Removal of Serial Correlation. Model Two. EVIEWS

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  • Опубліковано 22 гру 2024

КОМЕНТАРІ • 37

  • @sihameMaGhRiBiYa
    @sihameMaGhRiBiYa 11 років тому

    salam Mr Houssain, vous m'avez vraiment sauvé . merci beaucoup !!!!!!

  • @komaldhiwar4281
    @komaldhiwar4281 4 роки тому

    Thank you, for your sincere efforts.

  • @adamharris57
    @adamharris57 3 роки тому

    so what will the new equation be after adding the lag?

  • @sayedhossain23
    @sayedhossain23  11 років тому

    It is up to u how many lags u will take...

  • @umairadanish3303
    @umairadanish3303 5 років тому

    what if the problem still persists after taking 1 lag period indep variable? plz help

  • @kurniawansgaming8452
    @kurniawansgaming8452 4 роки тому

    Sir, why in my eviews 9 & 10 no option "Serial Correlation LM Test" on residual diagnostic ? can you help ?

  • @ntirabampadesire8712
    @ntirabampadesire8712 6 років тому

    HI. i'd like to know how to check and remove the serial correlation for Panel data using eviews

  • @MrFrenchfriesman
    @MrFrenchfriesman 11 років тому

    is there a rule or you just trial and error until u see no auto correlation ? for example : start with 1st order then lag 2, lag 3

  • @MrFrenchfriesman
    @MrFrenchfriesman 11 років тому

    why did you take lag 2 ?

  • @buffoon98
    @buffoon98 5 років тому

    Thank you. May i know what solution is this called? Is this Cochrane Orcutt iterative procedure?

    • @sayedhossain23
      @sayedhossain23  5 років тому

      Thank you. I would like to invite you to join Hossain Academy Facebook Group at below link and join our group discussion. Thank you. Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

  • @niyatichaudhary8460
    @niyatichaudhary8460 7 років тому +1

    lag 1 can be done to panel data for removing auttocorelation

    • @sayedhossain23
      @sayedhossain23  7 років тому

      Dear Niyati, Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your question there. If I know the answer I shall certainly respond. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

    • @nadiahusna5266
      @nadiahusna5266 6 років тому

      for the lag num, why did you take 2? it is because of 2 independent variables ?

  • @saudgujjar7467
    @saudgujjar7467 8 років тому

    plz tell me the version of E view that is using in this video i m using E view 9 and there is no option of hetroscasdisity and autocorrelation

    • @sayedhossain23
      @sayedhossain23  8 років тому

      Dear Saud, Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your question there. If I know the answer I shall certainly respond. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

  • @MrFrenchfriesman
    @MrFrenchfriesman 11 років тому

    most of the time, we have auto correlation in the 1st 5 lags, the longer you go back in time or the more lag you take the less likely they are correlated.

    • @MegaMalik90
      @MegaMalik90 7 років тому

      VincentTheBear Does it mean our auto correlation problem solved when we get the required LM prob number after adjusting lags?
      Please please answer me, thank you very much.

  • @murrily
    @murrily 9 років тому

    What would you call the new model once you include the lags? Is it just an autoregressive model?

    • @sayedhossain23
      @sayedhossain23  9 років тому

      +Rob When the dependent variable become one period lag it is known as autoregressive model. However, I would like to invite you to join Hossain Academy Facebook for greater interaction about economics, finance and econometrics with me. Thank you Sayed Hossain from Hossain Academy. Please join below and post your question.facebook.com/groups/hossainacademy/

  • @thutrananh3429
    @thutrananh3429 8 років тому

    What happend if I add lagged dependent variable into model? In case of panel data, is it possible to use hausman test?

    • @sayedhossain23
      @sayedhossain23  8 років тому

      Dear Tran, I would like to invite you to join Hossain Academy Facebook at below link to discuss about economics, econometrics and statisti cal models using EVIEWS, STATA, R, SPSS, Minitab, Microfit, Lingo, and Excel. Thank you, Sayed Hossain from Hossain Academy.
      facebook.com/groups/hossainacademy/

  • @shrikant586
    @shrikant586 9 років тому

    When i use lag of dependent variable the new lag(y) shows NA. I am not getting the values in the lag variable. Can you please assist me

  • @fayadalali4622
    @fayadalali4622 5 років тому

    Thank you very much from my heart. I hope there will be applications for the panel data and cross series

    • @sayedhossain23
      @sayedhossain23  5 років тому

      Thank you. I would like to invite you to join Hossain Academy Facebook Group at below link and join our group discussion. Thank you. Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

  • @sayedhossain23
    @sayedhossain23  11 років тому

    No such rule so far I know. But one literature suggests to take more lags.

  • @anjalyb6935
    @anjalyb6935 6 років тому

    Hi sir, my data is having autocorrelation issue. i tried using these steps but couldn't solve. can you please help me

    • @sayedhossain23
      @sayedhossain23  6 років тому

      Thank you. I would like to invite you to join Hossain Academy Facebook Group (Data Analysis) at below link and join our group discussion about modelling. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

  • @atifafzal8163
    @atifafzal8163 5 років тому

    thank you sir..plz share literature support for this technique..just for the purpose of referencing..i would be very great full to you

  • @sayedhossain23
    @sayedhossain23  11 років тому

    Good idea

  • @sayedhossain23
    @sayedhossain23  11 років тому

    I can not understand your language

  • @hashimmalik1144
    @hashimmalik1144 4 роки тому

    Thura jaldi jaldi bola kro aur b acha huga

    • @urswky
      @urswky 4 роки тому

      free tudhi kar raha hai, ose watch time chahiye, paysa milta h youtube se

  • @khaldrogo6130
    @khaldrogo6130 10 років тому

    Hello, Man like Sayed
    Can you do my coursework for me.
    Mans struggling and that you get me cuz.
    Safe G