Econometrics # 34 : Cointegration in 13 Minutes with English [CC] - Dr. Tehseen Jawaid

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This video/lecture tells the concept of cointegration in econometrics.
Important Note: Estimated Y (Ycap) represents all independent variables. TJ Academy
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#Econometrics
#Economics
#Stationary
#nonstationary
#TimeSeries
#cointegration

Опубликовано:

20 сен 2024

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Комментарии : 118

@AbhijeetRajpurohit-hb2cu Год назад

Far better explained than my professor did at Columbia

@ashuarush4406 2 года назад

Sir aap technical models ko bhi bahut asaan zubaan me samjhate hain... Thank you... Love from India...❤️

@Fiercegirl_ 2 года назад

Cnt explain my gratitude. I have been stressing over this topic since past few days. Thank you so much🙏

@zulfaqarkhan9285 4 года назад

MA SHA ALLAH sir bahut awla...sir daily aik aik video upload krna bahut acha hoga ..videos daik Kai Econometrics easy feel hota ..sir daily base pai lecture daina ..

@TJAcademyofficial 4 года назад

Will try

@dr.aniladevi7644 4 года назад

@@TJAcademyofficial VERY WELL EXPLAINED.

@yogeshkumarshankariya642 3 года назад

Thank you sir love from Gujarat👍👍👍👍

@kuwaleetalukdar4129 Год назад

A big thankyou for making this so much easier for me

@umeshtiwari9249 Год назад

Great explain Sir. Keep up this good work. god bless you.

@shortcuts810 2 года назад

❤️❤️best explanation sir....love from বাংলাদেশ

@md.mainuddinahammed9611 2 года назад

Alhamdulillah, excellent

@pareezay5516 Год назад

Thanks sir ! Excellently explained 👍 JazakAllah u khaira ! Your videos are very helpful 😊

@Farahfictionworld 2 года назад

Sir i cant explain my thanking expressions but you just nailed the econometrics thank u so much sir....

@TJAcademyofficial 2 года назад

My pleasure 🙂

@HimanshuSoni-ql2ey Год назад

Bohot acha padhate hai aap. Love from India

@dr.aniladevi7644 4 года назад

EAGERLY WAITING FOR NEXT VIDEO

@tehseenjawaid3668 4 года назад

Soon InshAllah

@munawwarazubair6308 Год назад

Thank you so much sir, for such clear explanation...i have been struggling to get grip on this topic for so long. Very grateful for your video.

@TJAcademyofficial Год назад

My pleasure 👍

@crownstudy1298 Год назад

Thank you so much sir .....for such king of explanation........🎉

@monaroy1351 Год назад

Great sir, Love from India

@pirbial1143 2 года назад

Too good MashAllah..kindly make videos on wavelets analysis

@asifarashid6156 4 года назад

Maa sha Allah sir Method z very easy to understand. JazakAllah

@TJAcademyofficial 4 года назад

Thank you 😊

@ranasharjeelakhtar5225 3 года назад

MASHALLAH Sir love from bahawalpur.

@aminaahmedalibelal5676 Год назад

Thank you soooooo much for your great explanations

@jawadyasir4519 2 года назад

Dr sahab great work

@ibrar2kt Год назад

ap apna brain mjhy de di .. such a amazing teacher

@sidrabintibashir8616 Год назад

Asalam alaikum sir...Thanks a lot for these lectures....sir plzz I request u to start course for NET exam.....

@faizazaghum7668 3 года назад

Allhamdulillah bht achy sy smj i

@murtuzakhan3655 2 года назад

love from india sir

@bilalsagar7416 3 года назад

thank you for such a nice video

@imrankhan6056 4 года назад

God bless you sir👏👏👏👏👍👍👍👍

@elenatoros6782 3 года назад

Hello Dr. Jawaid. I would like to thank you for the helpful videos on how to apply several concepts in EViews. Is it possible for you to explain the Cointegration with EViews? Also, it would be highly appreciated if you record some lectures in English.

@TJAcademyofficial 3 года назад

Dear Elena, please find the links below (English Version): EG Cointegration: ru-vid.com/video/%D0%B2%D0%B8%D0%B4%D0%B5%D0%BE-daW8S4_98Js.html Johansen Cointegration: ru-vid.com/video/%D0%B2%D0%B8%D0%B4%D0%B5%D0%BE-E4fjzpq63cc.html

@britishlearneracademy2734 2 года назад

Please make video on how to do thesis work

@muhammadnoumanawan2012 Год назад

@sir ap plzz sath questions ya examples ko bhi solve kiya krin jo topic k related hn

@annuschudhary6330 Год назад

Great Sir g!😍

@nakulkbajaj Год назад

thankyou for the helpful tutorial

@fahadabdulsattar5237 4 года назад

Zbrdsst Sir

@urdufacttube8159 3 года назад

Ye topic itna confusion te lakin video dehkne ke baad Mashallah ....sir ap se contacts ho skte hy ...online classes arrange krne ke hawale se

@TJAcademyofficial 3 года назад

JazakAllah. For contact please visit facebook.com/TJAcademyofficial/

@Generalupdate2099 3 года назад

Thanks a lot but I need also numerical example on each topic with mannual not eviews

@sudarsangayen8049 Год назад

Awesome lecture sir😍😍

@samwelkamau567 3 года назад

Hello Dr. Possible to do one in English. Thanks.

