Econometrics # 34 : Cointegration in 13 Minutes with English [CC] - Dr. Tehseen Jawaid

This video/lecture tells the concept of cointegration in econometrics.
Important Note: Estimated Y (Ycap) represents all independent variables. TJ Academy
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#Econometrics
#Economics
#Stationary
#nonstationary
#TimeSeries
#cointegration

[@AbhijeetRajpurohit-hb2cu]

Far better explained than my professor did at Columbia

[@ashuarush4406]

Sir aap technical models ko bhi bahut asaan zubaan me samjhate hain... Thank you... Love from India...❤️

[@HimanshuSoni-ql2ey]

Bohot acha padhate hai aap. Love from India

[@shortcuts810]

❤️❤️best explanation sir....love from বাংলাদেশ

[@swarnalatabehera7829]

Beautiful explanation sir. 😊

[@Fiercegirl_]

Cnt explain my gratitude. I have been stressing over this topic since past few days. Thank you so much🙏

[@kuwaleetalukdar4129]

A big thankyou for making this so much easier for me

[@umeshtiwari9249]

Great explain Sir. Keep up this good work. god bless you.

[@munawwarazubair6308]

Thank you so much sir, for such clear explanation...i have been struggling to get grip on this topic for so long. Very grateful for your video.

[@TJAcademyofficial]

My pleasure 👍

[@crownstudy1298]

Thank you so much sir .....for such king of explanation........🎉

[@zulfaqarkhan9285]

MA SHA ALLAH sir bahut awla...sir daily aik aik video upload krna bahut acha hoga ..videos daik Kai Econometrics easy feel hota ..sir daily base pai lecture daina ..

[@TJAcademyofficial]

Will try

[@dr.aniladevi7644]

@@TJAcademyofficial VERY WELL EXPLAINED.

[@Farahfictionworld]

Sir i cant explain my thanking expressions but you just nailed the econometrics thank u so much sir....

[@TJAcademyofficial]

My pleasure 🙂

[@pareezay5516]

Thanks sir ! Excellently explained 👍 JazakAllah u khaira ! Your videos are very helpful 😊

[@yogeshkumarshankariya642]

Thank you sir love from Gujarat👍👍👍👍

[@monaroy1351]

Great sir, Love from India

[@asifarashid6156]

Maa sha Allah sir Method z very easy to understand. JazakAllah

[@TJAcademyofficial]

Thank you 😊

[@ibrar2kt]

ap apna brain mjhy de di .. such a amazing teacher

[@jawadyasir4519]

Dr sahab great work

[@md.mainuddinahammed9611]

Alhamdulillah, excellent

[@aminaahmedalibelal5676]

Thank you soooooo much for your great explanations

[@dr.aniladevi7644]

EAGERLY WAITING FOR NEXT VIDEO

[@tehseenjawaid3668]

Soon InshAllah

[@pirbial1143]

Too good MashAllah..kindly make videos on wavelets analysis

[@faizazaghum7668]

Allhamdulillah bht achy sy smj i

[@annuschudhary6330]

Great Sir g!😍

[@Ecorsan]

Awesome lecture sir😍😍

[@fahadsultan8473]

Zabardast 👍🏻sir g you made my day ,very well explain

[@TJAcademyofficial]

Thank you ☺️

[@fahadsultan8473]

@@TJAcademyofficial sir cointegration with eveiws r Vector autoregressive models explanation plus eveiws pe kindly video banae

[@TJAcademyofficial]

@@fahadsultan8473 soon Insha Allah

[@ranasharjeelakhtar5225]

MASHALLAH Sir love from bahawalpur.

[@bhaskararao5019]

Sir, in this case should I run ols on original data or 1st difference data

[@TJAcademyofficial]

Original data in case of cointegration exist

[@bhaskararao5019]

Thank you for the immediate response Sir🙏

[@nakulkbajaj]

thankyou for the helpful tutorial

[@bilalsagar7416]

thank you for such a nice video

[@sharfaafzal]

Thank You so much SIR 😊

[@elenatoros6782]

Hello Dr. Jawaid. I would like to thank you for the helpful videos on how to apply several concepts in EViews. Is it possible for you to explain the Cointegration with EViews? Also, it would be highly appreciated if you record some lectures in English.

[@TJAcademyofficial]

Dear Elena, please find the links below (English Version): EG Cointegration: kzbin.info/www/bejne/mpK6aYZqlJ5rgNU Johansen Cointegration: kzbin.info/www/bejne/e2XJm62mpptmmcU

[@muhammadnoumanawan2012]

@sir ap plzz sath questions ya examples ko bhi solve kiya krin jo topic k related hn

[@syedmuhammaddilawarabbas3989]

Very nice vedio this thing was not understand by me after this vedio I understand thank you

[@sidrabintibashir8616]

Asalam alaikum sir...Thanks a lot for these lectures....sir plzz I request u to start course for NET exam.....

