EViews: Unit Root Test, Cointegration Test and ARDL-ECM (Estimation and Interpretation)

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Information EViews: Unit Root Test, Cointegration Test and ARDL-ECM (Estimation and Interpretation)

Title	:	EViews: Unit Root Test, Cointegration Test and ARDL-ECM (Estimation and Interpretation)
Lasting	:	17.03
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Thank for explaining everything on the results🎉🎉🎉
Comment from : @sikelelwapinda5582

Sir what do i do when my result for adf test shows significant but for phillip perron shows non-significant I have a mix of stationary at level and at forst difference at adf But when i did Philip perron 2 of my variables showed non stationary at level and first difference even after logging them and trying out other include in equation- intercept, intercept and trend and none
Comment from : @adekunleayomide5816

thanks for this video, it helped a lot
Comment from : @Barbay21

thank you for this helped me a lot getting through my assignment
Comment from : @dodje1585

Thank u 🫂
Comment from : @AmaluBenny

My short run is not negative but is it statistical significant
Comment from : @theinvestmentsocietylasu

Thank you very much, Sir
Comment from : @THYWILLEjeI

Well done sir, this is quite helpful but i have a challenge, i am trying hard to check my bound test I followed every step you went but after the ADF, i tried to check if constant and @trend are significant to know whether to add it to ADF, it showed syntax error I kept trying over and over again but it seems not improving, what do i do pls?
Comment from : @idakwojiblessing4475

great,keep it up!!!
Comment from : @tsadikuhizikel

Straight to the point indeed, thank you sir
Comment from : @nalabhembe3085

How do i get the data you used?
Comment from : @davisumoru6879

Strait to the point Perfect thank you
Comment from : @nalabhembe3085

Hi Dr,brCan you show how to represent the tables on the main work because it seems it is not the complete table one will take to his workbrThank youbrAliyu Yusuf
Comment from : @aliyuyusuf8013

Great job sir can you please tell us what can we do if our dependent variable is stationary in level? Whether we apply simple ardl or augmented ardl???
Comment from : @easytolearn28

Weldon Dr your lectures on Eviews has widen my knowledge However, I want to ask how I can identify Error Correction Form in Eview 13 and constant and trend when performing ARDL bound test Thanks sir!
Comment from : @adeyemoolusola3779

good day, what if my variable is greater than 005 @C and trend, what does it mean and what should i do? thank you
Comment from : @adeyinkairewole19

Thank you so much, just try to be slow in your speech
Comment from : @drypht

Goodafternoon, please can you help with video on how to do PCA using eview 10 Thank you
Comment from : @faithreigns4972

Hi Sir, to use ARDL isn’t the dependent variable meant to be integrated by order I(1) ?
Comment from : @hezb1996

You have done well
Comment from : @peterkehindemogaji3744

Great job Very helpful Please what eview model do you use here
Comment from : @faithreigns4972

Is there a difference between ARDL and ECM form of data analysis?
Comment from : @emmanuelokeme6272

Hello Dr I hope you are very well, your video is very good I have some questions if you can help me, I'm also working on my final degree project 1-The sample that I have to estimate the ARDL model has 29 observations and I want to use 4 variables to explain And let's say, is this viable at first sight?br2- When I estimate the ARDL model, there is an option that says "cointegration graph", is this graph the result of the entire model or only of the long-term variables? because I'm more interested in estimating the long-run relationships but I need to use the graphical form Thank you very much in advance!
Comment from : @DanielSanchez-jh4kd

Hello Sir Please, is it advisable to go on with ARDL when the F-bound test is less than the lower and upper bound?
Comment from : @victoraninwagu1972

My question is that '" my CointEq(-1) value is -1240196" How will I interpret the speed of adjustment
Comment from : @alfaprofwengeracademy5099

Thank you for the good job
Comment from : @alfaprofwengeracademy5099

❤❤ thanks sir
Comment from : @joyunigwe3257

Again, please do you have a video on Zivot Andrews breakpoint test
Comment from : @emmanuelsenior1191

Please the short run result includes lag result for some of the variables whilst others have ore than one lag reuslts, which one should i explain in my work
Comment from : @emmanuelsenior1191

Greetings Dr When running for my ARDL, I found that the constant was greater than 005, which I restricted before running the ECM, but my challenge now is that the F statistics of the ECM don't show on the result again Can I go ahead and interpret without F statistics?
Comment from : @victoraninwagu1972

Great explanation, DrbrPlease what should I do when my Bounds F-statistic value is greater than the lower and less than the Upper value at 5 significant?brbrCan I explain that it exhibit a long-run relationship?!
Comment from : @victoraninwagu1972

Why didn't you perform diagnostic checking?
Comment from : @UmeshRR

Please in reporting the results of the estimation, which specific one should I report since the results bring that of say lag 1 to lag 4 estimates of the variables Also what if the cointEq(-1) is greater than 1 however it's negative and statistically significant, what should I do? Thank you
Comment from : @helinasiripi6820

you are talking very fast, and not understand u what r u saying, please make it understandable and slow down ur voice too
Comment from : @NaseerKhan-g3i

Sir can you please explain how the maximum lags are picked when running the unit root test and ARDL
Comment from : @chikajoan-qi8tl

