I really loved all of your concise lecture series. I had so many misconfusion on Statistics (econometrics) but now i am much more confident, i understand the concept well. Thank you so much.
Thannnks again for your hard work .. i am learning many things from you .. So please sur I have a panel data 1- what i choose for unit root test ADF/PP or CIPS (cross-Sectional dependent?? I didn't know what is the difference between the two?? (Because in the articles i saw the both methods!! 2- after i do the unit root test, did i use the differences of the variables when for example estimate Var ? Like D(gdp) i(1)
Hello sir, i am PhD Student , for my panel data analysis, i have to check the outliers. i request for that, if you may provide the procedure of trimming and winsoring through eviews.
Sir please make video on BDS test in eviews. There is not even a single video available on this topic. I urgently need its please sir if possible make a short video 🙏
In multivariate analyses, if some variables are stationary by choosing intercept and some variables are stationary by choosing trend and intercept. Can we run further regression analysis? Thanks
Thank you for this. Further, can you please clarify on followings 1) how to choose between none, intercept and intercept+ trend based ADF test model? 2) what should be decision rule if there is conflicting results. For example, if none and intercept based test shows not stationary and intercept + trends shows stationary of the time series?
1. You can test with intercept and trend and intercept. None is not considered mostly because majority of the variable related to economic and finance does not have zero initial point. 2. Use another test like PP to confirm.
In multivariate analyses, if some variables are stationary by choosing intercept and some variables are stationary by choosing trend and intercept. Can we run further regression analysis? Thanks
Assalamu walekum sir, I have 20 stokcs (Independent variables) and NIFTY 5O INDEX(dependent variable) Step 1: applied adf test (all variables are stationary at 1 level) step 2: applied johansen cointegration approach step 3: Yes if there is cointegration between stocks and nifty 50 step 4: applied vecm model after this any other analysis can we do sir for risk reduction ? zajakallah khier
Sir, if during unit root testing 2 variables are at level and 3 variables are at first difference so which technique we used...ARDL,OLS,Johansen cointegration or someone else?
@@TJAcademyofficial kindly tell me if we have model and at none, and with intercept data is not stationary and at intercept and time trend if data is stationary then what should be consider
If one variable is in second difference so we will transform into log so after put log on such variable in order to comes in stationary or in 1st difference we will again use this log variable in unit root test ???? If 1 variable in second difference and other 4 variables is in 1st difference so we will run Johansen cointegration test Or not ????????? Plszzz sir guide
Thank you for your message. 1. Yes, after transformation it should be confirmed. 2. Johansen cointegration assumes that all variables are I(1) or first difference stationary.
hi i have a question. i am considering a panel data of 30 observations in total (6 banks X 5 years each) and i can't perform the unit root test, saying that there is not enough observations. what should i do? i can't increase my sample because of unavailability of information.
Thank you for your message. Stationary analysis is required for long (time series observations) data. Your data are short so need to apply stationary analysis. Find the link below for panel analysis on your data. ruclips.net/video/WUhS7FE2ZtM/видео.html
@@TJAcademyofficial thanks alot sir. I am learning according to your videoes. sir have you upload any video on nardl technique???or i need any help did you available on another platform like Facebook???
Ok sir, concerning the series you tested in the video is this series stationary or not??? in the third equation (with trend and intercept) the p-value is less than 0.05 so there is no unit root this what means the stationarity of the series but the series was not stationary in the two other equations and in addition to this the trend coefficient in equation three was significant, so the series is not stationary???
![Econometrics # 34 : Cointegration in 13 Minutes with English [CC] - Dr. Tehseen Jawaid](http://i.ytimg.com/vi/58Fc6PVYpeY/mqdefault.jpg)
![Econometrics # 34 : Cointegration in 13 Minutes with English [CC] - Dr. Tehseen Jawaid](/img/tr.png)
Thanks for explaining Stationary Series and Unit Root Test in such a nice manner.
Also See below videos. This will give you more info.
ruclips.net/video/d3Uy1p-DaOM/видео.html
ruclips.net/video/CaHcxLG0mH4/видео.html
JazakAllah
I really loved all of your concise lecture series. I had so many misconfusion on Statistics (econometrics) but now i am much more confident, i understand the concept well. Thank you so much.
My pleasure 🙂
Thank you very much its great help to understand the concepts. May Allah bless you Ameen
MashaAllah sir ❤️ crucial information
Excellent clarification
When to use none?
When Intercept?
When trend?
Thannnks again for your hard work .. i am learning many things from you ..
