Search found 22 matches

by sam SAM
Mon Jan 22, 2018 12:45 am
Forum: Econometric Discussions
Topic: stationarity of CPI(price index)
Replies: 4
Views: 968

The Trend Stationary (TS) and ARDL model

Hello,
Please, I have a series it is DS (of model 3: with constant and trend) at the level, and TS at the first difference; are we going to the second difference or not?
Ie is this series integer of order 2 or 1?

Cordially
by sam SAM
Wed Jan 17, 2018 3:54 pm
Forum: Econometric Discussions
Topic: Trend-stationarity and cointegration
Replies: 6
Views: 610

Trend-stationarity and stationarity

Good Evening Please, I have a series it is stationary of trend (TS), in this case the, we consider it like a stationary series? Information: With the ADF and PP test, it is stationary in model 3 because this series has no unit root. Know that everyone takes stationary trend series (they contain no u...
by sam SAM
Sat Jan 13, 2018 10:20 am
Forum: Econometric Discussions
Topic: Trend-stationarity and cointegration
Replies: 6
Views: 610

Re: Trend-stationarity and cointegration

Good Evening
Please, how do you know about a co-integration with / without constant and / or trend for an ARDL model?
by sam SAM
Fri Jan 12, 2018 4:22 am
Forum: Suggestions and Requests
Topic: ardl
Replies: 15
Views: 1072

Re: ardl

Hello
Sorry, I think IN EQUATION N ° 4 ON The SITE:
http://blog.eviews.com/2017/04/autoregr ... 0579170991

The values of lj from 0 and not 1?
ie if left on this form, we must add the term + Σ (Δxj,t) (/ j for 1 to k) in this equation.
by sam SAM
Fri Jan 12, 2018 2:30 am
Forum: Suggestions and Requests
Topic: ardl
Replies: 15
Views: 1072

Re: ardl

thank you
by sam SAM
Thu Jan 11, 2018 10:10 am
Forum: Suggestions and Requests
Topic: ardl
Replies: 15
Views: 1072

Re: ardl

Sorry, The problem is that I confirmed the results of Eviews 9 with the Wald test, and the same on Eviews 10. in the end I found a contradiction !
So, according to software eviews 9 there is not a cointegration, and according to software eviews 10 it exists!
where is the problem?
by sam SAM
Thu Jan 11, 2018 9:40 am
Forum: Suggestions and Requests
Topic: ardl
Replies: 15
Views: 1072

Re: ardl

Hi, Good Morning,
ie the problem is at Eviews 9 level?
by sam SAM
Wed Jan 10, 2018 3:36 pm
Forum: Suggestions and Requests
Topic: ardl
Replies: 15
Views: 1072

Re: ardl

May 2015
by sam SAM
Wed Jan 10, 2018 3:28 pm
Forum: Suggestions and Requests
Topic: ardl
Replies: 15
Views: 1072

"THE DIFFERENCE BETWEEN EVIEWS 9 AND EVIEWS 10 IN THE BOUNDS TEST"

Good Evening, I have eviews 9 and eviews 10, I confirmed in Eviews 9 the test of the limits with the test WALD and I found the same result (F-statistic = 1.345929); no cointegration. And I confirmed in Eviews 10 this test with the WALD test and I found the same result (F-statistic = 10.20527), but; ...
by sam SAM
Thu Jan 04, 2018 4:30 pm
Forum: Econometric Discussions
Topic: I found in the test of the stationarity of a series with the first difference that it is of type TS (Trend Stationary)
Replies: 0
Views: 62

I found in the test of the stationarity of a series with the first difference that it is of type TS (Trend Stationary)

Good Evening Please, I found in the test of the stationarity of a series with the first difference that it is of type TS (Trend Stationary). in this case, should we make the detrend or the differentiation? and if we apply the detrend it implies that this variable is is integrated of order 1 (I (1))?...
by sam SAM
Thu Dec 28, 2017 4:24 pm
Forum: Programming
Topic: Introduce of object in program
Replies: 14
Views: 281

Re: Introduce of object in program

Good Evening
Please, the DF test critical values are the same with the ADF test?
by sam SAM
Thu Dec 28, 2017 4:05 pm
Forum: Programming
Topic: Introduce of object in program
Replies: 14
Views: 281

Re: Introduce of object in program

If it exists I take the opportunity, because I am very busy and very busy (I'm late), but if not, no problem.
by sam SAM
Thu Dec 28, 2017 3:43 pm
Forum: Programming
Topic: Introduce of object in program
Replies: 14
Views: 281

Re: Introduce of object in program

Ok, it's possible, you have the original paper?
Cordially
by sam SAM
Thu Dec 28, 2017 1:38 pm
Forum: Programming
Topic: Introduce of object in program
Replies: 14
Views: 281

Re: Introduce of object in program

EVIEWS not only displays these values, it also displays the prob. critic. (p-values), so normally it is introduced beforehand.
by sam SAM
Thu Dec 28, 2017 11:57 am
Forum: Programming
Topic: Introduce of object in program
Replies: 14
Views: 281

Re: Introduce of object in program

I need them as critical values in a table, and I do not need to program them or calculate them. I only need these values, and if they do not exist, look for the command (command) in which the criticals probability values.

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