Yet, if we think of walking, we do spend a good deal of our life doing just that. Surprisingly, we… Read More
As we have learned in previous posts, that, causality defines the relationship between two variables. In this section, we… Read More
Causality is the relationship between two variables, the first being cause and the second being effect. There are two… Read More
Volatility models by ARCH & GARCH econometrics using eviews In order to investigate Volatility models by ARCH &… Read More
Concept of volatility If the water changes to gas then this is called volatility. Similarly, if data has… Read More
Autoregressive distributed lag model The above model contains ARDL (autoregressive distributed lag model) in addition to VAR / vector… Read More
The prediction of dependent variable by the predictors (independent Variable) is called regression. If the previous lags of… Read More
Cointegration Before jumping to johansen cointegration test you first need to understand Cointegration. If two dependent variables are associated… Read More
Before jumping to SURE or seemingly unrelated regression model, you need to understand following important terms: If two variables… Read More
Relationship tells the association between two variables. There are four types of relationships: Deterministic Relationship (DR): Output and the input… Read More
