Unit Root Testing using Excel Dickey Fuller Test using Excel

preview_player
Показать описание
  1. AnEc Center for Econometrics Research
  2. unit root
  3. dickey fuller
  4. excel
  5. time series
  6. stationarity test
Рекомендации по теме
Unit Root Testing 0:02:02

Unit Root Testing using Excel Dickey Fuller Test using Excel

Dickey-Fuller test and 0:19:45

Dickey-Fuller test and augmented Dickey-Fuller test - unit roots and stationarity (Excel and EViews)

Unit Root Test 0:06:12

Unit Root Test - Step 1 of 4

(Excel):Perform Augmented Dickey-Fuller 0:14:11

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

Unit Roots : 0:13:53

Unit Roots : Time Series Talk

Unit Roots and 0:17:28

Unit Roots and Tests for Non-Stationarity

Test for Unit 0:07:13

Test for Unit Roots on Multiple Time Series at Once EViews

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?

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

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

10.7. Time Series 0:05:50

10.7. Time Series Econometrics: Unit root testing

Stata Tutorial: Basic 0:23:57

Stata Tutorial: Basic Unit Root Test

5) i) B) 0:06:50

5) i) B) Unit Root Testing - Generate Critical Values of the Dickey - Fuller Distribution

How to test 0:00:51

How to test stationarity for time series data using ADF method in stata

Augmented Dickey Fuller 0:05:01

Augmented Dickey Fuller tests

Dickey Fuller Test 0:24:12

Dickey Fuller Test and Philips Perron Test for unit root

Eviews: Unit Root 0:03:23

Eviews: Unit Root Testing

KPSS test explained: 0:13:52

KPSS test explained: Time series stationarity (Excel)

(EViews 10) Unit 0:11:15

(EViews 10) Unit Root Testing for stationary

Test for unit 0:20:48

Test for unit root

Unit root tests 0:05:55

Unit root tests in Eviews - Stationarity

Panel Unit Root 0:07:19

Panel Unit Root Test

How to solve 0:00:49

How to solve Unit root test in time series?

Checking stationarity by 0:04:20

Checking stationarity by ADF Test in Eviews

Комментарии
Автор

As I understand column D is simple Xt terms with lag of 2 periods. Why do you use lag of 2 period? I guess you shoud use Xt with lag of 1 periods..

oksanavasylieva
Автор

I am able to follow the video until generating the output summary table. However, I do not understand the meaning of the figure listed on the table, and why the video turn to critical values for Dickey-Fuller Test table, and ultimately, so whether it is stationary or not and how to check it.
Thank

wora
Автор

It seems to me that you are using forward inflation instead of lagged, or i'm confusing the values?

arturmeier
Автор

no sound. how am i supposed to understand???

ladej
Автор

What is lagged inflation, what is differed lagged inflation. Wtf?

zenapsgas
Автор

Does any of you provide help for free, or is it all about money? Just wondering, as I sit here with a problem. I wonder how this method is used, when you use it for a stock price. I need to analyze stock prices from Japan and US, exchange rate, call rate, and FF rate. I assume that exchange rate, call rate, and FF rate can be done in the exact same way as it is portrayed in the video, but I'm not sure how to do it with stocks.

setsu