This is really helpful Thanks so muchbrBut when presenting my unit root test table, which value do I include under my level and 1st difference out of 1,5 and 10 percent?
Comment from : @olaniyanezekiel9395

Hello Dr,can I log the variables and carry on with this methodology?
Comment from : @tosin_davidson

Thanks alot 💕💕
Comment from : @emmanuelblessingoshua1768

Very goodi would need you to personally coach me pls
Comment from : @mapaderunemmanuel8639

Thanks a lot for these tutorials Can you please answer my question; my unit root test reveals that 2 of my variables are stationary at the 2nd difference such that I(2), one is dependent and the other is independent While the rest of the variables are level or 1st difference stationary Can I use the ARDL test?
Comment from : @androidit5698

Thanks a lot, i used your lecture to analyze data for my term paper
Comment from : @habibamohammedyimam7275

Hi sir I am using Eview 9 but after running the ARDL model for wald test there is no ECT in eview 9 what is the solution?
Comment from : @matiullahamarkhil3267

When doing bound test, what if the f statistic is lower than upper bound at 25 and 1? Also, do we need to do anything next if a variable in long run result is not significant? Thank you so much for your help!
Comment from : @alishagg516

excellent
Comment from : @ammahboss3465

Good evening SirbrPlease Sir after doing my unit root test, my variables were stationed at 1st and 2nd difference So, subjecting my variables to ARDL it's showing Non singularity matrix Please sir what should I do I have logged my variables and still the same thing Please what Should I do
Comment from : @okechukwunnaemeka189

great job can i know please what the upper table in the long run bound test stands for that include the variables in lag and difference
Comment from : @amalmahmoud6198

great
Comment from : @mustaphadjaballah6706

Helloif the bounds test fall between the lower and upper boundwhats the way forward
Comment from : @farukonibudo7844

Thanks
Comment from : @danielmogashoa1964

great presentationbrbri have a question, any guidelines as to how to use the Bootstrap ARDL model
Comment from : @kfohocran

When interpreting the short run coefficient which lag must I takeor should it be a summary of the different lag
Comment from : @angelicaantoine7688

Thank you so much for the explainations and interpretations i would give a five star this video brBut my question is on the ECM regression table on the coefficient columnbrWhat if you get the error correction term of -7782080 and multiplied by 100 can it adjust the r'ship of shortrun and longrun as said on the video?
Comment from : @harryshenry6258

Thank you But please what can we do if the bounds test is inconclusive ??
Comment from : @lemondedesafa687

Please, what do I do if there's long run equilibrium between the dependent and independently variables?brThank you!
Comment from : @yusauaudu9044

@Obezip Universal Statisticals (OBUS), if it doest past the bound test, what should we do?
Comment from : @phderiolamariuscharlotade5634

very knowledgeable video, i have one Q, the paper am following has a series stationary at 1st difference, but when i estimate same series it is stationary at 2nd difference Now what should i do, Regards,
Comment from : @mydress116

PLEASE SPEAK SLOWLY U SPEAK TOO FAST
Comment from : @usmansaleem1253

when regressing the variables on its constant and trend and you find out that only trend is statistically significant, what do you do? Because there is no option to choose only trend when running the unit root testbrbrThe data for this regression is for 8years I dont know if it has anything to do with anything
Comment from : @graceheavens584

I keep getting an error message "Singular Matrix" when running bound cointegration test please i need your help sir
Comment from : @graceheavens584

Nagode 🙏 the lecture is very helpful, God bless you sir
Comment from : @adamumuhdbello5058

Thank u sir What to do if the trend is significant and constant is insignificant in the ardl estimation?
Comment from : @Waleedkhancooldevil93

WhatsApp me please 08077771775
Comment from : @walteranuku6882

what is the difference between Conditional Error correction regression and error correction model Which one is the short run result to interpret
Comment from : @christiankofiduah8832

Hello sir, brI have 6 independent variables But only 4 independent variables are appearing in my Short run ARDL result (Error correction results)what should i do? Please help
Comment from : @virajkumar4984

Great job done, I used your lectures to analyse my thesisbrKeep it up!!
Comment from : @saakamahamadu5440

Thank you for helpful video One question though, what it mean if my CointEq(-1)* is negative but more than -1? For example -2394868
Comment from : @tomsingh2399

Well done, great job, thanks a lot
Comment from : @sherzadshahab9628

Excellent job
Comment from : @sherzadshahab9628

So helpful, thanks
Comment from : @tolulopeawere7525

thank u very much sir , i have a question how i can check for short-run and long run causality from the ECM-ARDL model can i investigate the short-run causality by the significance of the Wald tests of the differenced explanatory variables!!!!!
Comment from : @benchoukwahiba3017

Thanks sir Uv actually saved me from spending more tons of cash just for the estimation and interpretation part of my ongoing MSc and future PhD research thesis
Comment from : @ajaegbuikenna6613

Thank you for the video, please is the Conditional error correction model in the long run Same as the ECM in the Short run?
Comment from : @natashagbologah6345

thank you sir please i have a question, what can i do as my f statistics falls between 1(0) and 1(1) thus making it inconclusive but the t-test is lower than the lower critical bound value what can i do pls?
Comment from : @angelaadomokhai1231