 4 ∆EC t-1 + U t … 11 The expected signs of the coefficients a priori are j=0 β 1
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