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Test for Unit Roots on Multiple Time Series at Once EViews 

JDEConomics
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Test for Unit Roots on Multiple Time Series at Once in EViews
In this tutorial, we'll explore how to conduct a unit root test on multiple time series at once in EViews, a popular econometric software package.
Many people often wonder how to automate the process of running an ADF or Phillips Perron unit root test on multiple variables when working with a model that involves several variables. In this video, we'll show you how to do just that by downloading an add-in in EViews.
We'll start by plotting multiple variables on a single graph, and then proceed to walk you through the process of downloading and installing the add-in to conduct multiple unit root tests simultaneously.
By the end of this tutorial, you'll have a clear understanding of how to conuct multiple unit root tests in simultaneous and interpret the output.
Don't forget to subscribe to my channel for more tutorials on time series analysis, and leave a comment below if you have any questions or suggestions for future videos. Thank you for watching, and I hope you find this tutorial helpful.
Substitles/Captions available in: English, Spanish, Portuguese, French, German, Hindi, Punjabi and Indonesian.
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7 сен 2024

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Комментарии : 27   
@JDEconomics
@JDEconomics Год назад
Hi Everyone! Thanks for watching! 🛎 Check the FULL FREE Eviews course at: www.jdeconomics.com/eviews-tutorials 🛎 In case you are interested in buying the slides and files to replicate, you can get it at: jdeconomicstore.com/b/eviews-course Dont forget to like, subscribe and comment! Big thanks for your amazing support! Juan D. JDEconomics
@Prof.Imadeddin-Almosabbeh
@Prof.Imadeddin-Almosabbeh 9 месяцев назад
Thank you dear for refer to my add-ins
@JDEconomics
@JDEconomics 9 месяцев назад
No worries! Thanks
@VSP4591
@VSP4591 Год назад
Excelent video. Thank you. I am using Eview 11 and I have understood that Eview 13 has this facility (multiple UR Test) incorporated as a separate command.
@JDEconomics
@JDEconomics Год назад
Thanks for the feedback! I have Eviews 10. My version is old :( hahah! Cheers, JD
@johna.lewisjr.7435
@johna.lewisjr.7435 Год назад
Thanks for the knowledge sharing.
@JDEconomics
@JDEconomics Год назад
Thanks for your feedback! Have a great day!
@nicolasvinolo9335
@nicolasvinolo9335 11 месяцев назад
Muchas gracias por el video!
@JDEconomics
@JDEconomics 11 месяцев назад
Gracias por comentar! Comparte mi canal con tus allegados, así aumenta la visibilidad del canal! Mucha suerte, JD
@pawalucious89
@pawalucious89 6 месяцев назад
You're a star. But I had contacted via email that you provided on your website. I needed some guidance on modelling for my data for my thesis. I did not get feedback.
@johna.lewisjr.7435
@johna.lewisjr.7435 Год назад
Hi JD Economics. I would suggest that you kindly do a bridge course on advanced Microeconomics and macroeconomics that focuses on DSGE modeling. Possibly mirroring PhD macroeconomics and macroeconomics. I believe that folks around the world would be interested, especially, for fees on Udemy and or Coursera. What do you think. You could make it such that prospective PhD candidates would be attracted to it.
@JDEconomics
@JDEconomics Год назад
Hey. There isn’t much traffic on it, and people don’t want to pay anything. Hah. Unfortunately it’s not profitable. Also, takes a lot of time to work on DSGE models.
@brianogbogu6590
@brianogbogu6590 3 месяца назад
Thanks for sharing this. May I please know what version of EViews you used in this video?
@JDEconomics
@JDEconomics 3 месяца назад
Eviews 13
@brianogbogu6590
@brianogbogu6590 3 месяца назад
@@JDEconomics Is the Add ins feature also available on older versions of EViews?
@JDEconomics
@JDEconomics 3 месяца назад
@@brianogbogu6590I would think so. You can check in the add ins
@user-nr5vw3vz1y
@user-nr5vw3vz1y 5 месяцев назад
Hi is there any methoad to analyze I(2) integration veriable to emparical analysis??
@johna.lewisjr.7435
@johna.lewisjr.7435 Год назад
I am a fan of you and I would purchasing your VAR course on Stata on Udemy. Thereafter, I would be also signing up for the DSGE modeling course as well.
@JDEconomics
@JDEconomics Год назад
Hi! I don’t have a Var course in Udemy. Only DSGE models for now.
@Hassan_MM.
@Hassan_MM. Год назад
❤Thanks & Please do more on Copulas using Time Series❗️ ❤Does Correlation at Levels or at First Differences have any Purpose ❓️
@TranKhoaNguyen-ox9lj
@TranKhoaNguyen-ox9lj Год назад
Cảm ơn bạn!
@JDEconomics
@JDEconomics Год назад
My pleasure! Cheers, JD
@bennasirben2726
@bennasirben2726 Год назад
Hello, Can you do an example of predicting electricity consumption using Box-Jenkins method?
@emmanuelsenior1191
@emmanuelsenior1191 Год назад
Thanks for the insightful video but i entered three different variables and it gave me result for only one variable. Thus only level and first difference result for one variable
@JDEconomics
@JDEconomics Год назад
Sorry. I am not sure why that would be. Good luck!
@adillafirdaus5198
@adillafirdaus5198 Год назад
Hello sir, I'd to ask a question. Before doing stationary test some data need to be changed into lognatural. When do I have to change my data into log natural? What types of data do I need to change to logn? Thank you so much in advance! I'd really appreciate it if you can help me 🙏
@JDEconomics
@JDEconomics Год назад
Hi! A log transformation is normally applied to variables for three reasons: it helps us normalize the distribution, stabilize the variance, and interpret the results in percentage changes. When you apply logs, the coefficients in the model have to be interpreted as % changes. (Example: A 2% change in X has a 5% positive impact on Y). We normally use it on variables like GDP, CPI, Money supply, etc. It makes the analysis more simple. The coefficients are easier to visualize. If you don’t apply logs, you would interpret the results the following way “An increase of 20,716 millions of dollars has an increase of 4,058,272 dollars in GDP”. It’s easier to read in percentage points. Regards! JD
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