Cointegration test in EVIEWs
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- Опубликовано: 16 май 2020
- Cointegration test in EVIEWs
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In this video i will teach you about Cointegration test in EVIEWs, and we will understand it by using examples.
If you have any problem please comment below
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If you have any query related please comment below
Thanks for your help. But what happens if you are using single equation model?
Wow ma'am thank you, it was really helpful. I've been watching dozens of videos but nobady was such clear as you.
ver good effort
Well explained. Thank you. Want more such videos 🙏🙏🙏🙏🙏🙏🙏🙏
Kindly recommend, if you need any specific.
Hi. thank you for your video. Would you please help me on a specific problem? How do we use cointegration test when we have systems of equations? And one big problem is the angle granger critical values for this test are for samples above 50. I have a translog system which each of it's equations has just 20 elements! I can't make my sample size; so do you know what should I do?
I have a question. I am trying to test cointegration between 6months treasury bill and 10 years. One of the variables is stationary and one is not.
If I take the first difference my non stationary variable becomes integrated of I(1). Can I use johansen to test variables of different order of integration I(1) and I(0)? Or do I convert by differencing my I(0) into I(1) then run the johansen test. Please let me know if it makes any difference and which method I use
Hi, I would like to ask what is the reason caused a cointegration test failed to performed? When I key-in all data into the e-views and try to perform the test, it cannot run the test🤔
In analysing the result when the critical value is higher than trace statistic should we reject giving that the prob is less than 5%?
Probability values can be authentic. So take the decision based on prob values. If value less than the threshold, reject null hypothesis otherwise accept it.
hi, I have got a result three variables are integration out of eight variables from Johanson cointegration test , does it cointegration or not ?
No, first check the stationary property by applying unit root, if all variables are integrated then apply cointegration.
While performing the test should the data be at value or at first level? Should we convert the data into first difference and then apply cointegration test?
If there is a trend then convert the data into first difference, otherwise not needed
want to ask what is sbic lag length criteria in unit root adf
Can you please rephrase the question?
Is Augmented Engle Granger also a co -integration test
Yes, this is also a co-integration technique.
What if the stearic is on two values of AIC?
So take any one of them. These are different options.
@@QRSchool thanks alot
if only one p value is less than 0.05 we should reject or accept the hypothesis ?
If any one of the P-value is < 0.05, reject null hypothesis.
@@QRSchool thanks 🙏
mine is showing near singular matrix, what does it mean please?
When the regressors are highly collinear, it gives singular matrix error.
How to correct it?
@@QRSchool How do we correct it?