Search found 4 matches
- Fri Nov 18, 2016 12:49 am
- Forum: Econometric Discussions
- Topic: VAR and preliminary steps
- Replies: 6
- Views: 8015
Re: VAR and preliminary steps
Hi, Thanks for the response. I'm studying if Google search indices could be used to predict shifts in the housing market, so I'm not certain if there exists a relationship between these two. However, I tried adding some macroeconomic data to the model and handling the Google search indices as contem...
- Tue Nov 08, 2016 12:54 am
- Forum: Econometric Discussions
- Topic: VAR and preliminary steps
- Replies: 6
- Views: 8015
Re: VAR and preliminary steps
Hi, I ran into a problem with my model. The Granger causality tests suggest the variables are not granger caused in the order assumed. The next step would've been to create a simple forecasting or nowcasting model using the information from the granger causality tests, but now it's not possible. Doe...
- Sun Nov 06, 2016 10:12 pm
- Forum: Econometric Discussions
- Topic: VAR and preliminary steps
- Replies: 6
- Views: 8015
Re: VAR and preliminary steps
Hi,
Thanks so much for your help and opinions!
Best Regards,
Pablo
Thanks so much for your help and opinions!
Best Regards,
Pablo
- Tue Nov 01, 2016 11:56 am
- Forum: Econometric Discussions
- Topic: VAR and preliminary steps
- Replies: 6
- Views: 8015
VAR and preliminary steps
Hi, I’m trying to do a VAR that combines macroeconomic variables and Google search indices. I have read somewhat confusing instructions or opinions regarding some of the preliminary steps prior to estimating a VAR model. My plan is to 1. Test stationarity with ADF 2. Test cointegration with Johansen...
