in interpretation of final coefficient, the equation is not on the level but on the difference right? should we adjust the interpretation of for examples C2 coefficient then?
Thank you for your excellent presentation. I just wanted to ask if you provide a REFERENCE for interpreting "Normalized Con-integration" results, confirming that the sign of coefficients should be interpreted to show an opposite relation, meaning that the positive sign shows a negative relationship whereas the negative sign shows a positive relationship.
Sir I have run VECM residuals diagnostic but my model found non normal and hetroskedastic residuals but it solution for it I already taking my variable as natural log form. What can I do for this problems Pls rpy
do we need to estimate all the two equations( in case of two variables) in order to determine the direction(bidirectional and unidirectional) of causality
@@dr.shobhak6764 then for determining bidirectional or unidirectional causality, we need to run vecm twice, taking one variable as dependent for first time and second variable as dependent for next time
Mam if we found 3 cointegrating equations, then while running vecm, should we enter 3 or 1 in rank option? If i put one, will it make any difference. Or if i put 3 then how to interpret three cointegrating equations? BTW hats off to ur great work. Respect from 🇵🇰
@@dr.shobhak6764 in that case which Normalized cointegrating coefficients will be interpreted? (3 Cointegrating Equation(s): or 1 Cointegrating Equation(s): ) Your response will be highly obliged.
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Your explanation was so easy to understand, you really helped me mam
Excellent presentation! Highly useful
Thank u ....u have solved a difficult issue
thank you so much mam, this helps me a lot.
nice explanation maam.
Good explanation. 👍
Thanks!
Thank you so much ma'am
Thank you so much mam👍
Thanks mam
it is so beautiful presentation but when the time comes to use in my study, I confuse soo much. Would you please help me to run a model?
in interpretation of final coefficient, the equation is not on the level but on the difference right? should we adjust the interpretation of for examples C2 coefficient then?
Thank you for your excellent presentation.
I just wanted to ask if you provide a REFERENCE for interpreting "Normalized Con-integration" results, confirming that the sign of coefficients should be interpreted to show an opposite relation, meaning that the positive sign shows a negative relationship whereas the negative sign shows a positive relationship.
Refer journals or manual
Sir I have run VECM residuals diagnostic but my model found non normal and hetroskedastic residuals but it solution for it
I already taking my variable as natural log form.
What can I do for this problems
Pls rpy
do we need to estimate all the two equations( in case of two variables) in order to determine the direction(bidirectional and unidirectional) of causality
Not required.
@@dr.shobhak6764 then for determining bidirectional or unidirectional causality, we need to run vecm twice, taking one variable as dependent for first time and second variable as dependent for next time
From granger itself you will know whether it's bi or unidirectional
@@dr.shobhak6764 thankyou ma'am
Good evening Dr,
How can i find ECT+ and ECT- in eViews. Am stuck. Kindly assist. Thanks in advance.
Kind regards,
Tumelo Arthur Mohale
Why is written the cointegrating equation =LNX+14.12LNY - 5.746LNZ (video at 4.44min)? Should the correct form be LNX=14.12LNY - 5.746LNZ !
i have 15 observations, and 4 variables, i can't apply vecm in eviews, any alternate way mam? thankyou
Too less
Ma'am what if my ECT is negaitive but insignificant, what does it imply?
How to compute SVECM model
Mam if we found 3 cointegrating equations, then while running vecm, should we enter 3 or 1 in rank option? If i put one, will it make any difference. Or if i put 3 then how to interpret three cointegrating equations? BTW hats off to ur great work. Respect from 🇵🇰
For easy explanation one is enough.
@@dr.shobhak6764 in that case which Normalized cointegrating coefficients will be interpreted? (3 Cointegrating Equation(s): or 1 Cointegrating Equation(s): )
Your response will be highly obliged.
Mam if your vector and correlation negative zero then be more so what reason will you write
I can't understand the question raised
mam how to interpret the results if coefficients are positive and the t values are are not significant ?
If it's not significant. Though positive, the variable has no impact
@@dr.shobhak6764 and I'm case of coefficients doesn't lie between zero to one in that case how to interpret mam ?
Good afternoon ma'am
What can I do if the log value of data is stationary at 2nd difference?
Toda Yamato test is possible