[@bettayebdjamel9674]

In model VECM ...If i found the C1 negative but non significant at the level 5%. we say there is relation a long run between variables but without significant and there is not adjustment to equilibrium iin the short run to a long run or say there is no relation a long run between variables but without significant?

[@iqrasworld4412]

Informative Thanks Sir

[@imrankhan6056]

God bless you sir👏👏👏👏👍👍👍👍

[@knowledgecorridorwithmuham5313]

Great ......really bakamal teacher

[@TJAcademyofficial]

JazakAllah

[@usmankhalid7604]

Sir this lecture was very helpful

[@Generalupdate2099]

Thanks a lot but I need also numerical example on each topic with mannual not eviews

[@chandnirana369]

Thank you so much sir...

[@tanvitolat9045]

hello sir i have time series data and i want to check in my data which is endogenous variable how to check it? any test for that

[@britishlearneracademy2734]

Please make video on how to do thesis work

[@debsikharoy3983]

very helpful sir

[@AshokKumar-rh7ey]

excellent. sir one request is that plz give a reference in the link for whatever you explained in the video, cause if I am going to apply the test as per your explanation, my supervisor is going to ask for the refrence. thank you.

[@TJAcademyofficial]

This method is basically Engle-Granger residual based cointegration. For ref 1. Trade openness and Economic Growth: A Lesson from Pakistan, published in Foreign Trade Review 2. Inward Foreign Direct Investment and Aggregate Imports: Time Series Empirical Investigation published in International Economics and Finance Journal. You may find all papers from may Google Scholar Profile Link: scholar.google.com.pk/citations?user=zzWPr-EAAAAJ&hl=en

[@aminaahmedalibelal5676]

Dr. i would like to ask you, so if all variables are I(0) then we can not use ARDL or ECM? Right?

[@fahadabdulsattar5237]

Zbrdsst Sir

[@murtuzakhan3655]

love from india sir

[@rashidnisar1608]

Superb

[@Varneshghildiyalvibhu]

Thankyou so much sir for the wonderfull explanation. Sir please tell me if my some variables are stationary at level and some are stationary at 1st difference, in that case also we can check cointegration or only when all the variables are stationary at first difference can run cointegration test. If some are at level and some are at first dfference is ARDL appropriate to use? please revert sir Thankyou.

[@TJAcademyofficial]

ARDL

[@urdufacttube8159]

Ye topic itna confusion te lakin video dehkne ke baad Mashallah ....sir ap se contacts ho skte hy ...online classes arrange krne ke hawale se

[@TJAcademyofficial]

JazakAllah. For contact please visit facebook.com/TJAcademyofficial/

[@samwelkamau567]

Hello Dr. Possible to do one in English. Thanks.

[@TJAcademyofficial]

Hi, plz find the link below as requested Link: kzbin.info/www/bejne/mpK6aYZqlJ5rgNU

[@shannahwinter1347]

Hi good day, for the normalization section of the eviews output, if I'm using equation 2 instead of the one you used 4. For the constant sign would it change or remain the same? My constant in the output is positive should I change it to negative?

[@TJAcademyofficial]

Thank you for your message. If you are talking about johansen cointegration, normalized equation does not have constant term.

[@shannahwinter1347]

@@TJAcademyofficial thanks for your response. However i'm still a little confused. my output are as follows 1 Cointegrating Equation(s): Log likelihood -1730.775 Normalized cointegrating coefficients (standard error in parentheses) EXPORTS MS ER C 1.000000-0.014999-1192.683 8359.535 (0.01593) (1178.95) (6888.91) so in my information below look where would the constant go? on 1, 2 or 3 Normalized Coefficients (table 3) 1. Cointegrating Vector = (1 - 0.014999 - 1192.683) + 8353.535 2. Cointegrating Relationship = 1EXPORTS-0.014999MS-1192.683ER = 0 3. Long run result: EXP= 0.014999 MS + 1192.682 ER

[@sameekasaini473]

Thankyou so much sir

[@TJAcademyofficial]

My pleasure. May I ask about the quality and understanding of subtitles?

[@Sir_Shahbaz]

bohat bharya

[@shireenshiraz6614]

Excellent sir

[@aniksaha9925]

what would happen if the variables aren't stationary at 1st difference?

[@TJAcademyofficial]

Thank you very much. Please watch the video below kzbin.info/www/bejne/oZ3dY2eBhtqamKM

[@srishticommerceugcnetclass9027]

Sir please upload the video on NARDL

[@nscloset2085]

And sir if 4 variables are in 1(1) and just 1 variable in 2nd difference or 1(2) so what will we do ???? Please help sir !