@TJAcademyofficial 3 года назад

Hi, plz find the link below as requested Link: ru-vid.com/video/%D0%B2%D0%B8%D0%B4%D0%B5%D0%BE-daW8S4_98Js.html

@AshokKumar-rh7ey 3 года назад

excellent. sir one request is that plz give a reference in the link for whatever you explained in the video, cause if I am going to apply the test as per your explanation, my supervisor is going to ask for the refrence. thank you.

@TJAcademyofficial 3 года назад

This method is basically Engle-Granger residual based cointegration. For ref 1. Trade openness and Economic Growth: A Lesson from Pakistan, published in Foreign Trade Review 2. Inward Foreign Direct Investment and Aggregate Imports: Time Series Empirical Investigation published in International Economics and Finance Journal. You may find all papers from may Google Scholar Profile Link: scholar.google.com.pk/citations?user=zzWPr-EAAAAJ&hl=en

@HarisKhan-jn2bg 2 месяца назад

Bht late ho gya ab mera last semesster h ...aaj video daikhi to kash phly ye videos daikh lta to aaj CGPA acha hota

@chandnirana369 2 года назад

Thank you so much sir...

@sameekasaini473 2 года назад

Thankyou so much sir

@TJAcademyofficial 2 года назад

My pleasure. May I ask about the quality and understanding of subtitles?

@fahadsultan8473 4 года назад

Zabardast 👍🏻sir g you made my day ,very well explain

@TJAcademyofficial 4 года назад

Thank you ☺️

@fahadsultan8473 4 года назад

@@TJAcademyofficial sir cointegration with eveiws r Vector autoregressive models explanation plus eveiws pe kindly video banae

@TJAcademyofficial 4 года назад

@@fahadsultan8473 soon Insha Allah

@azadaristudio6780 9 месяцев назад

Mashallah sir

@shubhankarpaul9420 2 года назад

Sir 🙏🙏

@marianasir6546 2 года назад

Great sir

@bettayebdjamel9674 2 года назад

In model VECM ...If i found the C1 negative but non significant at the level 5%. we say there is relation a long run between variables but without significant and there is not adjustment to equilibrium iin the short run to a long run or say there is no relation a long run between variables but without significant?

@aminaahmedalibelal5676 Год назад

Dr. i would like to ask you, so if all variables are I(0) then we can not use ARDL or ECM? Right?

@knowledgecorridorwithmuham5313 4 года назад

Great ......really bakamal teacher

@TJAcademyofficial 4 года назад

JazakAllah

@debsikharoy3983 2 года назад

very helpful sir

@irfanhaider3444 Месяц назад

great

@Varneshghildiyalvibhu 10 месяцев назад

Thankyou so much sir for the wonderfull explanation. Sir please tell me if my some variables are stationary at level and some are stationary at 1st difference, in that case also we can check cointegration or only when all the variables are stationary at first difference can run cointegration test. If some are at level and some are at first dfference is ARDL appropriate to use? please revert sir Thankyou.

@TJAcademyofficial 10 месяцев назад

ARDL

@Babagamer007-e2m 3 года назад

Ustad

@syedmuhammaddilawarabbas3989 3 года назад

Very nice vedio this thing was not understand by me after this vedio I understand thank you

@srishticommerceugcnetclass9027 Год назад

Sir please upload the video on NARDL

@rashidnisar1608 2 года назад

Superb

@iqrasworld4412 Год назад

Informative Thanks Sir

@urdufacttube8159 3 года назад

Allah ap ke zaindagi main barkat ata farmayeeeee ......Allah ap ke zaindage main khushyaa ataa farmaye....Ap ke financial condition bill gates jitnaa kry ameeeeeen summmmmmmaaaa Ameeeeeeennn Sir apna easy paisa number send kr de plz

@usmankhalid7604 Год назад

Sir this lecture was very helpful

@FarooqiA1 7 месяцев назад

How can you represent the green line by alpha+betaX? the green line is a curve and alpha+betaX will be a straight line. It would be great if you take real data and explain these concepts.

@TJAcademyofficial 7 месяцев назад

Yes. You can draw easily in EViews. After running linear regression, go to View------Actual Fitted Residual -------- Actual Fitted Residual Graph. You will observe the same thing as discussed 🙂 Thank you for your message 🙂

@FarooqiA1 7 месяцев назад

@@TJAcademyofficial I can understand, that you can fit whatever you can, and that is not the question. My question was how can you say that Y=alpha+betaX is the equation for these blue, red, or green curves? Why don't you explain this with real data?

@TJAcademyofficial 7 месяцев назад

Actually the graph has been plotted with time. It would be linear if plotted between Xt and Yt.

