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Thanks for your video. It has been so helpful

where is the interpretation?

how to find the optimal lag for panel data frame? please guide

Thank you! This was very helpful!

Good presentations well understood

Great video! Very useful

I have two series of data of I(3), what should I do?

thanks man

Thank you!

You are awesome , you've explained very well ,continue

Thank you so much sir 🙏

Clear, concise, and helpful. Thank you!

Thank you sir such a wonderful information.... Can you upload Transfer function model with help of ARIMA model

You should have shown how to test when variable is differenced.

Thanks a lot sir, you are such a lifesaver.

Thank you sir

What is the difference between David hendry's structural break test and Bai perron test?

You make excellent videos sir! Thank you for enlightening us

THX A LOT FROM KOREA

Hello sir 😁😁

Yo daddy what are you doing

thank you very much sir

The solution is silent at the end

Sir, could you please upload a video on the ICSS algorithm for identifying volatility sudden shifts with the help of R studio

Very well explained sir. I want to know one thing that is it necessary to write numbers instead of companies name in the firm coloumn of panel data

Sir, if we wish to perform ADF test for the first differentiation of a particular variable, do we have to select lag order using, say for example VARselect(diff(GDP)) or can we use the same lag order we used for the level format of the variable [ that is using VARselect(GDP) ]

Hello! What means the lag 4? Thanks

really very helpful....

Sir How to convert double diff forecast values into original values in var model

What is the package to install for operating adf.test function.

Thank you sir..it really helped me

Thank you sir its very simple when you explained. One suggestion if you make a google derive library from which any one can use the data those are using in your you tube video. It can practice it and than apply it.

how to get breakdates in format of date ? instead of ex: 0.58644 at the corresponding breakdates?

Hello sir. In your example, your variables are GDP and WPI. But in the syntax you used lgdp and dwpi. you would like to explain this passage to us. thank you

Good evening sir. how to determine the optimum lag for a database containing several variables? For example one dependent variable and two independent variables

Please Sir , Upload a Video explaing Breusch pegan Test for heteroscedasticity in Excel.

Sir, how to get intercept coefficients in ARIMA? I can't get in summary. Only ma1 and ma2.

Simple and clear, thank you so much Sir!

Thank you!

Sir I wanted to conduct a FDP in R. Sir it would be a privilege to have as the resource person. Sir if possible please share your mail i.d

Thank you sir! very helpful

sir please give ur email id for some enquiries and also please turn on comments section because event study is very important to do my project .and also i have so enquiries about event study ..so kindly reply me sir

can we choose the overall optimum lag from the existing time series? if there is a way could you tell me sir?

@Miklesh Yadav : You helped me a for some projects through your video , so thank you !! HOWEVER , When we reject the null hypothesis , in this case , we should say , the test rejected the hypothesis of the absence of structural change in a series but it doesn't mean that there is indeed a structural change in a series (which what you said in the video ). This is an important thing that a lot of people make a mistake on . It was just for the sake of the clarification. Please , do not take it personally , we are exchanging ideas and learning from each other. Again , thank you for your great contentes.

Very nice. Best wishes

Very helpful. I wish you could publish more videos on time series. Thank you for your great work!

Great video. its possible to know whats the statistical significance of the IRF?

How to find optimum lag for ARDL bound test?