Video

Hi Janelle, First of all thank you for these great videos. If possible make a series of videos on time series i.e. VAR/VECM and Panel data analysis. Thanks .

Johansen ?

For the JB test, the null hypothesis is that the residuals are normally distributed. Therefore to accept the null the p-value must be greater that 0.05. In the video, the p-values are high i.e. greater than 0.05- therefore normally distributed. Please check your explanations for the other tests too. These are the other way round and misleading.

Thank you

not me watching those videos on 1.5 the night before the exam

Clear step by step instructions and presentation. Thanks for sharing.

Where is the file CrudePrice ? Including in sample Gretl files?

What does C.V. stand for?

Very clearly! Thank you so much!

Thank you, the video is awsome. Does anyone know how can I execute SARIMA (p,d,q)(P,D,Q)s particulary the the last coeficient "s" ?

How to save Gretl file with session icons tho? ;//

I LOVE YOU! Thank you so much!

how do you make the labels for the points show.

So if you have more than 5 variables, what do we do if for the cointegration test the p value is bigger than 0.05? Can we still continue and do a ECM??

thanks

why should the p-value indicates that at a 5% level of significance ?

Thank you!!

I have a question. What does "Full range 1979:01 - 2011:01" means and what it would mean if it was written like this "Full range 1979:01 - 2011:02" ? If anyone could help me I would be gratefull

Please I need the data you used

So incomplete :(

Thank you a lot

does it also work with the range in the bracket?

in this dataset how to find the average price of houses by Utown variable. require help

How to export the results from GRETL

can I have ur email...I need help regarding panel data modeling..please.

God bless ya janelle, thank you

The Chow test should properly be used with a wide variety of possible break points, not just the one you expect. Otherwise you bias the test.

Hello, can you explain why is 1:1 the p and q please?

Thanks! It was really useful

Thanks

Thank you so much, im a PhD student and this helped me a lot . can i only use the f test in OLS to say that whether my module is significant or not?

Thanks, I from Brazil and I found here the explanation that I wanted .

Just to out do Jay. Thank you sooooooooooooooooooooooooooooo much.

Thanks for this explanation.

This is my first time learning about time series forecasting yet this ARIMA lesson has given me so much understanding. Thanks Janelle

is it possible to perform GLS regression in Gretl?

Thanks for a wonderful presentation. i found this vedio useful. i downloaded the gretl software from google and am forecasting residential estate price using arima. At the end the forecasting model shows some figures with negative sign instead of residential price as it is in my data. so i couldnt understand why and i cannot interpret it. am expecting to see the price in Y axis and years in X axis. Moreover at the end of the forecast it also cannot show forecast evaluation.

Thank you very much . I do not know how to make progressive type ii censoring in Fortran programming. Can you help me.

wow really excellent video

Thank you sooooooooooo much

And why not a video about the GMM model?

Hello. How to calculate Η0:μ1 & Η1:μ2???? How to add alfa value???

they didn't rellay get into how to select p and q, "yeah according to the correlogram it's obviously 1,1" well it's not obvious for me

I need 3 variable databases of (social economic )