(EViews10):Estimate Johansen Cointegration Test

Описание к видео (EViews10):Estimate Johansen Cointegration Test

This video shows you how to perform the Johansen cointegration test using EViews10. After performing stationarity test, there are three (3) likely outcomes: the series may turn out to be I(0), I(1) or a combination of both. So what do you do next? This hands-on tutorial shows you what to do in EViews10 when series are I(1), that is, first difference-stationary series.

Here is the link to the ex21-1.wf1 dataset (EViews file) used for this tutorial (endeavour to have a Google account for easy accessibility): https://drive.google.com/drive/u/1/fo...

Follow up with soft-notes and updates from CrunchEconometrix:

Website: http://cruncheconometrix.com.ng

Blog: https://cruncheconometrix.blogspot.co...

Forum: http://cruncheconometrix.com.ng/blog/...

Facebook:   / cruncheconometrix  

YouTube Custom URL:    / cruncheconometrix  

Stata Videos Playlist:    • (Stata13):Estimate and Interpret Two-...  

EViews Videos Playlist:    • (EViews10):Interpret VECM, Forecast E...  

Комментарии

Информация по комментариям в разработке