Econometrics # 34 : Cointegration in 13 Minutes with English [CC] - Dr. Tehseen Jawaid
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- Опубліковано 13 тра 2020
- This video/lecture tells the concept of cointegration in econometrics.
Important Note: Estimated Y (Ycap) represents all independent variables. TJ Academy
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#Econometrics
#Economics
#Stationary
#nonstationary
#TimeSeries
#cointegration
![Time Series Model Selection Method - Urdu I Hindi | English [CC]](http://i.ytimg.com/vi/klz24KQugbA/mqdefault.jpg)
![Time Series Model Selection Method - Urdu I Hindi | English [CC]](/img/tr.png)
Far better explained than my professor did at Columbia
Sir aap technical models ko bhi bahut asaan zubaan me samjhate hain... Thank you... Love from India...❤️
Cnt explain my gratitude. I have been stressing over this topic since past few days. Thank you so much🙏
A big thankyou for making this so much easier for me
Thank you sir love from Gujarat👍👍👍👍
Great explain Sir. Keep up this good work. god bless you.
Alhamdulillah, excellent
Bohot acha padhate hai aap. Love from India
Thanks sir ! Excellently explained 👍
JazakAllah u khaira ! Your videos are very helpful 😊
❤️❤️best explanation sir....love from বাংলাদেশ
MA SHA ALLAH sir bahut awla...sir daily aik aik video upload krna bahut acha hoga ..videos daik Kai Econometrics easy feel hota ..sir daily base pai lecture daina ..
Will try
@@TJAcademyofficial VERY WELL EXPLAINED.
Thank you soooooo much for your great explanations
thank you for such a nice video
Thank you so much sir .....for such king of explanation........🎉
Awesome lecture sir😍😍
Sir i cant explain my thanking expressions but you just nailed the econometrics thank u so much sir....
My pleasure 🙂
Great Sir g!😍
EAGERLY WAITING FOR NEXT VIDEO
Soon InshAllah
Dr sahab great work
Thank you so much sir, for such clear explanation...i have been struggling to get grip on this topic for so long. Very grateful for your video.
My pleasure 👍
Great sir, Love from India
Thank you so much sir...
thankyou for the helpful tutorial
Allhamdulillah bht achy sy smj i
Maa sha Allah sir Method z very easy to understand. JazakAllah
Thank you 😊
ap apna brain mjhy de di .. such a amazing teacher
God bless you sir👏👏👏👏👍👍👍👍
MASHALLAH Sir love from bahawalpur.
Sir this lecture was very helpful
Thank you so much Sir
Great sir
Excellent sir
Zbrdsst Sir
Too good MashAllah..kindly make videos on wavelets analysis
Dr. i would like to ask you, so if all variables are I(0) then we can not use ARDL or ECM? Right?
In model VECM ...If i found the C1 negative but non significant at the level 5%. we say there is relation a long run between variables but without significant and there is not adjustment to equilibrium iin the short run to a long run
or say there is no relation a long run between variables but without significant?
love from india sir
hello sir i have time series data and i want to check in my data which is endogenous variable how to check it? any test for that
Thanks u so much sir✌✌✌
Superb
Informative Thanks Sir
very helpful sir
Mashallah sir
Very nice vedio this thing was not understand by me after this vedio I understand thank you
Thankyou so much sir
My pleasure. May I ask about the quality and understanding of subtitles?
Great ......really bakamal teacher
JazakAllah
Asalam alaikum sir...Thanks a lot for these lectures....sir plzz I request u to start course for NET exam.....
bohat bharya
Please make video on how to do thesis work
Sir 🙏🙏
Thanks a lot but I need also numerical example on each topic with mannual not eviews
@sir ap plzz sath questions ya examples ko bhi solve kiya krin jo topic k related hn
Hello Dr. Jawaid. I would like to thank you for the helpful videos on how to apply several concepts in EViews. Is it possible for you to explain the Cointegration with EViews? Also, it would be highly appreciated if you record some lectures in English.
Dear Elena, please find the links below (English Version):
EG Cointegration: ua-cam.com/video/daW8S4_98Js/v-deo.html
Johansen Cointegration: ua-cam.com/video/E4fjzpq63cc/v-deo.html
Zabardast 👍🏻sir g you made my day ,very well explain
Thank you ☺️
@@TJAcademyofficial sir cointegration with eveiws r Vector autoregressive models explanation plus eveiws pe kindly video banae
@@fahadsultan8473 soon Insha Allah
great
Hello Dr. Possible to do one in English. Thanks.
Hi, plz find the link below as requested
Link: ua-cam.com/video/daW8S4_98Js/v-deo.html
Hi good day, for the normalization section of the eviews output, if I'm using equation 2 instead of the one you used 4. For the constant sign would it change or remain the same? My constant in the output is positive should I change it to negative?
Thank you for your message. If you are talking about johansen cointegration, normalized equation does not have constant term.
@@TJAcademyofficial thanks for your response.
