## Search found 14 matches

Wed Sep 14, 2011 6:38 pm
Forum: Econometric Discussions
Topic: long runn movement
Replies: 0
Views: 667

### long runn movement

hello! i have time series of unemployment rate and inflation rate!. and i want to determine whether a long-run relationship and short-run exists.... by the ADF test the 2 variables are stationary in their levels... what should i do now to finf if a long run relationship exists??/ can i do cointegrat...
Mon Sep 12, 2011 9:14 am
Forum: Econometric Discussions
Topic: variance nonstationary
Replies: 5
Views: 1713

### Re: variance nonstationary

coorect : it seems stationary
Mon Sep 12, 2011 8:26 am
Forum: Econometric Discussions
Topic: ADF test
Replies: 1
Views: 959

### Re: ADF test

have u concidered to check the variables to logarithm?? if u do that u might find stationarity to all your variables
Mon Sep 12, 2011 8:23 am
Forum: Econometric Discussions
Topic: variance nonstationary
Replies: 5
Views: 1713

### Re: variance nonstationary

u should the adf test or PP to have more accurate results/ also u can see the stationarity from the correlogram . not only the graph. but by the graph it seems stationary
Sun Sep 11, 2011 4:27 pm
Forum: Econometric Discussions
Topic: 2 variables and 2 cointegrated eqns.
Replies: 18
Views: 7193

### Re: 2 variables and 2 cointegrated eqns.

thnx a lot for the valuable help!! and some last questions if un is I(0) and inflation is I(1)??? can i do something or not??? also i saw an unemployment rate serie which was stationary in levels in 10% sigificance level by ADF test but in Phiplis Peron test wasn stationary in levels?? then what i d...
Sun Sep 11, 2011 1:39 pm
Forum: Econometric Discussions
Topic: 2 variables and 2 cointegrated eqns.
Replies: 18
Views: 7193

### Re: 2 variables and 2 cointegrated eqns.

so if the series are I(0) what i have to do to go to the granger causaity?
Sun Sep 11, 2011 12:02 pm
Forum: Econometric Discussions
Topic: 2 variables and 2 cointegrated eqns.
Replies: 18
Views: 7193

### Re: 2 variables and 2 cointegrated eqns.

i want to do an emprirical investigation through causal analysis(granger) for the inflation and unemployment for a country ( not some specific country). and the problem that i face problems is that i cant find countries whit inf and un stationary in first diffrences. more of them for example italy.e...
Sun Sep 11, 2011 8:24 am
Forum: Econometric Discussions
Topic: 2 variables and 2 cointegrated eqns.
Replies: 18
Views: 7193

### Re: 2 variables and 2 cointegrated eqns.

ok and if both series are I(0) can i proceed to johansen test? or not? if not what i have to do?
Sun Sep 11, 2011 7:52 am
Forum: Econometric Discussions
Topic: 2 variables and 2 cointegrated eqns.
Replies: 18
Views: 7193

### Re: 2 variables and 2 cointegrated eqns.

ok but if uemployment is I(0) how can i procced to cointegration ? i mean, what happens if unemployment is I(0) and inflation I(1?)??

also what happens if both of them are I(0)??
Sun Sep 11, 2011 5:31 am
Forum: Econometric Discussions
Topic: 2 variables and 2 cointegrated eqns.
Replies: 18
Views: 7193

### Re: 2 variables and 2 cointegrated eqns.

well its ok for this but look at this. i have again unemplooyment and inflation rate by netherlands . so look Null Hypothesis: INF has a unit root Exogenous: Constant Lag Length: 0 (Automatic based on SIC, MAXLAG=6) t-Statistic Prob.* Augmented Dickey-Fuller test -2.451766 0.1380 Test critica1% leve...
Sat Sep 10, 2011 1:13 pm
Forum: Econometric Discussions
Topic: 2 variables and 2 cointegrated eqns.
Replies: 18
Views: 7193

### Re: 2 variables and 2 cointegrated eqns.

well. i have times series of belgium unemployment rate and inflattion rate as i said my friend. the first step of cointegration is wheter each of these series are stationary or not! right??? ADF is applied to test stationarity for each of these series. les take un=unemployment. if the value of the A...
Sat Sep 10, 2011 11:23 am
Forum: Econometric Discussions
Topic: 2 variables and 2 cointegrated eqns.
Replies: 18
Views: 7193

### Re: 2 variables and 2 cointegrated eqns.

but my friend startz, i reject the unit root in the first differences.. that is the reason unemployment is I(1). right?? my problem is that i have 2 variables.. and eviews on johansen shows that i have 2cointegrated equation which is wrong bu the rule. because if u have 2 variables u should have max...
Sat Sep 10, 2011 4:57 am
Forum: Econometric Discussions
Topic: 2 variables and 2 cointegrated eqns.
Replies: 18
Views: 7193

### Re: 2 variables and 2 cointegrated eqns.

both time series are integrated I(1) by ADF and PP .test. there are not stationary in their levels. it belgium harmonised unemployment,monthlydata. so now?? can u suggest me a good database with better data? i use oecd.

thnx in advance again
Fri Sep 09, 2011 6:31 pm
Forum: Econometric Discussions
Topic: 2 variables and 2 cointegrated eqns.
Replies: 18
Views: 7193

### 2 variables and 2 cointegrated eqns.

hi i am very new to e views and generally econemetrics and sorry for my silly questions. i have time series dara of inflation rate and unemployment. so there must be 0 or 1 cointegrated equations. my resutls on johansen coint. test on eviews are looking like that : Hypothesized Trace 0.05 No. of CE(...

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