I am performing a multivariate time series analysis. My variables are stationary at level. Whenever I want to make a VEC model, but EViews will difference the data authomatically. What can I do about it so that my model won't be differenced?
If your variables are stationary at level, then VECM is not an appropriate model for them. VECM should be used for integrated variables that are cointegrated. For stationary data, use a VAR model instead.