Відео

Simple and nice. Thank you!

Thanks

And we check stationary only for original data? Not components from decomposition?❤

Sir we have to do decomposition??❤

Very kind of you

what if my c and trend aren't stat significant?

Hello! Than you so much! Please which version of E-views did you use ? Thanks!

I’ve been watching your videos on applying time series analysis with EViews, and I found them super helpful! I was wondering if you could create some videos showing how to do time series analysis using R. Thanks a ton!

Si la serie n 'est pas stationnaire apres une deuxieme differenntiation et la variable ne suit pas la loi normale

If there a case like non stationary at intercept and stationary at trend & intercept. How to conclude it? Do we conclude it as stationary or non stationary?

If I use RStudio to analyze data, can I then use Python to forecast the model? Which one is better? RStudio for Both Analysis and Forecasting or RStudio for Analysis, Python for Forecasting?

It it very helpful for someone like me who is not familiar with this application, thank you :)

thanks man. you saved me from real pressure. you are the best.

this video really helped me out thankyou, how would i calculate multicollinearity in var model

so impressive but please could You share with us the text cod ?

Great tutorial! Thanks for this one..

Sir vey nicely explained. Kindly let me know how to incorporate the effect of exogenous variables?

Simple and straightforward! Great tutorial! Thanks!

Hello, does the cyclical component represent the output gap? or how do I calculate output gap on e-views using HP Filter?

It realy worth my time watching it

This video has opened my eyes. What a life savior!

It's helpful , Thank you

Sir How to write equation estimation

You're great!

hello what is the solution when we use macroecomic variables with structural breaks in our panel data analysis? whats the unit root test we should conduct there?

please give me do file because i can not buy it

How can i drop an insignificant lag in a model arima(7,0,5) without ar lag 3 & 5

Thank you sooooo much for such beautiful clear explanation

Thank you so much . Very clear explanation.

intuitively speaking, the result: "fed rate is not useful to predict inflation" -- does that make sense?

How can we do BG test ARIMA after estimation?

Very direct, thanks

thank you sir

Your videos are mesmerizingly educative. I wonder if you are going to upload a video about DCC-GARCH models. I can join your channel if you have already gotten one. Please reply below this comment. Thanks in advance mate! :)

I have watched almost all your videos and they are good. I used your two videos on VAR model using Stata and I literally followed your guide for my time series project. I am now studying for my exams and your videos have made this course more fascinating than my course at uni has done. Thank you sir!🙇‍♀️

Best time series "lecturer" 🙇‍♀️

Thank you so much from Cambodia.

You saved my final university thesis, you will always be my hero ❤❤❤

Youre amazing

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MUCHAS GRACIAS🎉🎉🎉

U know shit is real when indian guys are listening, instead of teaching. The best Stata VAR video so far

What we do the analysis with general forms of functions, like f(Kt,1-Ht) and no specific Cobb Douglas or other. How the equations are modified?

Hi sir immediately i need Your help

what a legend! thanks

hello sir, i would like to ask about the VAR estimate. What should i do if the that we choose is 4 and when i estimate with "varsoc" the best estimate using lag 4, and i try again with lag 5 and the best estimate changes using lag 5. Then, what should i choose?

I love you man.. 😅😅

Which software did you use for this please?

Very useful

hello sir, what if the data use lag 5 but when we write varlmar only 2 lag are appears?