Search found 8 matches

by alexyflemming
Thu Oct 31, 2013 1:54 am
Forum: Econometric Discussions
Topic: Confused About Simple VAR LM Test
Replies: 5
Views: 7012

Re: Confused About Simple VAR LM Test

I am wondering the same thing. To the answer "more than half of p values >0,05, then no autocorrelation" ===> I did not meet any such info in literature. Please give your source. Also, Eviews output sometimes shows VAR Autocorrelation that, p values of some of the lags are <0,05 where some...
by alexyflemming
Thu Sep 19, 2013 4:44 am
Forum: Add-in Writing area
Topic: Tips for working with Tables
Replies: 5
Views: 16147

Re: Tips for working with Tables

I found a very very dirty solution to my question above: series Tablebetasseries for !i=2 to !carpansayisi Tablebetasseries(!i) = Tablebetas(!i,2) Next ' Click Run. In the workfile environment, double click to Tablebetasseries. Take projection of the sample to the non-null values of Tablebetasseries...
by alexyflemming
Thu Sep 19, 2013 4:13 am
Forum: Add-in Writing area
Topic: Tips for working with Tables
Replies: 5
Views: 16147

Re: Tips for working with Tables

Is there a way to define a series by making the series values a table values? (I need this, because I could not graph the table data in a certain table. I have to define a series from this table) That is to say, Assume, ' Create a table that holds the values of delay multipliers of a ARDL(p,q) model...
by alexyflemming
Sun Mar 03, 2013 1:49 pm
Forum: Econometric Discussions
Topic: Relation btw optimal lag lengths of a series in ADF test
Replies: 4
Views: 3354

Re: Relation btw optimal lag lengths of a series in ADF test

In my example the # of obs: 423 (That is, famous arabica robusta coffee example for the application of Toda-Yamamoto Granger Causality) Band Width: m≡⟦12(T/100)^(1⁄4) ⟧=⟦12(423/100)^(1⁄4) ⟧=⟦17,20⟧=17 ADF keeps this default max lag length THE SAME for the series and its 1st,2nd, etc differences. One...
by alexyflemming
Sun Mar 03, 2013 11:44 am
Forum: Econometric Discussions
Topic: Relation btw optimal lag lengths of a series in ADF test
Replies: 4
Views: 3354

Re: Relation btw optimal lag lengths of a series in ADF test

To prevent the misunderstanding, I am NOT asking the relation btw OPTIMAL and MAX lag length of a series. I am asking: 1. The relation btw OPTIMAL lag length of a series and OPTIMAL lag lengths of the differences (1st, 2nd etc.) of the series. 2. Also, I am asking: the relation btw DEFAULT MAX lag l...
by alexyflemming
Sun Mar 03, 2013 11:37 am
Forum: Econometric Discussions
Topic: Relation btw optimal lag lengths of a series in ADF test
Replies: 4
Views: 3354

Relation btw optimal lag lengths of a series in ADF test

Q1: Is there a relationship between the optimal (and maximum) lag lengths of a series and its differences (1st, 2nd etc.) in ADF test for finding stationarity? To clarify further the problem: In Eviews (7.2), when ADF test is done to find the (non-)stationarity of a series, (View-Unit Roots - ADF);...
by alexyflemming
Wed Jan 23, 2013 1:02 pm
Forum: Estimation
Topic: ADF test
Replies: 8
Views: 4427

Re: ADF test

Very very very thanks, Eviews Gareth. I got it and I obtained the result you gave. Also, to clarify further for the others: In ADF regressions, since there is DELTAyt on left hand side of the regression equation, the number of observations used is: For lag 0: T - 1 (T:= number of observations). Just...
by alexyflemming
Wed Jan 23, 2013 8:40 am
Forum: Estimation
Topic: ADF test
Replies: 8
Views: 4427

Re: ADF test

Dear Eviews Gareth, I understand what you say theoretically. However, I cannot find your -3.158232 value for lag 7. Hıw did you find -3.158232 in Eviews. I am using EViews 7.2. ADF(maxlag11, AIC)-->gives optimal lag 7 with 76 observations. I tried to find Glu's value. Here are my results: ADF; Level...

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