Unit root tests in Eviews - Stationarity скачать в хорошем качестве

Unit root tests in Eviews - Stationarity

Unit root tests in Eviews: Learn How to Test for Unit Roots in Time Series using EViews - Stationarity Tutorial. In this video, we'll be diving into the process of testing for the existence of a unit root in a time series using EViews software. We'll be using real data for Canada and applying various tests to determine the stationarity of the consumer price index. We'll start by analyzing the graph to identify any trends or changes in mean over time. From there, we'll move on to using the correlogram to confirm whether the auto-correlation function decays immediately. Finally, we'll use formal tests such as the Augmented Dickey-Fuller test, KPSS test, and Phillips-Perron test to test for unit roots. At the end of the video, we'll conclude that the consumer price index series has a unit root and is non-stationary. We'll also demonstrate the significance of the trend and intercept and recommend the use of the Phillips-Perron test in cases where roots are very close to one. If you're interested in learning more about unit root tests in EViews and how to determine the stationarity of a time series, this video is for you! Don't forget to hit that subscribe button and share the video with your colleagues and friends. Thank you for watching! --------------------------------------------------------------------------------------------------------- Check out the links below for more resources and ways to support my channel: 📈 Unlock the secrets of Unit Roots and Stationarity - Download the FREE dataset and recreate the video content! Take the first step towards mastering the topic with my step-by-step article and recommended literature. Don't miss out, click here: https://www.jdeconomics.com/eviews-tu..." ✅To stay updated on more valuable tutorials, subscribe to JD Economics' channel at    / @jdeconomics   ✅ Access all EViews workfiles, DO files (STATA) and slides from my videos here: https://jdeconomicstore.com/ ✅ Visit my website for more FREE tutorials: www.jdeconomics.com 📺 Don't miss out on future videos, subscribe here:    / @jdeconomics   📲 Follow me on Twitter, Instagram and Medium for news, tips, articles, draws and discounts: https://juandamico.start.page/ ✅ Have a topic suggestion? Need research help? Would you like to contact me? Click: https://juandamico.start.page/ ☕️If you would like to show your appreciation and make a donation: https://paypal.me/JDEconomics?locale.... Thank you for your support! --------------------------------------------------------------------------------------------------------- ✅Watch Unit Root Test with Structural Breaks:    • Unit root test with breakpoints in Eviews ...   --------------------------------------------------------------------------------------------------------- 🕘 Timestamps: 🎬 In this video the following analysis is performed: 👋 Video introduction 0:00 📊 (i) Graph Analysis: 0:47 📊 (ii)correlogram Analysis: 1:10 📊 (iii) perform unit root formal tests. 📈1-Augmented Dickey Fuller test (ADF unit root test). 1:37 📈2- Phillips Perron test (unit root test). 3:42 📈3- Kwiatkowski–Phillips–Schmidt–Shin test (KPSS test-stationarity test). 4:45 A clear explanation of the decision rule for unit root test is provided. --------------------------------------------------------------------------------------------------------- 🎬 Learn how to write your research paper in a fancy way in Latex with Overleaf:    • Latex with Overleaf Tutorial/Course   🎬 More EViews related videos:    • Applied Time Series Analysis: Free Eviews ...   -------------------------------------------------------------------------------------------------------- I'd love to hear your thoughts and questions! Leave a comment below and I'll be sure to respond. And if you enjoyed this video, please hit the like button and subscribe to my channel for more content like this. Thanks for watching! JDEconomics