Search found 3 matches
- Wed Jun 12, 2013 11:45 pm
- Forum: Econometric Discussions
- Topic: VAR model interpretation
- Replies: 1
- Views: 1910
Re: VAR model interpretation
No one?
- Wed Jun 12, 2013 11:45 am
- Forum: Econometric Discussions
- Topic: VAR model interpretation
- Replies: 1
- Views: 1910
VAR model interpretation
Hello people,
Let's say I use a VAR model on a set of two variables. The output that Eviews yields, how should that be transformed to
the theoretical model?
so yt = c + [ ] [yt-1] + E?
Thanks
Let's say I use a VAR model on a set of two variables. The output that Eviews yields, how should that be transformed to
the theoretical model?
so yt = c + [ ] [yt-1] + E?
Thanks
- Tue Jun 11, 2013 10:48 pm
- Forum: Econometric Discussions
- Topic: Cointegration (?) of two time series
- Replies: 0
- Views: 1518
Cointegration (?) of two time series
Hi guys, I'm struggeling with a problem regarding my thesis. I have two time-series, momentum and dividend yield. When I run a ADF test on momentum it says 'no unit root' but on dividend yield, it do has a unit root. When I take the first difference of log dividend yield, it no longer has a unit roo...