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Cointegration - Engle and Granger method in EViews

JDEConomics 43 views

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Great and well educating video 👍brPlease, what should I do when my Engle and Granger and P Oularis cointegration P-values are greater than 005 level of significance?!
Comment from : @userhenrolwest

For unit root test, how should i know whether to use intercept or intercept & trend option? One of my variables shows non-stationary at first difference in intercept but stationary when I choose intercept & trend
Comment from : @thejay0610

Johansen?
Comment from : @Helpmesubswithoutanyvideos

ExcellentI have also purchased your online material
Comment from : @ajittripathy2010

ALL p-values under the Engel-Granger must be under 005 for all variables to be cointegrated? Good vid
Comment from : @chokin78

Hi thanks for video Can you please send me the table
Comment from : @ashfaquegilal7542

Data set please
Comment from : @HishamMahran-r9k

Transfer pricing
Comment from : @ActiveezireActiveezire-pl9bm

Thank you Mr Juan, Thank you for the video and the great effort you have been doing through your channel I have an inquirybrI run the cointegration test on various economic pairs of 7 economic variables What's weird is that I always get a high Prob value on the Engle and Gragner test (around 055) Given that I only have 20 annual observations, could it be the problem? Or what am I doing wrong? how to diagnose the problem?brbrMuch appreciated Thank you
Comment from : @hshsulaimani14

Hi, if I convert my all series to firts different, because all has unit root, is it correct?
Comment from : @joseeduardonavarodriguez4086

Hi,brThank you for these great videosbrIs there any way I could get into contact with you (email)?brGreetings
Comment from : @User-12365

Does anybody teach Bayesian time series implementation on YouTube ?
Comment from : @apica1234

Hello sirReally, it was well explainedAnd I also request you to explain about Johansen Cointegration model and ARDL model
Comment from : @chethaneconomics2552

Hi , first all thanks you for the videobrI have a question,how can residual itself be stationary, and how does it relate with other variables so that to make be co-integratedbr Please 🙏 help
Comment from : @witnesskarume

could I ask why from the model 1, the variables are found to be stationary at I(1) But why we don't need to do first difference on the variable when running OLS to extract the residuals? can anyone answer my question?
Comment from : @andersng8419

my variables are not cointegrated what should be my next step
Comment from : @cssunita3463

can we use three series to conduct this test
Comment from : @cssunita3463

Why the critical values from eviews are not valid?
Comment from : @mohammednagdy6661

You are insane that's video amazing it's so useful for my thesis last part i m looking forward to tar ms var THANK YOU VERY MUCH !!!! FROM TURKEY
Comment from : @beyzanaydin4140

Hello, I have conducted the same analysis on daily data for 4 years Data included daily price changes of two series When i conduct the analysis, everything is fine So I generate residual series, I conduct ADF test and prob of adf test is 0000 but t-statistic value is -3465958 What should I understand from such high value ? Thank you
Comment from : @tolgamurat6545

Hello Juan, incredible video as always, have you thought about doing a video on ARDL model?
Comment from : @tsatsoulisgeorge6920

Thank you very much
Comment from : @jacksonmwaura2926

Dear Juan, I used two data series govt expenditure and gov revenue (both are I(1)) to see whether they are cointegrated or not, I found they are cointegrated, but when I test cointegration after taking the log of both series, it seems that the series are not cointegrated What could be the reason that after taking the logarithm, the series are not cointegrated?
Comment from : @mohammadmahabubalam6281