How to run Vector Error Correction Model in R Studio

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  • Опубліковано 22 жов 2024

КОМЕНТАРІ • 14

  • @aliuomotayosikiru6154
    @aliuomotayosikiru6154 4 роки тому +3

    Thank you for this video, very helpful. Please can you explain how to interpret the VECM (cajorls) results in R?? Really need help on this thanks.

  • @chriscollins9723
    @chriscollins9723 5 років тому +3

    Hi! Thank you for the video, its really helpful. If you wanted to include exogenous variables in the VECM model how would you specify this?

  • @dr.swapnilsoni
    @dr.swapnilsoni 4 роки тому +2

    Nice sir!
    Pl explain the interpretations of the results

  • @desycaesary6036
    @desycaesary6036 5 років тому +5

    thank you for the video, however would you mind to explain about interpreting the results from the VCEM (cajorls)? Thanks a lot

  • @ezparcko
    @ezparcko 6 років тому +1

    Hi, thanks for the video. The explanations its very well, only one dude, do you know why the results of VECM are different between R and Eviews.

  • @arisrom8839
    @arisrom8839 7 років тому

    It's indeed useful tutorial instruction that I can follow to reach the results. Thank you very much

  • @tenzinnamdhak
    @tenzinnamdhak 7 років тому

    Hi thanks a lot for the videos. Are we using the same programming language for the panel data???

  • @KeitaSey
    @KeitaSey 7 років тому

    Very useful. I appreciate it. It would be more interressing if you've deteiled coeff significance part. Anyway thanks very much

  • @thiagoluz1052
    @thiagoluz1052 3 роки тому

    thanks a lot. Very good video.

  • @misty_doi11
    @misty_doi11 6 років тому +1

    Urgent, do you know how to check for significance of coefficients in a vec model

  • @WahranRai
    @WahranRai 4 роки тому

    Could you give us the link of your csv files !
    It will be useful for replaying the code !

  • @francisowino6985
    @francisowino6985 5 років тому

    I was wondering about the t-statistics and the p-values

  • @Cathytran77
    @Cathytran77 5 років тому

    How do we know the max lag that we should apply please ?

    • @0woled
      @0woled 5 років тому

      2, no more than 3. like ig hashtags. I have read Hamilton's book you know xd