tag:blogger.com,1999:blog-6883247404678549489.post6190230199154664730..comments2019-12-04T01:26:28.921-08:00Comments on EViews: AutoRegressive Distributed Lag (ARDL) Estimation. Part 3 - PracticeIHSEViewshttp://www.blogger.com/profile/04703437003033046408noreply@blogger.comBlogger144125tag:blogger.com,1999:blog-6883247404678549489.post-54578198384552742142019-12-04T01:26:28.921-08:002019-12-04T01:26:28.921-08:00Hello EViews team, I.e. the interpretation of the ...Hello EViews team, I.e. the interpretation of the short-term equation (ECM Regression) does not concern these variables (Zero lag variable), despite we can calculate the short term coefficients of these variables!ecointelligencyhttps://www.blogger.com/profile/09764228437124629520noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-30526254765579145752019-11-28T11:19:31.818-08:002019-11-28T11:19:31.818-08:00This comment has been removed by the author.ecointelligencyhttps://www.blogger.com/profile/09764228437124629520noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-21922229152163922162019-11-26T23:52:19.226-08:002019-11-26T23:52:19.226-08:00Good morning EViews team.
Why EViews, estimate...Good morning EViews team.<br /> Why EViews, estimates the short-term equation without the variables having a zero lag?<br /> For example; ARDL(21234560)<br />Eviews estimates the short-term equation without the seventh explanatory variable!ecointelligencyhttps://www.blogger.com/profile/09764228437124629520noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-49229718579254658652019-11-03T01:37:44.954-08:002019-11-03T01:37:44.954-08:00This comment has been removed by the author.ecointelligencyhttps://www.blogger.com/profile/09764228437124629520noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-52209117710244472462019-11-01T14:58:02.939-07:002019-11-01T14:58:02.939-07:00This comment has been removed by the author.ecointelligencyhttps://www.blogger.com/profile/09764228437124629520noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-58617161114864109632019-10-11T12:18:15.201-07:002019-10-11T12:18:15.201-07:00Most papers do not even report the T-statistic and...Most papers do not even report the T-statistic and some that to do, have the T statistic in between the critical values and do not even comment on it, as if it didn´t even exist. I’ve only seen comments on it when the T-statistic is above the I(1) critical value just as a complementary confirmation of cointegration of the variables. <br />From what I´ve read, this problem might arise when the explanatory variables are mutually cointegrated, which if true, should arise as an extremely common problem for this kind of tests shouldn’t it? <br />Ray DVhttps://www.blogger.com/profile/12874509594945887668noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-45180222998938347542019-10-10T13:02:52.440-07:002019-10-10T13:02:52.440-07:00What happens when the f statistic is highier than ...What happens when the f statistic is highier than the critical value but the t-statistic of the t-Bounds Test lien in between the critical values? Ray DVhttps://www.blogger.com/profile/12874509594945887668noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-82254492812358575092019-10-10T06:47:57.900-07:002019-10-10T06:47:57.900-07:00In short, the long-run coefficients are those whic...In short, the long-run coefficients are those which are inside the cointegrating equation. Everything else is considered to be a short-run variable. After estimation, if you go to View/Coefficient Diagnostics/Long Run Form and Bounds Test, you will see a table with the header "Levels Equation". The coefficients in this table are considered long-run coefficients.IHSEViewshttps://www.blogger.com/profile/04703437003033046408noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-4877548461311502752019-10-03T10:58:36.729-07:002019-10-03T10:58:36.729-07:00hi team eviews, my case is same please guide which...hi team eviews, my case is same please guide which of the coefficients are short run coefficient in eviews 10 Unknownhttps://www.blogger.com/profile/11841392017720236302noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-77259858725917987782019-10-03T10:52:24.802-07:002019-10-03T10:52:24.802-07:00hi i'm not very conversant with e views and i&...hi i'm not very conversant with e views and i'm simply trying to know where i get the long run and short coefficients, i have ran the long run form and bound test as well as the error correction form tests, i suspect that the coefficient of cointeq(-1) is the short run coefficient, but i have no clue what the long run coefficient is, i would appreciate it if i could get a responseUnknownhttps://www.blogger.com/profile/11841392017720236302noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-13119229208579668152019-09-17T07:29:57.378-07:002019-09-17T07:29:57.378-07:00ARDL estimation was changed dramatically between E...ARDL estimation was changed dramatically between EViews 9 and 10, and this blog post applies to EViews 10 and beyond only. IHSEViewshttps://www.blogger.com/profile/04703437003033046408noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-30058876364698961352019-09-03T05:36:09.244-07:002019-09-03T05:36:09.244-07:00Hi. I have two short questions about constant and ...Hi. I have two short questions about constant and trend specifications: firstly, my version of EViews 9 only shows three options ("none", "constant" and "linear trend"), while the images you show here display apparently five cases. In what version can I access these options?