Vector AutoRegression (VAR) in R (Package: panelvar) Panel VAR Model in R
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- Опубліковано 3 жов 2024
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I offer personalized consulting services, where you can provide me with your data and detailed explanations, and I'll handle the analysis for you. Alternatively, if you have a published study you wish to replicate, I'll navigate the process seamlessly.
Dear Professor! I highly appreciate your generous efforts for free knowledge.
Dear Professor! The step to estimate GMM-PVAR (on 17:36) after setting its equation is missing. You directly go to the next step of impulse response without showing the estimated parameters. I am facing an error at this stage.
How to estimate panel var model with gmm style in stata
Dear Sir! Estimating the GMM-PVAR, I am facing the following error: Error in `[.data.frame`(x, , c("id", "year", "expenditures
", "revenues", :
undefined columns selected
While I am using the CSV file. Kindly help.
السلام عليكم سي الحسين جزاك الله بالخير على ما تقدمه من شروحات عندي سءال
had lvar approche wach sal7a l time series annualy kanchof fiha impact dyal energy price 3la gdp w chokran
nope, had package ghir dyal panel data, rah kaynin d'autres packages o video dyal time series.
@@EconometrIQ_Insider choft les videos kamlin kat vise panel data ana 3andi annuel time série variables gdp rate w energy prices + autre endogène variable dyal croissance ma question wach ysla7 li lvar model wla nchof ARDL ahdchi pour une recherche dyal PFE 3 année licence gestion w chokran
Hi, I was tryin to do a Panel VAR, following the steps that you show in your video, but I can't, when I run my code it appears this error: Can't subset columns that don't exist. x Locations 2, 3, 4, 5, 6, etc. don't exist. i There are only 1 column.
I no have idea what location means and and how can I fix this error. Do you know? thanks in advance!
try to clean your data, if you are using an Excel file make sure that to clear Formatting (in Excel look for "Home--> Clear-->Clear Formats). step2: and after delete the columns that doesn't contains variables. step3 upload data to R again .
You should convert the xlsx file into csv and then try again. For some reason, it only works with the csv files.
@@verticalintegration its a good idea to avoid issues related to Excel format.
Thank you for the advice, but I used my data in csv and xlsx format, and the error is the same, so I don't know what is the problem in my code, I have tried different ways and the result is the same.
slm Sir, do you have a video about 'Midas -ardl' in R thank you
No, sorry
thanks sir, could you try to put a video for
me@@EconometrIQ_Insider
@@rimmeriem5883 if your are looking for ARDL model in Panel Data i don't think there is a package to do that, and if for time series data there is a lot of videos in UA-cam.
@@EconometrIQ_Insider sir thank you for your responds i have the package of midas ardl and i dont know how to apply it
"midasml": midas ardl thank you god bless you