tag:blogger.com,1999:blog-2198942534740642384.post3692227171096001482..comments2023-10-24T03:16:41.009-07:00Comments on Econometrics Beat: Dave Giles' Blog: Forecasting From an Error Correction ModelDave Gileshttp://www.blogger.com/profile/05389606956062019445noreply@blogger.comBlogger10125tag:blogger.com,1999:blog-2198942534740642384.post-64355927677785107892018-12-07T10:14:13.630-08:002018-12-07T10:14:13.630-08:00Yes, that would be O.K.Yes, that would be O.K.Dave Gileshttps://www.blogger.com/profile/05389606956062019445noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-57814019633378228132018-12-07T08:59:40.541-08:002018-12-07T08:59:40.541-08:00Dear Dave,
For the error correction equation, is...Dear Dave, <br /><br />For the error correction equation, is it appropriate to include other predictiors which are stationary, but dont have an impact to dependent on levels basis i.e. no long term impact?<br /><br />ThanksAnonymoushttps://www.blogger.com/profile/17993077566289569728noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-33409529065716187102017-06-23T04:33:12.666-07:002017-06-23T04:33:12.666-07:00Error Correction Model (ECM) Panel Data EVIEWS 9
h...Error Correction Model (ECM) Panel Data EVIEWS 9<br />https://www.youtube.com/watch?v=ZgCwrb6kI7w<br />video Introduce the concept of an Error Correction Model (ECM) Panel Data EVIEWS 9.<br />WhatsApp : +6285227746673<br />PIN BB : D04EBECB<br />IG : @olahdatasemarangAnonymoushttps://www.blogger.com/profile/12411054888952028992noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-90936761658352157702016-07-25T12:37:02.971-07:002016-07-25T12:37:02.971-07:00Often, we can predict the X variables using an ARI...Often, we can predict the X variables using an ARIMA model.Dave Gileshttps://www.blogger.com/profile/05389606956062019445noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-75904930619330284142016-07-25T07:09:42.700-07:002016-07-25T07:09:42.700-07:00Dear Dave,
Thanks for the insightful explanation!...Dear Dave,<br /><br />Thanks for the insightful explanation! Can you elaborate some other ways of x variables in the forecasting process other than "guess"? <br /><br />LeeAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-45456993936379379452016-06-02T13:09:31.102-07:002016-06-02T13:09:31.102-07:00Thank you! I have not seen this in any text.Thank you! I have not seen this in any text.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-24968454165927318922016-06-02T11:20:51.841-07:002016-06-02T11:20:51.841-07:00The Johansen results will be the superior ones, an...The Johansen results will be the superior ones, and I'd rely on those - as long as you have specified the underlying VAR model appropriately.Dave Gileshttps://www.blogger.com/profile/05389606956062019445noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-75940518501960636032016-06-02T08:12:21.145-07:002016-06-02T08:12:21.145-07:00I seem to have trouble reconciling the Johansen te...I seem to have trouble reconciling the Johansen test for cointegration with the residuals of long-term relationships. For example, using FRED,USA payroll series, the residuals log_PAYEMS to Log-NPPTL have a unit root using data from 2010 to 2016,an indication of no cointegration, but if I use the Johansen cointegration test there appears to be a cointegration relationship under category 2. Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-58186741041939364962016-06-01T10:23:51.393-07:002016-06-01T10:23:51.393-07:00Thanks for the kind comment.Thanks for the kind comment.Dave Gileshttps://www.blogger.com/profile/05389606956062019445noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-2587283459842385062016-06-01T04:16:13.408-07:002016-06-01T04:16:13.408-07:00Hi there, Great blog you have there, really. I lea...Hi there, Great blog you have there, really. I learned so much from your posts already so please juse keep up the good work! :) <a href="http://www.rumbletalk.com/blog/index.php/2016/05/30/now-it-is-easier-than-ever-to-customize-your-chat-background/" rel="nofollow"></a><br />GustavoWoltmannnoreply@blogger.com