How to run Vector Error Correction Model in R Studio

Поделиться
HTML-код
  • Опубликовано: 22 авг 2024
  • Hello friends,
    Hope you all are doing great!
    This video describes how to run Vector Error Correction Model in R Studio.
    I have used R studio here. But you can use Stata Or Eviews.
    Subscribe the channel for such updates
    Please visit my blog:
    learningeconome...
    My website
    sites.google.c...
    See my research on my Google Scholar profile
    scholar.google...
    Ask me questions
    sarveshwarinani@gmail.com

Комментарии • 14

  • @aliuomotayosikiru6154
    @aliuomotayosikiru6154 4 года назад +3

    Thank you for this video, very helpful. Please can you explain how to interpret the VECM (cajorls) results in R?? Really need help on this thanks.

  • @desycaesary6036
    @desycaesary6036 5 лет назад +5

    thank you for the video, however would you mind to explain about interpreting the results from the VCEM (cajorls)? Thanks a lot

  • @dr.swapnilsoni
    @dr.swapnilsoni 4 года назад +2

    Nice sir!
    Pl explain the interpretations of the results

  • @arisrom8839
    @arisrom8839 6 лет назад

    It's indeed useful tutorial instruction that I can follow to reach the results. Thank you very much

  • @chriscollins9723
    @chriscollins9723 5 лет назад +3

    Hi! Thank you for the video, its really helpful. If you wanted to include exogenous variables in the VECM model how would you specify this?

  • @ezparcko
    @ezparcko 6 лет назад +1

    Hi, thanks for the video. The explanations its very well, only one dude, do you know why the results of VECM are different between R and Eviews.

  • @KeitaSey
    @KeitaSey 7 лет назад

    Very useful. I appreciate it. It would be more interressing if you've deteiled coeff significance part. Anyway thanks very much

  • @thiagoluz1052
    @thiagoluz1052 3 года назад

    thanks a lot. Very good video.

  • @misty_doi11
    @misty_doi11 6 лет назад +1

    Urgent, do you know how to check for significance of coefficients in a vec model

  • @tenzinnamdhak
    @tenzinnamdhak 7 лет назад

    Hi thanks a lot for the videos. Are we using the same programming language for the panel data???

  • @francisowino6985
    @francisowino6985 5 лет назад

    I was wondering about the t-statistics and the p-values

  • @WahranRai
    @WahranRai 4 года назад

    Could you give us the link of your csv files !
    It will be useful for replaying the code !

  • @Cathytran77
    @Cathytran77 5 лет назад

    How do we know the max lag that we should apply please ?

    • @owoled282
      @owoled282 5 лет назад

      2, no more than 3. like ig hashtags. I have read Hamilton's book you know xd