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Econometrics 1

Econometrics 1. Lecture 12 Checking Stationarity:Dealing with Numbers. Autocorrelation function (AC): Correlogram. Preparation for Stationarity Test. ARIMA of original C series. Steps for Cointegration Tests. Manual Codes for Cointegration and Augmented Dicky-Fuller test.

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Econometrics 1

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  1. Econometrics 1 Lecture 12 Checking Stationarity:Dealing with Numbers

  2. Autocorrelation function (AC): Correlogram

  3. Preparation for Stationarity Test

  4. ARIMA of original C series

  5. Steps for Cointegration Tests

  6. Manual Codes for Cointegration and Augmented Dicky-Fuller test

  7. Autocorrelation and Ljung and Box statistics: Non-Stationary Series

  8. Autocorrelation and Ljung and Box statistics: Stationary Series

  9. Autocorrelation function (AC): Correlogram

  10. Random Walk, Unit Root and Dicky Fuller Test: Non-stationary series

  11. Cointegration Test

  12. Phillip-Perron Test for C

  13. Cointegration

  14. Example of Cointegration Test

  15. Cointegration Test

  16. Forecast and Forecast Errors

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