(EViews 10) Johansen Test of co-integration Model 1 скачать в хорошем качестве

(EViews 10) Johansen Test of co-integration Model 1

If you like this video please share, like, subscribe, comment, and notification to get more videos on my channel. All the variables in the model must be stationary at the level I(0) or at the first difference I(1) or integrated to I(0) and I(1) But not to I(2). Determine the optimal lag length(p) for the model. Perform Johansen Cointegration with the above lags (P). A) if there is cointegration, meaning that all the variables move together towards the LR, then we can perform VECM. B) If there is no cointegration in the variables, we can only estimate Unrestricted VAR Model NOT ECM. Perform some Diagnostic Tests of the ECM Model. O Serial Correlation o HKS o Normal Distribution o ARCH effect Follow me on: skype account https://join.skype.com/invite/yQkE9Cy... Linked Account: www.linkedin.com/in/majeed-hussain-4a29ba131 Facebook AC:   / majeed-hussain   instagram   / majeed.hussain.3   Copyright Use of the information on this publication/website is at your own risk. No part of this publication may be reproduced, downloaded, or transmitted in any form or by any means published somewhere without the author permission. All publications are copyrighted by the author and publications are used for research and understanding purposes