@tanvitolat9045 2 года назад

hello sir i have time series data and i want to check in my data which is endogenous variable how to check it? any test for that

@Sir_Shahbaz 4 года назад

bohat bharya

@moonbaig7415 3 года назад

I love you

@drzafariqbal7162 2 года назад

Dear Sir Green line must be straight line

@tehseenjawaid3668 2 года назад

Thank you Dr. Shb. By the way if green would be straight then how error would be stationary at level?

@shireenshiraz6614 4 года назад

Excellent sir

@pushkarpushp118 2 года назад

Hello Sir. Very informative video sir. I wanted to know how to identify that which model or which test to use where? I am new in the research field just started my PhD journey

@TJAcademyofficial 2 года назад

Hi, thank you for your message. Test and model selection depend on research objective and research question. Research objective and research question will be derived from review of literature. For Research ru-vid.com/video/%D0%B2%D0%B8%D0%B4%D0%B5%D0%BE-U1UZXCQjjtc.html

@pushkarpushp118 2 года назад

@@TJAcademyofficial Thank you Sir

@TJAcademyofficial 2 года назад

Do share TJ Academy with friends and teachers.

@respectyourself875 3 года назад

Thanks u so much sir✌✌✌

@aniksaha9925 2 года назад

what would happen if the variables aren't stationary at 1st difference?

@TJAcademyofficial 2 года назад

Thank you very much. Please watch the video below ru-vid.com/video/%D0%B2%D0%B8%D0%B4%D0%B5%D0%BE-klz24KQugbA.html

@nscloset2085 3 года назад

And sir if 4 variables are in 1(1) and just 1 variable in 2nd difference or 1(2) so what will we do ???? Please help sir !

@TJAcademyofficial 3 года назад

Transform I(2) to make it I(1)

@nscloset2085 3 года назад

@@TJAcademyofficial Sir so we can transformed by taking log on such variable which is in 2nd difference? Then we apply Cointegration test on log variable???????????

@najeebkhan4246 4 года назад

Sir cointegration with Eviews pr bhi video bna lay...

@TJAcademyofficial 4 года назад

Very soon. InshaAllah

@shahbazh2530 2 года назад

Wow

@Imrankhan-kn2lg 2 года назад

Sir what is difference between predicted value and estimated value?

@ibrar2kt Год назад

Predicted values are specific values of the dependent variable that are calculated based on the estimated coefficients and the values of the independent variables, and they are used for making predictions. Estimated values refer to the coefficients or parameters estimated by the econometric model, which describe the relationships between variables in the model and are crucial for understanding the underlying structure of the data and for performing statistical analyses.

@shannahwinter1347 3 года назад

Hi good day, for the normalization section of the eviews output, if I'm using equation 2 instead of the one you used 4. For the constant sign would it change or remain the same? My constant in the output is positive should I change it to negative?

@TJAcademyofficial 3 года назад

Thank you for your message. If you are talking about johansen cointegration, normalized equation does not have constant term.

@shannahwinter1347 3 года назад

@@TJAcademyofficial thanks for your response. However i'm still a little confused. my output are as follows 1 Cointegrating Equation(s): Log likelihood -1730.775 Normalized cointegrating coefficients (standard error in parentheses) EXPORTS MS ER C 1.000000-0.014999-1192.683 8359.535 (0.01593) (1178.95) (6888.91) so in my information below look where would the constant go? on 1, 2 or 3 Normalized Coefficients (table 3) 1. Cointegrating Vector = (1 - 0.014999 - 1192.683) + 8353.535 2. Cointegrating Relationship = 1EXPORTS-0.014999MS-1192.683ER = 0 3. Long run result: EXP= 0.014999 MS + 1192.682 ER

@khadijaarooj9242 4 года назад

sir! what is the connection between co integartion and spurious regression..??

@TJAcademyofficial 4 года назад

Thank you for asking. Cointegration is a confirmation that OLS will not be spurious.

@khadijaarooj9242 4 года назад

@@TJAcademyofficial Thank u sir

@rizka_khr 3 года назад

I need english subtitle :"..but thank you anyway sir

@ishaqahmad5411 3 года назад

What is meant by integration?

@TJAcademyofficial 3 года назад

Cointegration means stable relationship throughout the sample period

@SYW00051 3 месяца назад

Asalam sir Kya me ap sa mil sakta hoo

@SYW00051 3 месяца назад

Sir Kya ap ka number mil sakta ha sir me apna aik system pr kam kar raha hoo jis ma linear regression aur cointegration ko samajhna zaroori ha Kya ap Mera help kar sakta ha

@aroobaareej 2 года назад

Bilkul b samaj nahi aya😏

@TJAcademyofficial 2 года назад

Thank you 😊. Samajh islye nhi aaye k aapnay iska background nhi smjha. Below playlist may Spurious regression (video no. 30) say video no. 33 take dekhaingay to phr samajh aayega k Cointegration ki zarurat q hay. Phe ye video samajh aayegi. 👍 Econometrics: ru-vid.com/group/PLZ6b0WaGAsFn9EwI_SZnjU4LoTHukqJ6b