All Unit Root Test in Eviews
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- Опубликовано: 11 сен 2024
- This video reveals an interesting procedure on how to carry out a unit root test on more than one variable at a time, without having to go through the stress of testing them one after the other. Note that this procedure is only available for the ADF, PP, KPSS and both ADF and PP tests.
#augmenteddickeyfullertest #ADF #phillipperron #PP #KPSS #Eviews #timeseries #econometrics #ChekwubeMadichie #chekwube #madichie
This video is very helpful. Thank you very much.
Nothing more, May God bless you
This video helped me so much for my dissertation thank you so much !! Also subscribed to the channel
Thanks for your support
Thanks for the Video..I however have a challenge. If have conflicting values for one of the variables as against when I run the unit root for that variable alone
what is the basis of how we choose trend, trend and intersept or nonE when we want to test the significance of the H0 ?
Thank you. I am working with these terms and it helps me a lot. I wish to contact you to ask some other questions. Regards.
Thanks for the review, you can connect with me on facebook @Chekwube Madichie for further clarification.
Very Nice Sir
Thanks a lot
Thank you sir. But I have issue with the probability value, some values are greater than one but they are significant. How can I defend myself?
Thank you so much ... very useful video :)
Welcome bro. I'm glad to hear that my videos are useful. Kindly share with your friends and colleagues and let them subscribe too.
Very helpful explanation!
I am working on my graduation thesis and I have a question. I am doing a study in the timeframe of 16 years. It should be a time series so I converted the data from yearly to quarterly in Eviews. Is the analysis correct this way or is there another way to enter data that I have quarterly in Excel?
Is there a problem if the kurtosis of the dependent variable is higher than 3 (6)? What modification can I do to get a correct one?
Thank you if you respond. I would like to contact with you for some other questions that I have. I would appreciate your help!
Also subscribed
Thanks a lot
thanks for the video. it really helps a lot.
You're always welcome bro. I'll keep doing my best.
when i try to perform this the option show" C:\USERS\HP\DOCUMENTS\EVIEWS ADDINS\URALL\URALL1.
PRG not found on disk." kindly help me i am unable to perform it.
Thank you for your interesting videos. They have been insightful. I have some inquiries about structural breaks and cointegration. Can i contact you on any social media to ask my questions?
Thanks for your review. You can reach me on facebook @Chekwube Madichie
Thank you for replying. I will do that.
Thank you
Is it possible to perform the Pesaran 2007 unit root test using Eviews?? You may kindly answer.
Yes, but the add-in is currently not available. We rely on the key modification of the previous Perron test.
how can i get "Add in" icon in my eviews software, i have eviews 11 but this icon is not there. can any one please help me.
You're using a limited version.
Does this apply to panel data?
No
very nice, please what about second generation unit root (eviews)
This method has only the ADF and PP tests available.
@@ChekwubeMadichie I searched for unit root tests (second genereation, its diponible in stata , this test : (CADF-CIPS) ,,,, thank's
helpful
Thanks brother ♥