Unit Root Test - Step 1 of 4

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Non-stationarity test for time series - EViews

Pat Obi

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Hi sir. I want to thank you for all these wonderful videos that help me pass my undergraduate thesis. :)

Levianaa

thank you much, it is really clear much better and easier than the Dr in my class

AhmedAhmed-jqsn

hi, thank you for video
i have a question, when we run a unit root test, why the coeff of d(oil(-1)) should be negative?
thx in advance.

masoumehsolgi

Dear Professor,
your tutorials are really helping us. I have learnt a lot especially ARDL model through your videos. I would like to suggest that if you can develop more videos on Sarima, Farima, ARCH, Garch etc... going to be massively beneficial to people in the academic circle.I am from Sri Lanka. Pls. think of what I suggested to you. Also Panel data, monthly data, Using STATA and so on.

tyronedealwis

Thank you so much and also How can I get the app

GenetAlebachew-pg

Hello Professor. I have a question, when I change the value of the maximum lags in the ADF test on my monthly data my results change. How do I know how many max lags should I use?

fvc

hello sir, i have 4 variables in my research paper. Dependent variable and two independent variables are stationary in first difference, one independent variable is stationary in 2nd difference... can i proceed for johensan cointegration test?
Thanks in advance.

bipanashrestha

From where can I download your Powerpoint Presentations? I need all of the Time Series at least. Really a treat.

Azam_Pakistan

thank you professor, but I am doing an application on tar analysis. so will you be prepared for this?

hilalistik

So how to perform one that is opened as a group

bongephiwazulu

Hello sir.... If the series does not become stationary even after 2 difference. Then what to do

aabidkoka

thank you, professor, please, I have a question.
When we do a panel unit root test, is it needed to determine the (lag) as we do in cointegration test or not?.

anwarqahtan

Hi, , can we change the amount of the maximum length besides still choosing and using AIC?? For example, in your vid is 15, so can we change the amount to 10 or 5 maybe?

rezahartanto

Professor, may I humbly submit one request? I have learned that for working with non-stationary time series there is an approach by the name of Cochrane-Orcutt iteration method. Can you make a detailed video on the topic while showing how it is done in eviews? How the results are to be interpreted etc?

samueljlaltlanzaua

professor can we apply correlation analysis to a deat which is stationary at first difference but partialy with intercept and partialy without it?

noshinbano

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