Quantitative Analysis

Breaking the trend

Yet, if we think of walking, we do spend a good deal of our life doing just that. Surprisingly, we… Read More

8 years ago

Causal data analysis by Granger Causality Test in EViews

  As we have learned in previous posts, that, causality defines the relationship between two variables. In this section, we… Read More

9 years ago

Concept of Causality and Causal Variables

  Causality is the relationship between two variables, the first being cause and the second being effect. There are two… Read More

9 years ago

Volatility models by ARCH & GARCH econometrics using eviews

  Volatility models by ARCH & GARCH econometrics using eviews   In order to investigate Volatility models by ARCH &… Read More

9 years ago

ARCH models & generalized autoregressive conditional heteroskedasticity

  Concept of volatility   If the water changes to gas then this is called volatility. Similarly, if data has… Read More

9 years ago

Autoregressive distributed lag model by Vector autoregression

Autoregressive distributed lag model     The above model contains ARDL (autoregressive distributed lag model) in addition to VAR / vector… Read More

9 years ago

Auto Regreser (AR) process and Auto Regressive distributed lag (ARDL) Model

The prediction of dependent variable by the predictors (independent Variable) is called regression.     If the previous lags of… Read More

9 years ago

Johansen cointegration test

Cointegration   Before jumping to johansen cointegration test you first need to understand Cointegration. If two dependent variables are associated… Read More

9 years ago

Seemingly unrelated regression model (SURE)

Before jumping to SURE or seemingly unrelated regression model, you need to understand following important terms:   If two variables… Read More

9 years ago

Relationship / Association between variables

Relationship tells the association between two variables. There are four types of relationships: Deterministic Relationship (DR): Output and the input… Read More

9 years ago