(Excel):Perform Augmented Dickey-Fuller Test, Stationarity

Поделиться
HTML-код
  • Опубликовано: 13 дек 2024

Комментарии • 45

  • @CrunchEconometrix
    @CrunchEconometrix  6 лет назад +2

    RUclips recently changed the way my content will be monetised. My channel now needs 1,000 subscribers. So it would be amazing if you show your support by both watching my videos and subscribing to my channel if you haven’t done so already. Monetising my videos allows me to invest back into the channel with some new equipment so this small gesture from you will be extremely huge for me. Many thanks for your support….CrunchEconometrix loves to teach, help me stay online.

  • @SamuelSNtege
    @SamuelSNtege 4 года назад +1

    Thank you Gaal. Greetings from Uganda

    • @CrunchEconometrix
      @CrunchEconometrix  4 года назад

      U're welcome, Samuel!🙏😊 Humble thanks from Nigeria 🇳🇬.

  • @KamranAli-jo2nb
    @KamranAli-jo2nb 3 года назад +1

    Explained in easy method.

  • @ferrarisura
    @ferrarisura 3 года назад +1

    well explained . greetings from Sri Lanka

    • @CrunchEconometrix
      @CrunchEconometrix  3 года назад

      Thanks Ferrari, for the positive feedback. Deeply appreciated!

  • @tsegayetadesse5559
    @tsegayetadesse5559 3 года назад +1

    Thanks so much. It is a great benefit to me watching this vedio and eased my job.
    Thank you once again.

  • @hareedyhareedy2863
    @hareedyhareedy2863 5 лет назад +1

    Great thanks. I am waiting for more econometric test using excel

    • @CrunchEconometrix
      @CrunchEconometrix  5 лет назад

      U're welcome, Hareedy. But highly unlikely because the Excel application is not built for robust econometric procedures like EViews, Stata, R etc.

  • @letibc
    @letibc 4 месяца назад +1

    hello, the ADF number that she is using to reject the hypothesis is from STATA right? can we calculate that number in excel? or not

  • @nileshramnarain7962
    @nileshramnarain7962 5 лет назад +2

    Really clear and well explained, thank you!

  • @iffahfarzanamohamadrodi
    @iffahfarzanamohamadrodi 5 месяцев назад +1

    Good day mam. Can u do a forecast for ardl to predict in future using ARDL instead of VAR. I have problem to do it. :( thanks

    • @CrunchEconometrix
      @CrunchEconometrix  5 месяцев назад

      Hi Iffah, I have no idea about using ARDL for forecast. You may want to check out other online resources. Thanks.

  • @elem2627
    @elem2627 11 месяцев назад +1

    Dear prof. I have a question, if our both dependent and independent variables are I(1), can we perform standart regression (ols) using first differenced series?

  • @prettypjohn4669
    @prettypjohn4669 4 года назад +1

    Thank you so much ma'am. It is so helpful.

    • @CrunchEconometrix
      @CrunchEconometrix  4 года назад

      Hi Pretty John, thanks for the positive feedback and kind remarks about my RUclips video. Deeply appreciated! Please may I know from where (location) you are reaching me?

  • @shristiachar795
    @shristiachar795 3 года назад +1

    Do we employ the ADF test even for independant variables?

  • @linnak.4962
    @linnak.4962 Год назад +1

    how do we include trend in ADF in excel?

    • @CrunchEconometrix
      @CrunchEconometrix  Год назад

      Hi Linna, generate the trend variable, t and include it in the estimation.

    • @linnak.4962
      @linnak.4962 Год назад +1

      @@CrunchEconometrix thank you for reply :)

  • @khaledmustafa7341
    @khaledmustafa7341 2 года назад +1

    Hello sir, I have a question, when I manually find the Dickey Fuller statistic value, the statistic value is very slightly different from the value generated from the Eviews program, although I use the same data, what is the reason?
    I mean the normal Dickey Fuller test, not the developer

    • @CrunchEconometrix
      @CrunchEconometrix  2 года назад

      Hi Khaled, you don't expect to get the same results across different analytical software. Stick to one.

  • @Tiwo455
    @Tiwo455 5 лет назад +1

    I was trying to apply the regression but i had a problem in applying two rows on input range

  • @vig5678
    @vig5678 5 лет назад

    This well explained Ma'am! Could you link me to the research paper that you have used in this video at 2:56 ?

    • @CrunchEconometrix
      @CrunchEconometrix  5 лет назад

      Hi Vighnesh, the ADF test is very popular. You can easily get references online. I only showed how to perform the test in Excel.

  • @oishyahmed6947
    @oishyahmed6947 4 года назад

    How do we calculate the lagged value of the dependent variable in excel?

    • @CrunchEconometrix
      @CrunchEconometrix  4 года назад

      Hi Oshin, how do you mean? The coefficient is automatically derived.

  • @Tiwo455
    @Tiwo455 5 лет назад

    Regression X range and Y range must have the same number of rows (sample values ) regardless of labels

    • @CrunchEconometrix
      @CrunchEconometrix  5 лет назад

      Hi Tionge, your query is not quite clear.

    • @Tiwo455
      @Tiwo455 5 лет назад

      CrunchEconometrix I was able to solve it ,Thank you .Do you reply to email enquirers ?

    • @CrunchEconometrix
      @CrunchEconometrix  5 лет назад +1

      @@Tiwo455 Yes I do. But I request that all queries be posted on the comment section of the respective RUclips video so that other users can benefit from the discussion. May I know from where (location) you are reaching me?

  • @dr.ramchandradas288
    @dr.ramchandradas288 4 года назад +1

    thanks

  • @1rq338
    @1rq338 3 года назад

    i think that critical value for number of observation =86 , 5% significance in the video is not correct

    • @CrunchEconometrix
      @CrunchEconometrix  3 года назад

      Hi Pedro, and what do you suggest is the correct CV?