(EViews10):Interpret VECM, Forecast Error Variance Decomposition

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  • Опубліковано 23 гру 2024

КОМЕНТАРІ • 38

  • @CrunchEconometrix
    @CrunchEconometrix  6 років тому +2

    UA-cam recently changed the way my content will be monetised. My channel now needs 1,000 subscribers. So it would be amazing if you show your support by both watching my videos and subscribing to my channel if you haven’t done so already. Monetising my videos allows me to invest back into the channel with some new equipment so this small gesture from you will be extremely huge for me. Many thanks for your support….CrunchEconometrix loves to teach, help me stay online.

  • @strictl3h139
    @strictl3h139 3 місяці тому +1

    Thank you Auntie. God bless your soul!

  • @swiftyjiukun2894
    @swiftyjiukun2894 3 роки тому +1

    Thx so much for your video! :) I've always wanted to find a proper way to interpret FEVD and here it is !

    • @CrunchEconometrix
      @CrunchEconometrix  3 роки тому

      Thanks for the encouraging feedback. Deeply appreciated!

  • @immaculatelum5102
    @immaculatelum5102 3 роки тому +1

    God bless you ma. It's helping with my thesis

  • @dilipkjena
    @dilipkjena 5 років тому +1

    Your videos have helped me immensely in my PhD studies. God bless you!

    • @CrunchEconometrix
      @CrunchEconometrix  5 років тому +1

      Awesome, Dilip! Good to hear this amazing feedback. Wishing congratulations all the way. Please may I know from where (location) you are reaching me?

    • @dilipkjena
      @dilipkjena 5 років тому +1

      Thank you Dr. Adeleye. I am still running some regressions. Targeting submission in next year. I am currently in UK for PhD studies but originally from India.

    • @CrunchEconometrix
      @CrunchEconometrix  5 років тому

      @@dilipkjena Alright, Dilip. Wish you the best. I'll appreciate it if you can share the link to my UA-cam Channel with your friends and academic community. They will find the content helpful too. Thanks! ❤️ 🙏

  • @wanjadouglas3058
    @wanjadouglas3058 4 роки тому +1

    Soo niiice. Thank you Doc

  • @Al00345
    @Al00345 5 років тому

    Hello , thank for the video , I have a question , in 3:56 why it shoul be up than TWO ? why specifically two ?

    • @CrunchEconometrix
      @CrunchEconometrix  5 років тому

      Hi Alae, from the t-stats 2.00 signifies 5% statistical significance. May I know from where (location) you are reaching me?

    • @Al00345
      @Al00345 5 років тому +1

      @@CrunchEconometrix thank you for answering me , Im from morocco

    • @CrunchEconometrix
      @CrunchEconometrix  5 років тому +1

      @@Al00345 U're welcome Alae...please share my UA-cam Channel link with your friends, students and academic community in Morocco 🇲🇦 for awareness. They'll learn some useful tips and skills too...thanks 😊

    • @Al00345
      @Al00345 5 років тому +1

      For sure, thank u so much for sharing with us those videos 🙏

  • @nithyaramalingam304
    @nithyaramalingam304 6 років тому

    Hello Professor. I am a doctoral student. I am immensely benefiting through your videos. I thank you sincerely. I have gone through so many videos in youtube. But your videos are more clear, precise and authentic. Can you please post videos on threshold regression models?

    • @CrunchEconometrix
      @CrunchEconometrix  6 років тому +1

      Hi Nithya, I'm encouraged by your kind comments and commendations. Humbly taken. Glad to be of help. On threshold regressions, it's on my checklist. I'll roll out the videos once I clear my backlogs. I'll be glad if you can share my videos with your students and colleagues in order to reach more people...gracias!

  • @tee4ChristJ
    @tee4ChristJ 4 роки тому

    Good job Prof, i watch and like your videos. Thanks for the work. I have a question tho, you mentioned that GIA will exhibit a reduction of about 49% in the 2nd model. Since this is log model, shouldn't the interpretation be that GIA will reduce by 0.49%? Pls advise. Thx

    • @CrunchEconometrix
      @CrunchEconometrix  4 роки тому

      Thanks, Ade for the positive feedback. Deeply appreciated. You are right on 0.49% as the correct interpretation.

  • @mmmmjjjjkk
    @mmmmjjjjkk 5 років тому

    thank very much. I have a question you said that the first row of the error correction results shows the long-run equilibrium. so what does the cointegrating equation (which is not presented in the video) imply?

    • @CrunchEconometrix
      @CrunchEconometrix  5 років тому

      Hi Muhd, which cointegrating equation are you referring to?

  • @rinalee485
    @rinalee485 6 років тому +1

    can you please do panel vecm too? panel vecm is hard to interpret like there is white noise or to get coefficient it is quite different from time series model? i guess :) ?

  • @adriennewelch5891
    @adriennewelch5891 6 років тому

    Hello Professor: You have done a great job. All lectures are the perfect way to go further to learn time series though most of them are very short in length. I already shared your channel to our Ph.D. students. I was wondering if you can release videos on structural dynamic factor model(Stock and Watson 2016, Gambetti and Forni Journal of Monetary Economics, vol. 57(2):203-213, 2010) in the same fashion the way you did other videos. Particularly would be great if you teach this article(Estimating a dynamic factor model in EViews using the Kalman Filter and smoother, Martin Solberger & Erik Spånberg) which is implemented using eviews.Thanks for your consideration.

    • @CrunchEconometrix
      @CrunchEconometrix  6 років тому

      Adrienne Welch Thanks girl for the kind words of encouragement and for sharing my videos with your colleagues. On the lengths of my videos, I always believe that "the-shorter-the-better". I personally lose interest if a video exceeds 20mins,so that's why I make most of my tutorials to be between 5-to-15mins...as in, straight-to-the-point😉. As per your request, I'll read the paper and if I understand the procedure, I'll definitely do a video on it. Once again, thanks!💕👍🏽

  • @immaculatelum5102
    @immaculatelum5102 3 роки тому +1

    Thanks ma

  • @Rafiqul_Islam_RU
    @Rafiqul_Islam_RU 5 років тому

    How can I estimate FEVD in stata

    • @CrunchEconometrix
      @CrunchEconometrix  5 років тому

      Hi Rafiq, I'm still working on the modalities. Will roll out videos once concluded.

  • @bakdimalika8791
    @bakdimalika8791 5 років тому +1

    Please make us vedeo obout var bayésien
    Merci bcp

    • @CrunchEconometrix
      @CrunchEconometrix  5 років тому +1

      Hi Bakdi, I'll do my best to make the videos once I fully understand the technique. Please may I know from where (location) you are reaching me?

    • @bakdimalika8791
      @bakdimalika8791 4 роки тому

      I'm from algeria
      Please can i have your mail?
      So how i can do to know if my is linear or not.
      And if possible to do paper research together.
      Thank you

    • @CrunchEconometrix
      @CrunchEconometrix  4 роки тому

      @@bakdimalika8791 For more information on model linearity, read the OLS assumptions from any econometrics textbook. Thanks for watching my videos, deeply appreciated! Kindly share my videos with your friends and academic community in Algeria 🇩🇿.

  • @eagle43257
    @eagle43257 6 років тому +1

    nice woman

    • @CrunchEconometrix
      @CrunchEconometrix  5 років тому

      Compliments humbly taken, Ahmad! May I know from where (location) you are reaching me?