Stationarity Test: ADF in STATA

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  • เผยแพร่เมื่อ 1 ธ.ค. 2024

ความคิดเห็น • 27

  • @michaelmbui8226
    @michaelmbui8226 ปีที่แล้ว

    This is great! So valuable for students, researchers & corporate professionals. Good job

  • @arnavwadhwa3126
    @arnavwadhwa3126 3 หลายเดือนก่อน

    Thank you sooo much for this series Naomi. Can you make a video on how to perform the Zivot and Andrews Stationarity Test on Stata.

  • @norasyikinabdullahfahami5113
    @norasyikinabdullahfahami5113 ปีที่แล้ว +1

    Thank you so much Naomi! Very helpful video.. Keep it up!

  • @dancanndungu3514
    @dancanndungu3514 10 หลายเดือนก่อน +1

    i need teaching on STATA. Good work.

    • @excellingwithnaomi
      @excellingwithnaomi  9 หลายเดือนก่อน

      Hi Dancan. I also do personalized tutorials. Kindy reach me through whatsapp on 0721647722

  • @stephentumaini5325
    @stephentumaini5325 ปีที่แล้ว +1

    Thank you. This is so important

  • @bethwanjiku936
    @bethwanjiku936 ปีที่แล้ว

    Commendable. Keep up the spirit.

  • @kariswajulia5795
    @kariswajulia5795 ปีที่แล้ว +1

    Thank you.. keep up siz

  • @ainsufia8194
    @ainsufia8194 8 หลายเดือนก่อน +2

    hi naomi, good explanation! but can i ask on the ADF test, why is it when i click "suppress constant term in regression" the result shows stationary but then i click "include trend term in regression" and "include drift term in regression", both results show non-stationary for the variable? hope you can help me with this. much appreciated, thank you!

    • @hudayfedaror7850
      @hudayfedaror7850 5 หลายเดือนก่อน

      Suppress constant term means no intercept and no trend but when you choose include the trend means you included your model the trend and the intercept. However, you have to check your model to have - sign. If put models have - sign thhen they are valid and you can choose the one you want. I hope Noami should include the meaning the each one so students can follow accordingly.

  • @benkondia9757
    @benkondia9757 ปีที่แล้ว

    Wow! Keep it up daughter. The Lord enlarge your scope.

  • @olliecumming3225
    @olliecumming3225 10 หลายเดือนก่อน

    Why do you select 1 lag for the Dfuller test? I have been using Dfgls to determine lags length but sometimes it tends to yield extremes. If anyone could help that would be much appreciated

  • @geraldsomto2718
    @geraldsomto2718 5 หลายเดือนก่อน

    Great job

  • @DemasMshairi
    @DemasMshairi ปีที่แล้ว

    Great job Naomi, Can we get the powerpoint notes on stationarity?

    • @excellingwithnaomi
      @excellingwithnaomi  ปีที่แล้ว

      @DemasMshairi. Thank you. Sure. I will make some notes and pin the notes in this video

  • @hon.eugenetv606
    @hon.eugenetv606 ปีที่แล้ว

    Wouuh this is so good

  • @samuelmaina8769
    @samuelmaina8769 ปีที่แล้ว

    Hello, does someone have to find the logs of the variables before running the test?

    • @excellingwithnaomi
      @excellingwithnaomi  ปีที่แล้ว

      Hello@samuelmaina8769. Finding the logs of the variable is not a must. However, its necessary especially when the data is highly skewed. It helps educe the skewness.

  • @muhiazreviews649
    @muhiazreviews649 ปีที่แล้ว

    Thankyou very much....