(EViews 10) Johansen Test of co-integration and VECM Model 2

Описание к видео (EViews 10) Johansen Test of co-integration and VECM Model 2

If you like this video please share, like, subscribe, comment, and notification to get more videos on my channel.
All the variables in the model must be stationary at the level I(0) or at the first difference I(1) or integrated to I(0) and I(1) But not to I(2).
Determine the optimal lag length(p) for the model.
Perform Johansen Co integration with the above lags (P).
A) if there is co integration, meaning that all the variables move together towards the LR,
then we can perform VECM.
B) If there is no co integration in the variables, we can only estimate
Unrestricted VAR Model Not ECM.
c) Perform some Diagnostic Tests of the ECM Model.

Follow me on:
skype account
https://join.skype.com/invite/yQkE9Cy...
Linked Account:
www.linkedin.com/in/majeed-hussain-4a29ba131
Facebook AC:
  / majeed-hussain  
instagram
  / majeed.hussain.3  

Copyright
Use of the information on this publication/website is at your own risk. No part of this publication may be reproduced, downloaded, or transmitted in any form or by any means published somewhere without the author permission. All publications are copyrighted by the author and publications are used for research and understanding purposes

Комментарии

Информация по комментариям в разработке