Test for Unit Roots on Multiple Time Series at Once EViews
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- Опубликовано: 22 авг 2024
- Test for Unit Roots on Multiple Time Series at Once in EViews
In this tutorial, we'll explore how to conduct a unit root test on multiple time series at once in EViews, a popular econometric software package.
Many people often wonder how to automate the process of running an ADF or Phillips Perron unit root test on multiple variables when working with a model that involves several variables. In this video, we'll show you how to do just that by downloading an add-in in EViews.
We'll start by plotting multiple variables on a single graph, and then proceed to walk you through the process of downloading and installing the add-in to conduct multiple unit root tests simultaneously.
By the end of this tutorial, you'll have a clear understanding of how to conuct multiple unit root tests in simultaneous and interpret the output.
Don't forget to subscribe to my channel for more tutorials on time series analysis, and leave a comment below if you have any questions or suggestions for future videos. Thank you for watching, and I hope you find this tutorial helpful.
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JDEconomics
Hi Everyone! Thanks for watching!
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Dont forget to like, subscribe and comment!
Big thanks for your amazing support!
Juan D.
JDEconomics
Excelent video. Thank you. I am using Eview 11 and I have understood that Eview 13 has this facility (multiple UR Test) incorporated as a separate command.
Thanks for the feedback! I have Eviews 10. My version is old :( hahah! Cheers, JD
Thank you dear for refer to my add-ins
No worries! Thanks
Thanks for the knowledge sharing.
Thanks for your feedback! Have a great day!
Muchas gracias por el video!
Gracias por comentar! Comparte mi canal con tus allegados, así aumenta la visibilidad del canal! Mucha suerte, JD
Thanks for sharing this. May I please know what version of EViews you used in this video?
Eviews 13
@@JDEconomics Is the Add ins feature also available on older versions of EViews?
@@brianogbogu6590I would think so. You can check in the add ins
You're a star. But I had contacted via email that you provided on your website. I needed some guidance on modelling for my data for my thesis. I did not get feedback.
Hi JD Economics. I would suggest that you kindly do a bridge course on advanced Microeconomics and macroeconomics that focuses on DSGE modeling. Possibly mirroring PhD macroeconomics and macroeconomics. I believe that folks around the world would be interested, especially, for fees on Udemy and or Coursera.
What do you think. You could make it such that prospective PhD candidates would be attracted to it.
Hey. There isn’t much traffic on it, and people don’t want to pay anything. Hah. Unfortunately it’s not profitable. Also, takes a lot of time to work on DSGE models.
Cảm ơn bạn!
My pleasure! Cheers, JD
Hello sir, I'd to ask a question. Before doing stationary test some data need to be changed into lognatural. When do I have to change my data into log natural? What types of data do I need to change to logn? Thank you so much in advance! I'd really appreciate it if you can help me 🙏
Hi! A log transformation is normally applied to variables for three reasons: it helps us normalize the distribution, stabilize the variance, and interpret the results in percentage changes.
When you apply logs, the coefficients in the model have to be interpreted as % changes. (Example: A 2% change in X has a 5% positive impact on Y).
We normally use it on variables like GDP, CPI, Money supply, etc. It makes the analysis more simple. The coefficients are easier to visualize. If you don’t apply logs, you would interpret the results the following way “An increase of 20,716 millions of dollars has an increase of 4,058,272 dollars in GDP”. It’s easier to read in percentage points.
Regards! JD
I am a fan of you and I would purchasing your VAR course on Stata on Udemy. Thereafter, I would be also signing up for the DSGE modeling course as well.
Hi! I don’t have a Var course in Udemy. Only DSGE models for now.
Hi is there any methoad to analyze I(2) integration veriable to emparical analysis??
❤Thanks & Please do more on Copulas using Time Series❗️
❤Does Correlation at Levels or at First Differences have any Purpose ❓️
Hello, Can you do an example of predicting electricity consumption using Box-Jenkins method?
Thanks for the insightful video but i entered three different variables and it gave me result for only one variable. Thus only level and first difference result for one variable
Sorry. I am not sure why that would be. Good luck!