[@TJAcademyofficial]

Transform I(2) to make it I(1)

[@nscloset2085]

@@TJAcademyofficial Sir so we can transformed by taking log on such variable which is in 2nd difference? Then we apply Cointegration test on log variable???????????

[@azadaristudio6780]

Mashallah sir

[@najeebkhan4246]

Sir cointegration with Eviews pr bhi video bna lay...

[@TJAcademyofficial]

Very soon. InshaAllah

[@pushkarpushp118]

Hello Sir. Very informative video sir. I wanted to know how to identify that which model or which test to use where? I am new in the research field just started my PhD journey

[@TJAcademyofficial]

Hi, thank you for your message. Test and model selection depend on research objective and research question. Research objective and research question will be derived from review of literature. For Research kzbin.info/www/bejne/i2K4i4t5hs-dqsU

[@pushkarpushp118]

@@TJAcademyofficial Thank you Sir

[@TJAcademyofficial]

Do share TJ Academy with friends and teachers.

[@mahmoodyousafzai3510]

Great sir

[@Imrankhan-kn2lg]

Sir what is difference between predicted value and estimated value?

[@ibrar2kt]

Predicted values are specific values of the dependent variable that are calculated based on the estimated coefficients and the values of the independent variables, and they are used for making predictions. Estimated values refer to the coefficients or parameters estimated by the econometric model, which describe the relationships between variables in the model and are crucial for understanding the underlying structure of the data and for performing statistical analyses.

[@khadijaarooj9242]

sir! what is the connection between co integartion and spurious regression..??

[@TJAcademyofficial]

Thank you for asking. Cointegration is a confirmation that OLS will not be spurious.

[@khadijaarooj9242]

@@TJAcademyofficial Thank u sir

[@HarisKhan-jn2bg]

Bht late ho gya ab mera last semesster h ...aaj video daikhi to kash phly ye videos daikh lta to aaj CGPA acha hota

[@respectyourself875]

Thanks u so much sir✌✌✌

[@drzafariqbal7162]

Dear Sir Green line must be straight line

[@tehseenjawaid3668]

Thank you Dr. Shb. By the way if green would be straight then how error would be stationary at level?

[@shubhankarpaul9420]

Sir 🙏🙏

[@irfanhaider3444]

great

[@Babagamer007-e2m]

Ustad

[@ishaqahmad5411]

What is meant by integration?

[@TJAcademyofficial]

Cointegration means stable relationship throughout the sample period

[@FarooqiA1]

How can you represent the green line by alpha+betaX? the green line is a curve and alpha+betaX will be a straight line. It would be great if you take real data and explain these concepts.

[@TJAcademyofficial]

Yes. You can draw easily in EViews. After running linear regression, go to View------Actual Fitted Residual -------- Actual Fitted Residual Graph. You will observe the same thing as discussed 🙂 Thank you for your message 🙂

[@FarooqiA1]

@@TJAcademyofficial I can understand, that you can fit whatever you can, and that is not the question. My question was how can you say that Y=alpha+betaX is the equation for these blue, red, or green curves? Why don't you explain this with real data?

[@TJAcademyofficial]

Actually the graph has been plotted with time. It would be linear if plotted between Xt and Yt.

[@urdufacttube8159]

Allah ap ke zaindagi main barkat ata farmayeeeee ......Allah ap ke zaindage main khushyaa ataa farmaye....Ap ke financial condition bill gates jitnaa kry ameeeeeen summmmmmmaaaa Ameeeeeeennn Sir apna easy paisa number send kr de plz

[@moonbaig7415]

I love you

[@SYW00051]

Asalam sir Kya me ap sa mil sakta hoo

[@SYW00051]

Sir Kya ap ka number mil sakta ha sir me apna aik system pr kam kar raha hoo jis ma linear regression aur cointegration ko samajhna zaroori ha Kya ap Mera help kar sakta ha

[@shahbazh2530]

Wow

[@rizka_khr]

I need english subtitle :"..but thank you anyway sir

[@aroobaareej]

Bilkul b samaj nahi aya😏

[@TJAcademyofficial]

Thank you 😊. Samajh islye nhi aaye k aapnay iska background nhi smjha. Below playlist may Spurious regression (video no. 30) say video no. 33 take dekhaingay to phr samajh aayega k Cointegration ki zarurat q hay. Phe ye video samajh aayegi. 👍 Econometrics: kzbin.info/aero/PLZ6b0WaGAsFn9EwI_SZnjU4LoTHukqJ6b

[@sathya525]

You cannot reach more people if you teach in hindi

[@TJAcademyofficial]

Thank you for your message. I m trying to add English subtitles. 🙂

[@marianasir6546]

Great sir

[@sahibzadafaisalkhan6458]

Thank you so much Sir