ARDL#1 ARDL Co-Integration : An Introduction

[@TolulopeAdebayo-h3k]

Thanks for your videos, i have got my dependent variable stationary at level while my 3 independent variables are non-stationary but i used them for my ARDL model since you said it works for both stationary and non stationary data. At first I used first difference to transform my inflationrate but it was not stationary while my other 2 dependent was stationary then i transformed the 3 independent variable to log returns and took the first difference they were all stationary.

[@vanshcommerce4399]

Nicely explained. Thankyou madam.

[@infoknowledge2871]

which one should i use, original data or differenced data in testing ardl model as my data become stationary at I(1)

[@drhimanigupta]

Original data

[@deepakkrishnan2175]

Hi, why would we need to check for stationarity if ARDL works for both stationary and non stationary data? Is it because there will be a difference in the way we interpret the model?

[@drhimanigupta]

To apply ARDL model we have to check the stationarity at level or first difference. Unless and until you will get to know that some variables are stationary at level and some at first difference you can not apply ARDL Model. So checking is must

[@anitamahapatra1847]

Good evening ma'am. If one of the variables is I(1 ) and other is I(3), then which method of cointegration is used?

[@drhimanigupta]

Please contact me on the email ID mentioned on my channel. Thanks

[@anitamahapatra1847]

@@drhimanigupta thank you 😊

[@atilolaopeyemi8107]

Thank you :)

[@drhimanigupta]

You're welcome!