Thank you very much sir. But my question here is how can someone correct the cusum analysis test when the lines graph is greater than 5% critical bound?. Thank you sir🙏
Sir to correct the serial correlation u said take lag Lag of a specified variable u have taken whose variable is lag taken how lag is taken these are combined results u.e durbin watson value belongs to whole data so all variables lag is taken to correct error
@@Analytrix.Assist Increase the sample size if possible. Then another thing you can do is to check for check for structural breaks, then use dummy variables to capture the identified break periods
To conduct cusum test at 10 percent, right click where the 5% is displayed on the cusum result, then click on options, click where u see 5% Significance and edit to 10%, then click ok. Both are actually good to test, though cusum of square is further used to ascertain structural break dates in a model. Some scholars just report cusum without really conducting cusum of squares
@@obezipacademy Thank you so much for your answer! Though both 5% & 10% significance CUSUM & CUSUM SQUARES plots are coming as the same (same magnitudes, same plots). I thought with 10% the band-width should have become wider.
Sir I have estimated the equation with 2 lag..but there is one problem.my error correction model is coming negative as u said but all my explanatory variables are insignificant both in the long and short run.what to do regarding this??
@@zoyashah7826 it simply means there is overconvergence. This means that the correction mechanism is oscillatory. in other words, the speed of adjustment fluctuates forward before settling to equilibrium. (note, the frequency of your data as well as outliers can play a role in this but by no means your ECM is wrong
![[FULL EP.16] เซียนพาลุย "เผือก-ฟรอยด์" กรี๊ดลั่น จนปูหนี | เฮ็ดอย่างเซียนหรั่ง | One Playground](http://i.ytimg.com/vi/FsqUvwS3b-Y/mqdefault.jpg)
Tq sahh for helping me
Very clear and helpful, thank you Sir.
Thank you sir for the video, it's very helpful 👍👍
Thank you so so much this is all I need all in one video thank you again
Thank you for the content. Sorted my project out :)
Thank you doc
Thanks a lot ☺️☺️
Thank you very much sir.
But my question here is how can someone correct the cusum analysis test when the lines graph is greater than 5% critical bound?.
Thank you sir🙏
Please how do I locate the value of R² in ARDL using e-view 9
Thanks a lot for the good job sir 👍
excellent
Sir whether we should mention probability value of F-statistic or observed r square value of diagnostic tests in our research paper ??
For ARDL model testing for multicollinearity is not necessary , right?
Sir to correct the serial correlation u said take lag
Lag of a specified variable u have taken whose variable is lag taken how lag is taken these are combined results u.e durbin watson value belongs to whole data so all variables lag is taken to correct error
How do I treat the problem of normality in ADRL equation estimation even after Log-transformation
@@Analytrix.Assist Increase the sample size if possible. Then another thing you can do is to check for check for structural breaks, then use dummy variables to capture the identified break periods
@@obezipacademy Noted, thank you.
Problem fixed
Can I use this diagnostic test (ARDL) on the panel data analysis ?
please add dummy variables to the model and how do you test
1) How can I conduct a CUSUM & CUSUM SQUARE test using 10% Significance level?
2) Are both essential? Or is it enough if my CUSUM Test is stable?
To conduct cusum test at 10 percent, right click where the 5% is displayed on the cusum result, then click on options, click where u see 5% Significance and edit to 10%, then click ok.
Both are actually good to test, though cusum of square is further used to ascertain structural break dates in a model. Some scholars just report cusum without really conducting cusum of squares
@@obezipacademy Thank you so much for your answer! Though both 5% & 10% significance CUSUM & CUSUM SQUARES plots are coming as the same (same magnitudes, same plots). I thought with 10% the band-width should have become wider.
Discuss the outcome in terms of structural break that happened from the point of divergent
Sir for estimating ARDL is there a requirement of any minimum no of observations.I have used 28 yrs data.is this enough.
28years is large enough
Do we have ARDL on eviews 8
Sir whenever I m estimating my equation through Ardl its saying singular matrix..how to resolve this problem
Reduce the number of lags to either 2 or 3
Sir I have estimated the equation with 2 lag..but there is one problem.my error correction model is coming negative as u said but all my explanatory variables are insignificant both in the long and short run.what to do regarding this??
You have to report and interpret the results the exact way you go it. Explain the possible economic reasons why it's insignificant
Sir my error correction model is coming far below 0..its coming -2.what to do regarding this??
@@zoyashah7826 it simply means there is overconvergence. This means that the correction mechanism is oscillatory. in other words, the speed of adjustment fluctuates forward before settling to equilibrium. (note, the frequency of your data as well as outliers can play a role in this but by no means your ECM is wrong
please attach the data here; so we can practice it with you.
what if there is serial correlation is there a video of how to correct it
th-cam.com/video/hM8lXyGu_mk/w-d-xo.html
@@obezipacademy even if I'm using a first difference data I can use this technique to remove the serial correlation problem
Yes.
@@obezipacademy thank you a lot
Sir kindly share your email I'd.. I want to share the data with you so that you can tell me what wrong m doing in estimation
Obezip@gmail.com