## Search found 27 matches

Sun Apr 22, 2018 10:47 am
Forum: Estimation
Topic: Toda and Yamamoto causality test
Replies: 14
Views: 9036

### Re: Toda and Yamamoto causality test

Good Morning, Hello,
Toda-Yammamoto procedure requires that the maximum order of integration among the variables should not exceed the lags of the initial VAR?

Best wishes
Thu Apr 19, 2018 10:14 am
Forum: Estimation
Topic: Toda and Yamamoto causality test
Replies: 14
Views: 9036

### Re: Toda and Yamamoto causality test

Good Morning. Hello, Please, in the Toda-yamamoto method, I proposed the trend as an exogenous variable, with two types (linear and quadratic). Please sir, the choice of the best model between the two, is that between the 2 basic models (Var (1)) OR between the 2 augmented models (Var (1 + 2)) of To...
Sat Apr 07, 2018 1:58 am
Forum: Econometric Discussions
Topic: KPSS interpretation
Replies: 2
Views: 226

### Re: KPSS interpretation

Essalamo Alaykom, Good Morning,

I think that the test KPSS indicates (in this example) indirectly the series it is stationary in the model 1 (model without trend and without constant).
"And the God knows".
Best Wishes
Fri Apr 06, 2018 4:05 am
Forum: Econometric Discussions
Topic: lag length in Var model
Replies: 1
Views: 199

### Re: lag length in Var model

Essalamo Alaykom
Good Morning, Hello
Sometimes the 0 it gives us the best model it is logical, but we do not work with the zero, ie. it is necessary to increase the interval of the lag (lag maximum) and to forget the zero and to see the values up to 1.

Best wishes
Fri Apr 06, 2018 3:03 am
Forum: Econometric Discussions
Topic: KPSS interpretation
Replies: 2
Views: 226

### Re: KPSS interpretation

Good Morning
Thank you for your honorable question. I have the same question! Did you find the answer?

Best wishes
Mon Jan 22, 2018 12:45 am
Forum: Econometric Discussions
Topic: stationarity of CPI(price index)
Replies: 4
Views: 1285

### 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
Wed Jan 17, 2018 3:54 pm
Forum: Econometric Discussions
Topic: Trend-stationarity and cointegration
Replies: 6
Views: 809

### 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...
Sat Jan 13, 2018 10:20 am
Forum: Econometric Discussions
Topic: Trend-stationarity and cointegration
Replies: 6
Views: 809

### 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?
Fri Jan 12, 2018 4:22 am
Forum: Suggestions and Requests
Topic: ardl
Replies: 15
Views: 1484

### 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.
Fri Jan 12, 2018 2:30 am
Forum: Suggestions and Requests
Topic: ardl
Replies: 15
Views: 1484

### Re: ardl

thank you
Thu Jan 11, 2018 10:10 am
Forum: Suggestions and Requests
Topic: ardl
Replies: 15
Views: 1484

### 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?
Thu Jan 11, 2018 9:40 am
Forum: Suggestions and Requests
Topic: ardl
Replies: 15
Views: 1484

### Re: ardl

Hi, Good Morning,
ie the problem is at Eviews 9 level?
Wed Jan 10, 2018 3:36 pm
Forum: Suggestions and Requests
Topic: ardl
Replies: 15
Views: 1484

### Re: ardl

May 2015
Wed Jan 10, 2018 3:28 pm
Forum: Suggestions and Requests
Topic: ardl
Replies: 15
Views: 1484

### "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; ...
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: 175

### 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))?...