tag:blogger.com,1999:blog-6883247404678549489.post8423972234288372602..comments2024-02-20T22:25:34.586-08:00Comments on EViews: AutoRegressive Distributed Lag (ARDL) Estimation. Part 1 - TheoryIHSEViewshttp://www.blogger.com/profile/04703437003033046408noreply@blogger.comBlogger57125tag:blogger.com,1999:blog-6883247404678549489.post-35786534739858366072024-02-16T22:48:50.063-08:002024-02-16T22:48:50.063-08:00pg ดีที่สุดเกมออนไลน์ PG SLOT สล็อตบนโทรศัพท์เคลื...pg ดีที่สุดเกมออนไลน์ PG SLOT สล็อตบนโทรศัพท์เคลื่อนที่ แบบใหม่ตอนนี้ ของโลก สมัครเล่น SLOT วันนี้รับโบนัส แรกเข้า 100% ในทันทีทันใด โบนัส 50% สำหรับสมาชิกใหม่<a href="https://pgslotweb.net/">pg slot</a>https://www.blogger.com/profile/02244953986464684819noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-79445004423422424562023-08-23T03:27:50.392-07:002023-08-23T03:27:50.392-07:00Isn't it supposed to be formulating hypotheses...Isn't it supposed to be formulating hypotheses on:<br />H(0 ):Variables are cointegrated<br />H(1 ):Variables are not cointegrated<br />Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-53812383113018072252022-09-16T01:01:44.659-07:002022-09-16T01:01:44.659-07:00Very elaborate explanation. Thank you. When substi...Very elaborate explanation. Thank you. When substituting the value of a_0 in CEC for case 2 not getting the ECT as explained. Similarly for case 4 substituting the value of a_1 also not getting the given ECT. some sign issue i think. some body please helpAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-37700582835148188812021-11-30T19:41:12.088-08:002021-11-30T19:41:12.088-08:00Emergency response requested please. I have run AR...Emergency response requested please. I have run ARDL of time series data. The results of my model are good and significant with no constant and no trend. These results are also in line with results of one to one relationship between dependent variable and main explanatory variable. These results also fulfill all other requirements. However, when I run this model with Constant and trend, then my results change especially the direction of relationship between dependent variable and explanatory variable changes and is found insignificant. Values of constant and trend in bounds test are also found significant. <br />Kindly suggest and guide which results are acceptable?<br />Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-86514877550899827292021-06-21T11:01:21.469-07:002021-06-21T11:01:21.469-07:00Just started using ARDL model. I am running 2 time...Just started using ARDL model. I am running 2 time series models and comparing them. One of them shows long term correlation, the other only shows short term. I believe i am getting the hang of the long term, but i really don't understand how to interpret the short term relationships between variables. Can this be determined from the output or do i need to carry out a Granger Causality check or similar. Can i carry out IRF when using ARDL.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-3968638178335395642020-05-25T18:56:07.487-07:002020-05-25T18:56:07.487-07:00hi thnkyou for the useful article
still have a few...hi thnkyou for the useful article<br />still have a few doubt about the content<br />really appreciate if the ihseviews team can guide me<br /><br />this is my question<br />why doesnt the 1st representation solve for yt? is it the reason why the 1st representation cannot be used to interpret as a short run parameter?Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-74931573191775076052020-03-22T10:32:20.640-07:002020-03-22T10:32:20.640-07:00If i use ARDL estimation in Eviews 10 everything i...If i use ARDL estimation in Eviews 10 everything is OK, but in Eviews 11 with tfe same file (variables) i get message "y is not defined". SP there is no any variable without this message. What does it mean?Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-23590585283442063132020-03-07T09:01:25.806-08:002020-03-07T09:01:25.806-08:00This comment has been removed by the author.Ecointelligencyhttps://www.blogger.com/profile/09764228437124629520noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-22106763356673392052019-11-27T10:05:04.331-08:002019-11-27T10:05:04.331-08:00Good morning EViews team.
