Great! I have just one question, the optimal lag depends on the "order" you chose in the "grangertest" command? since it uses the granger result. Thanks!
Thanks for this. 2 quick ones. Did you say Argis and AriF are logged? Also why do you assume an order of integration of 1 (e.g. diff(Argis))? Should you not run nidffs or something? Thanks.
Hi, we can do VAR for more than two variables also and the interpretation would be similar. But I heard that R has some issues in modelling more than 2 variables, though I never used.
just wanted to say that I've been watching a bunch of your videos about how to use R and they all been really helpful.
Thanks a lot for the compliment! Keep Learning:)
Amazing content my friend, thanks for sharing!
excellent video - i love how you call us friends :) @sarveshwar inani
Thanks!!
Love your positive communication!
Thanks for your kind compliment :)
Thanks for the video, very helpful indeed! I only have one question - how do we best estimate the lag length?
Cheers!
Hi, suppose we need to compare the magnitudes of GC. Is it the F statistics value?
gracias ....
Great! I have just one question, the optimal lag depends on the "order" you chose in the "grangertest" command? since it uses the granger result. Thanks!
Thanks for this. 2 quick ones. Did you say Argis and AriF are logged? Also why do you assume an order of integration of 1 (e.g. diff(Argis))? Should you not run nidffs or something? Thanks.
Hi, if there are more than two variables, can we still put VAR result and a cause into causality()? And how would you interpret the results?
Hi, we can do VAR for more than two variables also and the interpretation would be similar. But I heard that R has some issues in modelling more than 2 variables, though I never used.
Keep getting. “Argument cause does not match variables names.” Checked variables, I don’t really know how to solve this
thanks, really helpful video :)
Most welcome!
Hi, it is nice. Can we get the codes somewhere?
sanjeet bhai