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!
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.
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
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.
This is great! So valuable for students, researchers & corporate professionals. Good job
Thank you so much
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.
Thank you so much Naomi! Very helpful video.. Keep it up!
Thank you
i need teaching on STATA. Good work.
Hi Dancan. I also do personalized tutorials. Kindy reach me through whatsapp on 0721647722
Thank you. This is so important
Glad it was helpful!
Commendable. Keep up the spirit.
Thank you so much
Thank you.. keep up siz
Thank you
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!
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.
Wow! Keep it up daughter. The Lord enlarge your scope.
Yes! Thank you!
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
Great job
Great job Naomi, Can we get the powerpoint notes on stationarity?
@DemasMshairi. Thank you. Sure. I will make some notes and pin the notes in this video
Wouuh this is so good
Thank you so much
Hello, does someone have to find the logs of the variables before running the test?
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.
Thankyou very much....
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