Search found 18 matches
- Tue Aug 26, 2014 7:53 am
- Forum: Econometric Discussions
- Topic: Lag difference and significant
- Replies: 0
- Views: 2402
Lag difference and significant
Hello Everyone I would be highly glad if someone help the following circumstances: In time series data, they have Unit Root at level but 1st difference they are ok. I am taking data 1st difference and lag1, lag2, and lag3 for estimation. The result shows that it is not significant. My asking questio...
- Sun Jul 14, 2013 12:30 pm
- Forum: Econometric Discussions
- Topic: Difference Result
- Replies: 0
- Views: 2569
Difference Result
Dear Friends I am writing again for your great help. I believe that you will forward your helping hand again. I am going to submit my PhD thesis shortly. I am facing the problem is that when I am doing simple regression between Australian dollar exchange rate and Australian steam coal export. The re...
- Wed Sep 26, 2012 8:43 am
- Forum: Econometric Discussions
- Topic: Method for non-stationay time series data
- Replies: 34
- Views: 86806
Re: Method for non-stationay time series data
Dear tcfoon Thank you for good explanation VAR Model. I am facing the same type of problem. I have 3 variables and 4 lags are appropriate. Output of VAR model, 4 coefficients for each variable. So, how do I explain it. You mentioned that the contemporaneous effect (t or t-1) only, alternatively we m...
- Tue Sep 18, 2012 7:01 am
- Forum: Estimation
- Topic: Estimation of non-contigration data
- Replies: 0
- Views: 2311
Estimation of non-contigration data
Hi every I need quick help from someone. I have 4 variables. They are non-stationary at level but 1st difference, they are stationary. At level they are not cointegrated. It means, they have not long run relationship. Can someone help me what methods I will employ to estimate these variables. I am l...
- Fri Jun 29, 2012 3:44 am
- Forum: Estimation
- Topic: ECM estimation
- Replies: 2
- Views: 5268
Re: ECM estimation
Dear mrrox
Thank you for your reply and help. I tried to watch your vedio on youtube but it did not work. Could you please confirm me that it was loaded on youtube or give me idea how can I watch it?
I am waiting for your help.
with regards
babul
Thank you for your reply and help. I tried to watch your vedio on youtube but it did not work. Could you please confirm me that it was loaded on youtube or give me idea how can I watch it?
I am waiting for your help.
with regards
babul
- Thu Jun 28, 2012 10:25 am
- Forum: Estimation
- Topic: ECM estimation
- Replies: 2
- Views: 5268
ECM estimation
Hi every one
I am using e-view 7. I like to estimate ECM by using Engle-Granger two step procedure or one step procedure. Can someone tell me the steps in e-view of Engle-Granger two step procedure or one step procedure. I am looking your help.
with regards
babul
I am using e-view 7. I like to estimate ECM by using Engle-Granger two step procedure or one step procedure. Can someone tell me the steps in e-view of Engle-Granger two step procedure or one step procedure. I am looking your help.
with regards
babul
- Tue Jun 26, 2012 7:29 am
- Forum: Econometric Discussions
- Topic: From Cointegration to estimation
- Replies: 0
- Views: 2399
From Cointegration to estimation
Hi everyone Can someone help me to overcome the following problem. I have 12 variables in one equation. Three variables are stationary at level and nine variables are stationary in first difference. I make all 12 variables first difference (same order) and I did Johansen co-integration test. I find ...
- Sat Jun 23, 2012 8:25 am
- Forum: Econometric Discussions
- Topic: Urgent help for Estimation
- Replies: 1
- Views: 3321
Urgent help for Estimation
Hi Everyone, I need quick help from someone. I will highly appreciate you. I have 10 variables. Three of them are at level stationary and seven are first difference stationary. When I am doing Johansen Cointegration test; the result shows that four variables are cointregrated. Can you please tell me...
- Fri Jun 22, 2012 12:09 pm
- Forum: Econometric Discussions
- Topic: Co-integration Test
- Replies: 2
- Views: 4258
Co-integration Test
Hi everyone I would be grateful if someone helps me to overcome the problem because sometimes simple answer gives more pain. I have 5 time series data. One is at level stationary, three is 1st difference stationary and one is 2nd difference stationary. My question is that how do I do Johansen Co-int...
- Sat Jan 28, 2012 8:02 am
- Forum: Econometric Discussions
- Topic: Correlation
- Replies: 0
- Views: 2383
Correlation
Hi everyone I am facing new problem. I have two variables. At level the R square .95 and 1st difference they are stationary but when I check their relationship in 1st difference, it shows R square .01. If I estimate date with 1st difference, is it ok?. My second question which relationship is true. ...
- Mon Jan 16, 2012 5:12 am
- Forum: Econometric Discussions
- Topic: Estimation
- Replies: 1
- Views: 3313
Estimation
Hi Everyone I need quick answer. I have two variables. One variable is at level stationary and another variable is 1st difference stationary. How do I estimeate this two variables i.e., both make 1st difference then estimate or keep first variable as usually and second variable makes 1st difference ...
- Wed Jan 04, 2012 8:16 am
- Forum: Econometric Discussions
- Topic: Soluation of Test
- Replies: 0
- Views: 2408
Soluation of Test
Hi Everyone
I need quick help. I have 6 variables. They are all non-stationary at level but 1st difference are stationary. So, in contegration test will I consider the variables at level or 1st difference?
I am looking quick help.
Thanking you
With regard
Babul
I need quick help. I have 6 variables. They are all non-stationary at level but 1st difference are stationary. So, in contegration test will I consider the variables at level or 1st difference?
I am looking quick help.
Thanking you
With regard
Babul
- Tue Jan 03, 2012 8:35 am
- Forum: Econometric Discussions
- Topic: Contegration Test
- Replies: 0
- Views: 2405
Contegration Test
Hi Everyone Happy New Year. I have 6 vatiables. 5 variables are I(1) and one variable I(2). How do I test Contegration A) All 6 variables considering 1st difference B) 5 variables considering 1st difference and one Variable 2nd fifference or C) All variables considering at level (Non-stationary) I a...
- Sat Dec 31, 2011 7:01 am
- Forum: Estimation
- Topic: Equation of 2nd Difference in Eview
- Replies: 1
- Views: 5967
Equation of 2nd Difference in Eview
Dear Researcher Could you please tell me the page number in Eview Guide where I can get the equation of 2nd Difference? I am following eview,first click Quick then show, then putting this equation d(x,2) but finding result is not 2nd difference. So, I am looking help from good Guy. Thank all of you,...
- Thu Dec 29, 2011 9:28 am
- Forum: Econometric Discussions
- Topic: Estimation of Difference Stationary
- Replies: 0
- Views: 2317
Estimation of Difference Stationary
Dear Researcher I have two variables. One variable is at level stationary and another variable is 1st difference stationary. How do I estimeate this two variables i.e., both make 1st difference then estimate or keep first variable as usually and second variable makes 1st difference and estimate. Ple...
