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Hi, I want to ask that in the formula for FPE lag consideration (FPE combining with Granger causality test), what does T stand for? Is it the intial sample size or is it the sample size after adjustment for the number of lag? Formula: [T+ l11 +1]/[T-l11-1] x RSS(l11)/T l11: lag order Reference: S-H ...

Hi guys,

Can I ask how to choose the specification for PP test, with trend, no trend with constant or none? Cuz I saw in some papers, they record just the Intercept and Intercept & trend and some papers record all 3 types?

Hi everyone, hope you can help me with this question:

I want to do a causality test based on error correction model, but I dont know steps to do that in Eviews, can you guys help me?

Hi,

In eviews when we estimate the ADF test, there's an option to determine the maximum lags when use automatic selection, can anyone please show me how to do that? Any formula?

Thanks buddy, I figured that out alr :D Can you take a look at my question about the causality test also if you dont mind :) I have some questions relating the causality test. After I did the Engle-Granger cointegration part, I found that most of them are co-integrated. As far as I know, the standar...

Hi, I have some questions relating the causality test. After I did the Engle-Granger cointegration part, I found that most of them are co-integrated. As far as I know, the standard Granger-causality test is invalid and a more comprehensive test of causality based on ECM, am I right? If that is the c...

I figured out some number of steps already, but still 1 more question: If you know that the series is nonstationary, how to conclude that it is I(1) or I(2)? Using the option 1st difference and 2nd difference like we did with level option?

Hi, thanks for your reply. I did follow your instructions, but still I have some more questions regarding this problem, hope you can help me: - For step 1, if I check the model with trend and intercept and got a result of stationary, does it mean that I can conclude the series is stationary without ...

Hi, I have some practical questions that really need your help. When I use the ADF, do I need to test the series for all 3 specifications or there is any way to decide the specification for the series? And in case if I test for 3 specifications and 2 of the values of the test lead to rejection/no re...