Please, for example; ARD...Good morning EViews team.<br />Please, for example; ARDL(1000):<br /> Eviews estimates the short-term equation without the three explanatory variables. What does it mean? Ie, in reality, how to interpret that?<br />Excuse me for the disruption, and thank you very much for your cooperation.<br />Ecointelligencyhttps://www.blogger.com/profile/09764228437124629520noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-79925834726230196162019-11-20T04:25:17.033-08:002019-11-20T04:25:17.033-08:00Good 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-55667785387800640332019-11-01T14:58:09.822-07:002019-11-01T14:58:09.822-07:00This comment has been removed by the author.Ecointelligencyhttps://www.blogger.com/profile/09764228437124629520noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-28701313734525725942019-06-25T09:34:01.968-07:002019-06-25T09:34:01.968-07:00This comment has been removed by the author.Ecointelligencyhttps://www.blogger.com/profile/09764228437124629520noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-58463028081399209432019-06-24T04:17:19.822-07:002019-06-24T04:17:19.822-07:00This comment has been removed by the author.Ecointelligencyhttps://www.blogger.com/profile/09764228437124629520noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-25400255345136591952019-06-24T03:49:39.101-07:002019-06-24T03:49:39.101-07:00This comment has been removed by the author.Ecointelligencyhttps://www.blogger.com/profile/09764228437124629520noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-43189594476716800042019-06-17T21:13:08.065-07:002019-06-17T21:13:08.065-07:00Hello,
You have to go to Eviews10, and after t...Hello,<br /> You have to go to Eviews10, and after the general ARDL model estimation please click on: Coefficient Diagnostics/ARDL Long Run Form and Bounds Test -> Levels Equation.<br />CordiallyEcointelligencyhttps://www.blogger.com/profile/09764228437124629520noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-40997630918339847232019-06-17T21:05:43.627-07:002019-06-17T21:05:43.627-07:00This comment has been removed by the author.Ecointelligencyhttps://www.blogger.com/profile/09764228437124629520noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-56442767994564536102019-05-14T07:25:26.578-07:002019-05-14T07:25:26.578-07:00Really a very informative blog.Really a very informative blog.Muhammad Faheemhttps://www.blogger.com/profile/12908420446297473623noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-66433834810981224512019-04-03T07:36:53.116-07:002019-04-03T07:36:53.116-07:00This will be very useful. How can you let me know ...This will be very useful. How can you let me know about this? Can you send me that to my email please? ThanksHimmy Khanhttps://www.blogger.com/profile/06702422968121938601noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-47410930323508608712019-01-11T08:45:10.377-08:002019-01-11T08:45:10.377-08:00Hi everyone,
Does anyone know how to perform the ...Hi everyone,<br /><br />Does anyone know how to perform the test from Pesaran, M. H., & Smith, R. P. (2016). Counterfactual analysis in macroeconometrics: An empirical investigation into the effects of quantitative easing. Research in Economics, 70(2), 262-280.?<br /><br />Thanks,Joananoreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-76544276307670232032019-01-04T04:40:47.899-08:002019-01-04T04:40:47.899-08:00Hello,
How do I view the long-run coefficients fo...Hello,<br /><br />How do I view the long-run coefficients for an ARDL in EViews 10?Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-44281188671910186672018-10-18T01:31:26.581-07:002018-10-18T01:31:26.581-07:00Hello all
When we use ardl bounds test , how can w...Hello all<br />When we use ardl bounds test , how can we choose no constant no trend , constant and trend ....<br />Depends on dependent variable??Nachidhttps://www.blogger.com/profile/12109444480759539236noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-57118653863160589402018-06-27T09:49:37.806-07:002018-06-27T09:49:37.806-07:00What about when you know that one is I(0) and the ...What about when you know that one is I(0) and the other is I(1) but there still seems to be a relationship? For example, I have a series that doesn't appear to have a unit root and doesn't have a strong deterministic trend but is part of a long run cycle so there are medium term 'ups and downs’. I have found that this is captured quite well by an AR(3) model. I also know that this market does react to interest rates so I would like to model this relationship. A time series plot shows some sort of link but its not as strong as would be from a traditional cointegrated relationship. However a scatterplot shows that there is a correlation so I was wondering if I could use an ARDL to model this? ThanksBekahhttps://www.blogger.com/profile/02942468922473841814noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-83337817461373649412018-06-14T13:26:32.080-07:002018-06-14T13:26:32.080-07:00It is very difficult to guide you since this is a ...It is very difficult to guide you since this is a question of theory vs practice. If theory calls for the inclusion of a trend and constant, then it should be included. If in this case it turns out that the constant and trend is insignificant, it means that the data being used is not compatible with the theory or the other way around.<br /><br />On the other hand, if theory does not suggest the inclusion of a constant / trend, then you did the right thing when you removed them. In general, you should always let the data speak for itself, unless theory suggests otherwise.IHSEViewshttps://www.blogger.com/profile/04703437003033046408noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-54403068825624813902018-05-22T08:22:15.106-07:002018-05-22T08:22:15.106-07:00When to use Case-I? My model had both Intercept an...When to use Case-I? My model had both Intercept and Trend come out insignificant so I removed both and the model turned out great in all respects, but some experts are of the view that I must retain Intercept term no matter what the significance is. This reasoning makes Case I obsolete. Please guide soon as I am in a hurry.Muhammad Azam Niazihttps://www.blogger.com/profile/06113652375933331044noreply@blogger.comtag:blogger.com,1999:blog-6883247404678549489.post-21828099380952510612018-05-09T10:26:22.568-07:002018-05-09T10:26:22.568-07:00Probably due to sample changes.Probably due to sample changes.IHSEViewshttps://www.blogger.com/profile/04703437003033046408noreply@blogger.com