SPSS (R Essentials) - Stationarity Tests

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  • Опубліковано 28 жов 2024

КОМЕНТАРІ • 16

  • @noxy6945
    @noxy6945 4 роки тому +2

    Hi Jens, my version of SPSS does not have the "Stationarity and Cointegration Tests" option under "Forecasting". Is there any other way to test for stationarity? The version I have was issued free by my university; I assume maybe some functions aren't available.. I have SPSS V26 R3.2.2. Please let me know what options I have. Thank you!!

    • @jensk.perret6794
      @jensk.perret6794  4 роки тому +1

      The stationarity and cointegration tests are part of the R Essentials for SPSS. If you want to use it, you first have to install them and then activate the command. It should be available as early as version 20-21 already. So try to look up R Essentials as it is the easiest way to do these tests in SPSS.

  • @tainscough
    @tainscough 7 місяців тому

    Hi, I have SPSS 29 thorough my university including all of the modules, but I still don't see this test. Has it been moved?

    • @tainscough
      @tainscough 7 місяців тому +1

      I found it. For anyone else it is under Extensions/Extension Hub/ and find "Time Series Tests" under "Not installed"

    • @Danny-hy4up
      @Danny-hy4up Місяць тому +1

      @@tainscough You're a life saver. Appreciate you.

  • @afrinaburhan3341
    @afrinaburhan3341 Рік тому

    Sir, may I know the version of spss that u use in this video

    • @jensk.perret6794
      @jensk.perret6794  Рік тому +1

      This is SPSS 23. To my knowledge it should work similarly at least with the version 20-25. Starting at approximately SPSS the R Essentials are directly integrated into SPSS and do not have to be installed separately.

  • @agbaiprecious1196
    @agbaiprecious1196 2 роки тому

    Hi Jens, I have version 22 of SPSS, can I upgrade it to get the test for stationarity or what can I do?

    • @jensk.perret6794
      @jensk.perret6794  2 роки тому

      The R Essentials should also work for SPSS 22. Check out my video on how to get them to work: ua-cam.com/video/ag17N0SxG6g/v-deo.html

    • @agbaiprecious1196
      @agbaiprecious1196 2 роки тому +1

      @@jensk.perret6794 Thank you sir, it still didn't work. On connecting to the SPSS community while downloading extension bundles from utility menu, I was told that it couldn't connect to the community even when I have a good data connection. What do I do?

    • @jensk.perret6794
      @jensk.perret6794  2 роки тому

      While I cannot help you in detail on this problem. You could try to perform a unit root test on your own using the regression function of SPSS. However, I think the easiest and fastest way would be to use R instead. It can directly read SPSS data files (haven package) and easily perform a stationarity test (tseries package).

    • @agbaiprecious1196
      @agbaiprecious1196 2 роки тому +1

      Thank you so much Jens, I sincerely appreciate your responses sir. I will try it out. How about if I repeat the procedures by updating my SPSS and R version, will I be able to get the R essentials downloaded? Thank you.

  • @damianalbert4524
    @damianalbert4524 2 роки тому

    how do i activate the command after downloading the R essentials with R version...

    • @jensk.perret6794
      @jensk.perret6794  2 роки тому

      In most versions in the Utility menu you should have a submenu for the installation of extension bundles. There you can download and activate the extensions.

  • @nabeelaarshad2763
    @nabeelaarshad2763 2 роки тому

    Can you share me this data file

    • @jensk.perret6794
      @jensk.perret6794  Рік тому

      I just prepared data sets suitable for the tutorials and sadly did not keep them around.