Unit Roots and Tests for Non-Stationarity

preview_player
Показать описание
This video goes through the the concept of a unit root and the various tests for non-stationarity.

Created by Justin S. Eloriaga
  1. Justin Eloriaga
  2. Economics
  3. Finance
Рекомендации по теме
Unit Roots : 0:13:53

Unit Roots : Time Series Talk

Dickey Fuller test 0:05:49

Dickey Fuller test for unit root

Unit Roots and 0:17:28

Unit Roots and Tests for Non-Stationarity

10.7. Time Series 0:05:50

10.7. Time Series Econometrics: Unit root testing

Unit Root Test 0:06:12

Unit Root Test - Step 1 of 4

Eviews: Unit Root 0:03:23

Eviews: Unit Root Testing

Unit Root Test 0:11:00

Unit Root Test in EVIEWs

Time Series Analysis: 0:12:49

Time Series Analysis: Why are Unit Roots Important?

Cracking the Arguments 0:08:13

Cracking the Arguments of Cubic Roots of 1 | Simplifying Complex Numbers: JEE Maths Lesson 11

Unit Root, Stochastic 0:22:41

Unit Root, Stochastic Trend, Random Walk, Dicky-Fuller test in Time Series

76. UNIT ROOT-Concepts, 0:16:39

76. UNIT ROOT-Concepts, Significance, Meaning| Econometrics |Time Series variable(Describing trends)

Unit Root Testing 0:02:02

Unit Root Testing using Excel Dickey Fuller Test using Excel

EViews: Unit Root 0:17:03

EViews: Unit Root Test, Cointegration Test and ARDL-ECM (Estimation and Interpretation)

Test for Unit 0:07:13

Test for Unit Roots on Multiple Time Series at Once EViews

Unit Root Test 0:06:39

Unit Root Test

Stata Tutorial: Basic 0:23:57

Stata Tutorial: Basic Unit Root Test

(EViews10):Augmented Dickey-Fuller Test, 0:11:23

(EViews10):Augmented Dickey-Fuller Test, Stationarity #adf #pp #stationarity #integration

All Unit Root 0:06:11

All Unit Root Test in Eviews

Unit root tests 0:05:55

Unit root tests in Eviews - Stationarity

Unit Roots with 0:04:24

Unit Roots with Breakpoints

Unit Root Test: 0:06:25

Unit Root Test: An Introduction using Stata

Cross-sectionally Dependent Panel 0:07:12

Cross-sectionally Dependent Panel Unit Root Tests in EViews 12

Test for unit 0:20:48

Test for unit root

Dickey Fuller Test 0:24:12

Dickey Fuller Test and Philips Perron Test for unit root

Комментарии
Автор

Unit root was one of the most obscure concept I have ever met. Thanks to you and a couple of other dudes online I reached a sufficient level of comprehension. Thank you!

gpietra
Автор

Hello, Justin. Excellent video. Could you explain the relation between unit root and eigenvalues of a matrix?

raulq.
Автор

Hi, your videos have been a great help 😀

pratikgore
Автор

hello can i ask something. i used r studio with adf.test and kpss.test with "level" as specification. what does it mean if the results are contradictory? the adf.test shows that my series have no unit roots however the kpss.test shows that my series are not stationary?

samfisher