Janelle

Пікірлер

@letstalkinvesting104 8 ай бұрын

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 .

@Helpmesubswithoutanyvideos 9 ай бұрын

Johansen ?

@femiolumide6857 11 ай бұрын

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.

@JanelleMann 11 ай бұрын

Thank you for your comment. The p-values are large, so we fail to reject the null hypothesis that the residuals are Normally distributed. Accepting and failing to reject are similar, but not exactly the same. Here is a good explanation: liesandstats.wordpress.com/2008/09/08/accept-the-null-hypothesis-or-fail-to-reject-it/

@TAYEBIRU-i1b Жыл бұрын

Thank you

@andme6504 Жыл бұрын

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

@rajendramisir3530 Жыл бұрын

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

@alisonraquelizabarivera2493 2 жыл бұрын

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

@DanielScannellsTrousers 2 жыл бұрын

What does C.V. stand for?

@swagotoroy652 2 жыл бұрын

Cross Validation

@hoangnam8178 3 жыл бұрын

Very clearly! Thank you so much!

@plamenyankov8476 3 жыл бұрын

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" ?

@agata4578 3 жыл бұрын

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

@jlhh6120 3 жыл бұрын

I LOVE YOU! Thank you so much!

@imzie7234 3 жыл бұрын

how do you make the labels for the points show.

@bennetb3395 3 жыл бұрын

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??

@JanelleMann 3 жыл бұрын

Hi Bennet - Please be sure to learn econometric theory before analyzing data. The book by Enders is very good. Here, the Johansen test should be performed given you have five variables.

@juraj5234 3 жыл бұрын

thanks

@sharpaquos2806 4 жыл бұрын

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

@keirra041288 4 жыл бұрын

Thank you!!

@Thomaykosma 4 жыл бұрын

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

@syazwin8911 3 жыл бұрын

it means that you have downloaded data from january 1979 to february 2011, instead of january 1979 to january 2011

@Thomaykosma 3 жыл бұрын

@@syazwin8911 thank you

@christopherattafuah6804 4 жыл бұрын

Please I need the data you used

@Ana230509 4 жыл бұрын

So incomplete :(

@danboaks5327 4 жыл бұрын

Thank you a lot

@frankdong878 4 жыл бұрын

does it also work with the range in the bracket?

@varunmiglani208 4 жыл бұрын

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

@varunmiglani110 4 жыл бұрын

How to export the results from GRETL

@infoMania724 4 жыл бұрын

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

@78JaySteel 4 жыл бұрын

God bless ya janelle, thank you

@bartonpaullevenson3427 4 жыл бұрын

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.

@Yasha-uh9vj 4 жыл бұрын

Thanks for the information, do you know any other good videos like this one we learn from?

@bartonpaullevenson3427 4 жыл бұрын

@@Yasha-uh9vj Not offhand. I have a tutorial on statistics on the web, but you may find it a bit elementary: bartonlevenson.com/ISK/Statistics/00Stats.html

@alketsap3015 4 жыл бұрын

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

@felipecarmona8018 4 жыл бұрын

Thanks! It was really useful

@hayhacker55 5 жыл бұрын

Thanks

@hayhacker55 5 жыл бұрын

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?

@Ggborges-2 5 жыл бұрын

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

@TheExceptionalState 5 жыл бұрын

Just to out do Jay. Thank you sooooooooooooooooooooooooooooo much.

@Ace1King1 5 жыл бұрын

Thanks for this explanation.

@bellabae3661 5 жыл бұрын

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

@_blagh3621 5 жыл бұрын

is it possible to perform GLS regression in Gretl?

@musaalkali5406 6 жыл бұрын

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.

@musaalkali5406 6 жыл бұрын

Sorry it shows something like this in the graph in Y axis like 2.8e+007 , 2.6e+007, 2.4e+007, 2.2e+007, 1.8e+007..etc. It didnt show me the price of real estate as it is in my data and as i see in your forecasted model. Thanks