Cointegration Test in E Views| Johansen Cointegration in E Views| Panel Cointegration Test| E Views

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  • Опубліковано 1 жов 2024

КОМЕНТАРІ • 47

  • @palanie2696
    @palanie2696 3 роки тому +2

    hi madam i want to learn exponential growth model ,and other model so can get your email id

    • @komalkanwarshekhawat_
      @komalkanwarshekhawat_  3 роки тому

      Hello @Palani E , you can always post your questions in the comment section. Would be happy to help you. Moreover, will create a telegram group for the same soon regarding that will notify in my upcoming videos. Upcoming videos will cover topics Viz, FEM, REM PMG, DOLS, FMOLS etc. So keep following and learning. Thanks ☺️

  • @shashikumarr9635
    @shashikumarr9635 8 місяців тому +1

    Hello ma'am I am a bit confused as per my knowledge we will use cointegration when the data is non-stationary and we will use cointegration when the data is I(1). So could you please confirm in this aspect. and I very glad regarding the lectures really they are very helpful.

  • @chunmengchong5226
    @chunmengchong5226 Рік тому +1

    Dear madam, mean that if my variables are not stationary at level, then I should not proceed with Johansen cointegration test?

  • @osamaamin6445
    @osamaamin6445 Рік тому +1

    what if half of the statistics have less than 0.05 percent significance value and the other half more, do we still cant reject the null hypothesis?

    • @komalkanwarshekhawat_
      @komalkanwarshekhawat_  Рік тому

      My answer would be the same, try other cointegration tests in order to reach a conclusion. Thanks!

  • @osamaamin6445
    @osamaamin6445 Рік тому +1

    in my case 6 test statistics have less than 0.05 p-value, should i reject the null hypothesis?

    • @komalkanwarshekhawat_
      @komalkanwarshekhawat_  Рік тому

      Yes, you can. But cointegration is not strong. Try other cointegration models and see your results then come to a conclusion.
      Like you can run - Kao, Fisher cointegration test.

  • @sukhpreetkaur6003
    @sukhpreetkaur6003 3 роки тому +2

    👍👍

  • @NATURE__Photography283
    @NATURE__Photography283 3 роки тому +2

    Mam,Your expertise in teaching has put our minds at ease.

  • @shambhavipanday5995
    @shambhavipanday5995 2 роки тому +1

    ❤✌

  • @amandeepkauruid1959
    @amandeepkauruid1959 3 роки тому +1

    Thanks for lighting the way of my life as you have the ability to convert a dumb into an intelligent🙂🙂

  • @syed64573
    @syed64573 3 роки тому +1

    Hello Mam,
    Ur videos are too good. I learn a lot from ur videos. So I Highly encourage u to post more videos of Econometrics with Eviews more frequently. Keep going 😊. Regards.

    • @komalkanwarshekhawat_
      @komalkanwarshekhawat_  3 роки тому +1

      Thank you very much. I'm glad that you found these videos helpful 🙏 Definitely, will keep uploading. Happy learning 😊

  • @meerulkataria6070
    @meerulkataria6070 3 роки тому +1

    Impressive.... Directly goes in brain... 👏👏❤️❤️❤️❤️

  • @aniksaha9925
    @aniksaha9925 2 роки тому +1

    What to do if 7 out of 11 tests generate output more than 5%, meaning no panel cointegration?
    In that scenario, i do not need tl conduct panrl ARDL nor VECM test. Can i jump into pls, fe, re regression in that case??

    • @komalkanwarshekhawat_
      @komalkanwarshekhawat_  2 роки тому +1

      Yes, the results indicate no panel Cointegration.
      You can run any Regression model like - FEM/REM.

    • @aniksaha9925
      @aniksaha9925 2 роки тому

      If in FEM models constant has a p value of 0.179 what does it mean? Would it be a part of analysis? Or p value of constant doesn't matter?

  • @aroraji5635
    @aroraji5635 3 роки тому +1

    Keep it up behan👍

  • @manjinderkaur1786
    @manjinderkaur1786 3 роки тому +1

    it is very expensive information and we learned in bulk from you videos
    thnks

  • @SONALISINGH-dj6jg
    @SONALISINGH-dj6jg 3 роки тому +1

    Maam Your work is awesome and helpful Thank you

  • @amritsidhu3723
    @amritsidhu3723 3 роки тому +1

    👍🏻👍🏻😊

  • @kimiyamaleki8368
    @kimiyamaleki8368 11 місяців тому +1

    great clip thank you

  • @simranpreetkaur236
    @simranpreetkaur236 3 роки тому +1

    👍👍

  • @anu-4a
    @anu-4a 3 роки тому +1

    ❤❤👍👍

  • @agoogleuser6452
    @agoogleuser6452 2 роки тому +1

    Hello mam, My variables are non stationary at level? Can I use cointegration or not? Thanks in advance

    • @komalkanwarshekhawat_
      @komalkanwarshekhawat_  2 роки тому +1

      Yes you can. Only if stationary at level or at first difference or a mix of both.

    • @agoogleuser6452
      @agoogleuser6452 2 роки тому

      @@komalkanwarshekhawat_ ok thanks mam

    • @agoogleuser6452
      @agoogleuser6452 2 роки тому +1

      @@komalkanwarshekhawat_ If variables are non stationary and no integration. Can I able to run pooled OLS regression? Please answer madam 🙏

    • @komalkanwarshekhawat_
      @komalkanwarshekhawat_  2 роки тому +1

      @@agoogleuser6452 You can proceed with any model only if your variables are stationary either at level or at first difference or a mix of both.

    • @agoogleuser6452
      @agoogleuser6452 2 роки тому

      @@komalkanwarshekhawat_ Thank you for your answer madam. You are the best lecturer 🥰

  • @maddydalal4095
    @maddydalal4095 3 роки тому +1

    Gud work