However i'm still a little confused.
my output are as follows
1 Cointegrating Equation(s): Log likelihood -1730.775
Normalized cointegrating coefficients (standard error in parentheses)
EXPORTS MS ER C
1.000000-0.014999-1192.683 8359.535
(0.01593) (1178.95) (6888.91)
so in my information below look where would the constant go? on 1, 2 or 3
Normalized Coefficients (table 3)
1. Cointegrating Vector = (1 - 0.014999 - 1192.683) + 8353.535
2. Cointegrating Relationship = 1EXPORTS-0.014999MS-1192.683ER = 0
3. Long run result: EXP= 0.014999 MS + 1192.682 ER
Ustad
excellent. sir one request is that plz give a reference in the link for whatever you explained in the video, cause if I am going to apply the test as per your explanation, my supervisor is going to ask for the refrence.
thank you.
This method is basically Engle-Granger residual based cointegration. For ref
1. Trade openness and Economic Growth: A Lesson from Pakistan, published in Foreign Trade Review
2. Inward Foreign Direct Investment and Aggregate Imports: Time Series Empirical Investigation published in International Economics and Finance Journal.
You may find all papers from may Google Scholar Profile
Link: scholar.google.com.pk/citations?user=zzWPr-EAAAAJ&hl=en
I love you
Wow
Bht late ho gya ab mera last semesster h ...aaj video daikhi to kash phly ye videos daikh lta to aaj CGPA acha hota
Thankyou so much sir for the wonderfull explanation. Sir please tell me if my some variables are stationary at level and some are stationary at 1st difference, in that case also we can check cointegration or only when all the variables are stationary at first difference can run cointegration test. If some are at level and some are at first dfference is ARDL appropriate to use? please revert sir Thankyou.
ARDL
Ye topic itna confusion te lakin video dehkne ke baad Mashallah ....sir ap se contacts ho skte hy ...online classes arrange krne ke hawale se
JazakAllah. For contact please visit
facebook.com/TJAcademyofficial/
what would happen if the variables aren't stationary at 1st difference?
Thank you very much. Please watch the video below
ua-cam.com/video/klz24KQugbA/v-deo.html
Sir what is difference between predicted value and estimated value?
Predicted values are specific values of the dependent variable that are calculated based on the estimated coefficients and the values of the independent variables, and they are used for making predictions.
Estimated values refer to the coefficients or parameters estimated by the econometric model, which describe the relationships between variables in the model and are crucial for understanding the underlying structure of the data and for performing statistical analyses.
Sir please upload the video on NARDL
Dear Sir Green line must be straight line
Thank you Dr. Shb. By the way if green would be straight then how error would be stationary at level?
sir! what is the connection between co integartion and spurious regression..??
Thank you for asking. Cointegration is a confirmation that OLS will not be spurious.
@@TJAcademyofficial
Thank u sir
What is meant by integration?
Cointegration means stable relationship throughout the sample period
And sir if 4 variables are in 1(1) and just 1 variable in 2nd difference or 1(2) so what will we do ????
Please help sir !
Transform I(2) to make it I(1)
@@TJAcademyofficial Sir so we can transformed by taking log on such variable which is in 2nd difference? Then we apply Cointegration test on log variable???????????
Hello Sir. Very informative video sir. I wanted to know how to identify that which model or which test to use where? I am new in the research field just started my PhD journey
Hi, thank you for your message. Test and model selection depend on research objective and research question. Research objective and research question will be derived from review of literature.
For Research
ua-cam.com/video/U1UZXCQjjtc/v-deo.html
@@TJAcademyofficial Thank you Sir
Do share TJ Academy with friends and teachers.
Sir cointegration with Eviews pr bhi video bna lay...
Very soon. InshaAllah
Allah ap ke zaindagi main barkat ata farmayeeeee ......Allah ap ke zaindage main khushyaa ataa farmaye....Ap ke financial condition bill gates jitnaa kry ameeeeeen summmmmmmaaaa Ameeeeeeennn
Sir apna easy paisa number send kr de plz
Asalam sir Kya me ap sa mil sakta hoo
Sir Kya ap ka number mil sakta ha sir me apna aik system pr kam kar raha hoo jis ma linear regression aur cointegration ko samajhna zaroori ha Kya ap Mera help kar sakta ha
How can you represent the green line by alpha+betaX? the green line is a curve and alpha+betaX will be a straight line. It would be great if you take real data and explain these concepts.
Yes. You can draw easily in EViews. After running linear regression, go to View------Actual Fitted Residual -------- Actual Fitted Residual Graph.
You will observe the same thing as discussed 🙂
Thank you for your message 🙂
@@TJAcademyofficial I can understand, that you can fit whatever you can, and that is not the question. My question was how can you say that Y=alpha+betaX is the equation for these blue, red, or green curves? Why don't you explain this with real data?
Actually the graph has been plotted with time. It would be linear if plotted between Xt and Yt.
I need english subtitle :"..but thank you anyway sir
Bilkul b samaj nahi aya😏
Thank you 😊. Samajh islye nhi aaye k aapnay iska background nhi smjha. Below playlist may Spurious regression (video no. 30) say video no. 33 take dekhaingay to phr samajh aayega k Cointegration ki zarurat q hay. Phe ye video samajh aayegi. 👍
Econometrics: ua-cam.com/play/PLZ6b0WaGAsFn9EwI_SZnjU4LoTHukqJ6b.html
You cannot reach more people if you teach in hindi
Thank you for your message. I m trying to add English subtitles. 🙂
Great sir