<br />Secondly, the inclusion of constant and trend has a considerable effect in my coefficients, even when the constant and trend are not significant. Is that normal? What is the guideline here - simply drop them out when they are non-significant or comparing some criteria (e.g. AIC)? <br />By the way, my dependent variable is nominal (prices), so we do not expect a growing trend for long periods (indeed the OLS regressossion against a constant and a linear trend yields a coefficient near 0 for the trend).<br />Thank you!Lucas CFChttps://www.blogger.com/profile/14408142594038292493noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-47984569550655743582019-08-20T10:01:59.855-07:002019-08-20T10:01:59.855-07:00Hi many thanks for the post. It is really helpful....Hi many thanks for the post. It is really helpful.<br />I have a question about ARDL forecasting,I got 4338 initial sample size,I want to use ARDL to see the future value of each variables(like VAR forecasting),but after I extended the sample range （size）to 50000,I made forecasting,finally I still back to the initial sample size. It is more likely to be a simulation rather than forecasting. May I have some suggestions aabout this? <br /><br />Thanks again!<br />Ocean Hai Yanghttps://www.blogger.com/profile/04969955695494780352noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-34171473553392799492019-06-29T00:41:39.678-07:002019-06-29T00:41:39.678-07:00This comment has been removed by the author.ecointelligencyhttps://www.blogger.com/profile/09764228437124629520noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-77111182081159352702019-06-26T04:21:37.294-07:002019-06-26T04:21:37.294-07:00Hello,
In cases 5, 3 and 1 we did not test the ...Hello, <br /> In cases 5, 3 and 1 we did not test the coefficients of the constant and trend in the formula of co-integration. So, according to I believe myself; its effect (in all cases 5, 3 and also 1) on the ECT coefficient in the wedge equation persists, and in this case it becomes a nonensical co-integration.<br />Best wishes.ecointelligencyhttps://www.blogger.com/profile/09764228437124629520noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-15605684705532315792019-06-26T04:07:01.258-07:002019-06-26T04:07:01.258-07:00Hello,
Sorry, and Warning; why t-Bounds test.....Hello,<br /> Sorry, and Warning; why t-Bounds test... and no t-test?<br />B.Wecointelligencyhttps://www.blogger.com/profile/09764228437124629520noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-2098447154088825392019-06-25T09:35:00.324-07:002019-06-25T09:35:00.324-07:00This comment has been removed by the author.ecointelligencyhttps://www.blogger.com/profile/09764228437124629520noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-32538843905320797882019-06-24T04:17:34.659-07:002019-06-24T04:17:34.659-07:00Hello EViews team,
Please, for example: in ARDL(1,...Hello EViews team,<br />Please, for example: in ARDL(1,1,0)<br /> To do the Bounds test, what equation ((1) or (2)) are we taking?<br /><br />ls d(y) c y(-1) x1(-1) x2(-1) d(x1) ......... (1)<br />ls d(y) c y(-1) x1(-1) x2 d(x1) ......... (2)<br /><br />Best wishes.ecointelligencyhttps://www.blogger.com/profile/09764228437124629520noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-70624143042996446172019-06-24T03:49:43.514-07:002019-06-24T03:49:43.514-07:00This comment has been removed by the author.ecointelligencyhttps://www.blogger.com/profile/09764228437124629520noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-2106448914007113072019-06-17T21:38:55.264-07:002019-06-17T21:38:55.264-07:00Hello,
According to the ARDL procedure: if th...Hello, <br /> According to the ARDL procedure: if the F test indicates no co-integration, so stop.<br />Cordiallyecointelligencyhttps://www.blogger.com/profile/09764228437124629520noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-79385087608289014072019-06-17T21:38:25.874-07:002019-06-17T21:38:25.874-07:00This comment has been removed by the author.ecointelligencyhttps://www.blogger.com/profile/09764228437124629520noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-29357419311613633952019-06-11T21:51:51.983-07:002019-06-11T21:51:51.983-07:00My F bound test shows cointegration does not exist...My F bound test shows cointegration does not exist, but the ect in ecm is highly significant. How should i explain this?Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-27333634296802464022019-06-02T08:51:45.735-07:002019-06-02T08:51:45.735-07:00coeff diag/long run and bound test -> level equ...coeff diag/long run and bound test -> level equation.irfanhttps://www.blogger.com/profile/13887425442362442151noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-59900427239935725252019-06-02T08:49:28.151-07:002019-06-02T08:49:28.151-07:00Hi eviews!
why t-test should be use if i=1,3,5. Ho...Hi eviews!<br />why t-test should be use if i=1,3,5. How about i=2 or 4?<br />Thankyouirfanhttps://www.blogger.com/profile/13887425442362442151noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-40424189544348738112019-05-22T09:36:41.983-07:002019-05-22T09:36:41.983-07:00Hi team
I am using ARDL model on eviews 10. My va...Hi team<br />I am using ARDL model on eviews 10. My variables are cointergrated and ECM is negative and significant. However I am expected to report on short run and long run estimates. Which of of the coefficients are long run coefficients?Unknownhttps://www.blogger.com/profile/15320413796498534804noreply@blogger.com