So please sur
I have a panel data
1- what i choose for unit root test ADF/PP or CIPS (cross-Sectional dependent?? I didn't know what is the difference between the two?? (Because in the articles i saw the both methods!!
2- after i do the unit root test, did i use the differences of the variables when for example estimate Var ? Like D(gdp) i(1)
Sir please share data triming and winsorizing procedure through eview
Awesome Dr..
Hello sir, i am PhD Student , for my panel data analysis, i have to check the outliers. i request for that, if you may provide the procedure of trimming and winsoring through eviews.
Sir please make video on BDS test in eviews. There is not even a single video available on this topic. I urgently need its please sir if possible make a short video 🙏
thanks for such a valuable lecture
I hope now I can submit my thesis ..thank you sir..and
Best of luck for your thesis 👍
Thank you
Thank you very much sir
In multivariate analyses, if some variables are stationary by choosing intercept and some variables are stationary by choosing trend and intercept. Can we run further regression analysis?
Thanks
Thank you for this. Further, can you please clarify on followings
1) how to choose between none, intercept and intercept+ trend based ADF test model?
2) what should be decision rule if there is conflicting results. For example, if none and intercept based test shows not stationary and intercept + trends shows stationary of the time series?
1. You can test with intercept and trend and intercept. None is not considered mostly because majority of the variable related to economic and finance does not have zero initial point.
2. Use another test like PP to confirm.
In multivariate analyses, if some variables are stationary by choosing intercept and some variables are stationary by choosing trend and intercept. Can we run further regression analysis?
Thanks
sir, please make a video on,... how to make a series stationary.
Please make more videos 🙏
Mashallah Sir
JazakAllah
sir, how to take unit root result to word and how to fix the data to be stationary
what if the series is not stationary at intercept and stationary with intercept and trend, should we conclude that the series is stationary?
Assalamu walekum sir,
I have 20 stokcs (Independent variables) and NIFTY 5O INDEX(dependent variable)
Step 1: applied adf test (all variables are stationary at 1 level)
step 2: applied johansen cointegration approach
step 3: Yes if there is cointegration between stocks and nifty 50
step 4: applied vecm model
after this any other analysis can we do sir for risk reduction ?
zajakallah khier
Sir, if during unit root testing 2 variables are at level and 3 variables are at first difference so which technique we used...ARDL,OLS,Johansen cointegration or someone else?
Thank you for your message. ARDL is appropriate.
Also watch below video for model selection
ruclips.net/video/klz24KQugbA/видео.html
Apko pta chla? Kia apk question ka answer
@@TJAcademyofficial kindly tell me if we have model and at none, and with intercept data is not stationary and at intercept and time trend if data is stationary then what should be consider
If one variable is in second difference so we will transform into log so after put log on such variable in order to comes in stationary or in 1st difference we will again use this log variable in unit root test ????
If 1 variable in second difference and other 4 variables is in 1st difference so we will run Johansen cointegration test Or not ?????????
Plszzz sir guide
Thank you for your message.
1. Yes, after transformation it should be confirmed.
2. Johansen cointegration assumes that all variables are I(1) or first difference stationary.
Sir is it possible to test the stationary properties of variable without log transformation
Yes
hi
i have a question. i am considering a panel data of 30 observations in total (6 banks X 5 years each) and i can't perform the unit root test, saying that there is not enough observations.
what should i do? i can't increase my sample because of unavailability of information.
Thank you for your message. Stationary analysis is required for long (time series observations) data. Your data are short so need to apply stationary analysis. Find the link below for panel analysis on your data.
ruclips.net/video/WUhS7FE2ZtM/видео.html
@@TJAcademyofficial thank you 😊
sir how to interpret unit root if we have to measure it with t statistics value..????does t statistics and p value show similar result or not??
Same but t tabulated will be different from normal t table
@@TJAcademyofficial thanks alot sir. I am learning according to your videoes. sir have you upload any video on nardl technique???or i need any help did you available on another platform like Facebook???
how to use this unit root test to determine the lags used to estimate VAR?
Ok sir, concerning the series you tested in the video is this series stationary or not??? in the third equation (with trend and intercept) the p-value is less than 0.05 so there is no unit root this what means the stationarity of the series but the series was not stationary in the two other equations and in addition to this the trend coefficient in equation three was significant, so the series is not stationary???
Jzak Allah sir
Plz intrpret t values
❤
Sir if you explain wald test f test redundant ommitted variables please share link of that video
Sir what is weak stationary
Zra smj nh i.....value to samny entr kro gdp inflation wgra ki....
If you want to know that how data enter in EViews then plz watch below video
ruclips.net/video/44Pjed8CkB0/видео.html