HOW TO DO VECTOR ERROR CORRECTION MODEL (VECM) EVIEWS

HOW TO DO VECM EVIEWS

[davidkureya]

Very helpful all your videos are helpful

[Rare_verse]

Your explanation was so easy to understand, you really helped me mam

[shahzadanwar]

Honestly, I used to feel quite confused about VECM and its interpretation. However, now that I’m working on an article focused on cointegration and VECM, I feel confident in performing the analysis and interpreting my variables accurately.

[johanirawanto]

thank you so much mam, this helps me a lot.

[fahmidazahid]

Thank u ....u have solved a difficult issue

[carllman]

in interpretation of final coefficient, the equation is not on the level but on the difference right? should we adjust the interpretation of for examples C2 coefficient then?

[dhakaramkadel]

it is so beautiful presentation but when the time comes to use in my study, I confuse soo much. Would you please help me to run a model?

[NehaRajput-tvop]

do we need to estimate all the two equations( in case of two variables) in order to determine the direction(bidirectional and unidirectional) of causality

[AbdulhadisultaniA]

Thank you for your excellent presentation.
I just wanted to ask if you provide a REFERENCE for interpreting "Normalized Con-integration" results, confirming that the sign of coefficients should be interpreted to show an opposite relation, meaning that the positive sign shows a negative relationship whereas the negative sign shows a positive relationship.

[geetanjali]

Sir I have run VECM residuals diagnostic but my model found non normal and hetroskedastic residuals but it solution for it
I already taking my variable as natural log form.
What can I do for this problems
Pls rpy

[tumeloarthurmohale]

Good evening Dr,

How can i find ECT+ and ECT- in eViews. Am stuck. Kindly assist. Thanks in advance.

Kind regards,
Tumelo Arthur Mohale

[gamana]

Mam, what if the ECT is postive but significant

[aryagirlrk]

i have 15 observations, and 4 variables, i can't apply vecm in eviews, any alternate way mam? thankyou

[ashveenaashveena]

Ma'am what if my ECT is negaitive but insignificant, what does it imply?

[hassansohail]

Mam if your vector and correlation negative zero then be more so what reason will you write

[thetruthsreality]

Why is written the cointegrating equation =LNX+14.12LNY - 5.746LNZ (video at 4.44min)? Should the correct form be LNX=14.12LNY - 5.746LNZ !

[MudasirKhan-kjou]

mam how to interpret the results if coefficients are positive and the t values are are not significant ?

[ritikalata]

Good afternoon ma'am
What can I do if the log value of data is stationary at 2nd difference?

[Waleedkhancooldevil]

Mam if we found 3 cointegrating equations, then while running vecm, should we enter 3 or 1 in rank option? If i put one, will it make any difference. Or if i put 3 then how to interpret three cointegrating equations? BTW hats off to ur great work. Respect from 🇵🇰