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dear group, does anybody here know how to interpret the sign of EC term in VECM model? I know that it has to be negative and significant.. some people say the coefficient should be between 0 and -1, some people say negative and significant is sufficient. I have run restricted VAR on a number of vari...

dear Group, do VAR, VECM and co-integrating regressions (FMOLS, DOLS, COLS) always require FIRST DIFFERENCE STATIONARY variables ( they must also be cointegrated, with the exception VAR) ?What if all my variables are stationary (no unit root) AT LEVEL? Can I still use these estimation techniques? I ...

1) what are the stepwise procedures for granger causality in time-series data? First, I check the stationary and co-integration properties of variables. If all variables are first-difference stationary and co-integrated (after Johansen test), then I go for granger causality 2) Where does unrestricte...

1) do I need continuous observations for co-integration analysis? in other words, if some years are missing for some variables, can i still use co-integration technique? 2) how can I check robustness in co-integrating regressions estimated by FMOLS, DOLS, etc on Eviews 8? There is no LM test for ser...

Dear forum, I am using Eviews 8. I can't seem to find a single answer to this question. how can I determine "lag interval" in VECM? (right side of the dialog box) 1)using "lag selection criteria" (after running "unrestricted VAR", I establish the number of lags.. ) OR 2...

dear forum, in VECM (VECTOR ERROR CORRECTION) MODEL (Estimate VAr--Vecm), dummy variables enter the model as "exogenous" variables in dialog box. Y, x1, x2: endegenous dummy: exagenous What about interaction dummy? (D*x1) does it enter endogenous or exogenous box? greatly appreciate your h...

dear forum: I really need help on this issue. I am using Eviews 8. 1) do dummy variables enter co-integration and unit root tests? 2) do *interaction dummy* variables (d*gdp) enter co-integration and unit root tests? 3) Is it OK if I interact dummy and gdp in excel ( and export interacted data to ev...

dear forum, I am using Eviews 8. I am using Johnson co-integration test to determine the "number of co-integrating relations". The test generates two tables: 1) "Unrestricted Cointegration Rank Test (Trace)" 2) "Unrestricted Cointegration Rank Test (Maximum Eigenvalue)"...

dear Eviews Glenn or others expert in this subject, How can I determine the "lag interval" in Johansen co-integration test? right side of the box where it says "lag intervals".... The default is "1 1", my data period is 1990-2012. I kindly thank you for your help... bes...

thanks for this information...

dear forum,

Is there such a rule that Pedroni cointegration test applies to variables of 7 or less?

If I have 8 variables, in other words, I can't use it?

please let me know if there is such a rule.

regards,
lnp3

Dear forum, I have seen this interactive teaching on Eviews 8 website about FMOLS... I am using Eviews 8. http://www.eviews.com/EViews8/Flash/ev8ecpancoint1_f.html under "options", "bandwith method=user specified", how did you determine "bandwidth value" as 6? your peri...

thanks

hello Eviews Gareth, just double checking.. I opened test.xlsx as usual ("open foreign data as workfile" from the menu) and ran your commands one at a time.. I did not write "open test xlsx" in the command line. I ran the rest one at a time.. open test.xlsx pagestack arg bra chl ...

yes, it works. thank you!