(EViews10):Discussing Results, VAR Models(2)
Автор: CrunchEconometrix
Загружено: 2018-03-20
Просмотров: 28520
Описание:
This video show how to discuss results from VAR models. After performing both stationarity and cointegration tests and you find that all the series are integrated of order one, the next thing to do is to construct a vector autoregression (VAR) model and estimate using the ordinary least squares (OLS) method. This hands-on tutorial teaches how to construct, estimate and discuss the results from a VAR model in EViews10.
Here is the link to the ex21-1.wf1 dataset (EViews file) used for this tutorial (endeavour to have a Google account for easy accessibility): https://drive.google.com/drive/u/1/fo...
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