(EViews10):Interpret VECM, Forecast Error Variance Decomposition

[@CrunchEconometrix]

KZbin recently changed the way my content will be monetised. My channel now needs 1,000 subscribers. So it would be amazing if you show your support by both watching my videos and subscribing to my channel if you haven’t done so already. Monetising my videos allows me to invest back into the channel with some new equipment so this small gesture from you will be extremely huge for me. Many thanks for your support….CrunchEconometrix loves to teach, help me stay online.

[@strictl3h139]

Thank you Auntie. God bless your soul!

[@CrunchEconometrix]

...and you too! 🥰🙏

[@dilipkjena]

Your videos have helped me immensely in my PhD studies. God bless you!

[@CrunchEconometrix]

Awesome, Dilip! Good to hear this amazing feedback. Wishing congratulations all the way. Please may I know from where (location) you are reaching me?

[@dilipkjena]

Thank you Dr. Adeleye. I am still running some regressions. Targeting submission in next year. I am currently in UK for PhD studies but originally from India.

[@CrunchEconometrix]

@@dilipkjena Alright, Dilip. Wish you the best. I'll appreciate it if you can share the link to my KZbin Channel with your friends and academic community. They will find the content helpful too. Thanks! ❤️ 🙏

[@swiftyjiukun2894]

Thx so much for your video! :) I've always wanted to find a proper way to interpret FEVD and here it is !

[@CrunchEconometrix]

Thanks for the encouraging feedback. Deeply appreciated!

[@immaculatelum5102]

God bless you ma. It's helping with my thesis

[@CrunchEconometrix]

You are very welcome!🙏

[@wanjadouglas3058]

Soo niiice. Thank you Doc

[@CrunchEconometrix]

My pleasure, Sir!

[@nithyaramalingam304]

Hello Professor. I am a doctoral student. I am immensely benefiting through your videos. I thank you sincerely. I have gone through so many videos in youtube. But your videos are more clear, precise and authentic. Can you please post videos on threshold regression models?

[@CrunchEconometrix]

Hi Nithya, I'm encouraged by your kind comments and commendations. Humbly taken. Glad to be of help. On threshold regressions, it's on my checklist. I'll roll out the videos once I clear my backlogs. I'll be glad if you can share my videos with your students and colleagues in order to reach more people...gracias!

[@Al00345]

Hello , thank for the video , I have a question , in 3:56 why it shoul be up than TWO ? why specifically two ?

[@CrunchEconometrix]

Hi Alae, from the t-stats 2.00 signifies 5% statistical significance. May I know from where (location) you are reaching me?

[@Al00345]

@@CrunchEconometrix thank you for answering me , Im from morocco

[@CrunchEconometrix]

@@Al00345 U're welcome Alae...please share my KZbin Channel link with your friends, students and academic community in Morocco 🇲🇦 for awareness. They'll learn some useful tips and skills too...thanks 😊

[@Al00345]

For sure, thank u so much for sharing with us those videos 🙏

[@mmmmjjjjkk]

thank very much. I have a question you said that the first row of the error correction results shows the long-run equilibrium. so what does the cointegrating equation (which is not presented in the video) imply?

[@CrunchEconometrix]

Hi Muhd, which cointegrating equation are you referring to?

[@rinalee485]

can you please do panel vecm too? panel vecm is hard to interpret like there is white noise or to get coefficient it is quite different from time series model? i guess :) ?

[@CrunchEconometrix]

Suggestion is noted, thanks.

[@tee4ChristJ]

Good job Prof, i watch and like your videos. Thanks for the work. I have a question tho, you mentioned that GIA will exhibit a reduction of about 49% in the 2nd model. Since this is log model, shouldn't the interpretation be that GIA will reduce by 0.49%? Pls advise. Thx

[@CrunchEconometrix]

Thanks, Ade for the positive feedback. Deeply appreciated. You are right on 0.49% as the correct interpretation.

[@immaculatelum5102]

Thanks ma

[@CrunchEconometrix]

You are welcome, dear!👍🏽

[@adriennewelch5891]

Hello Professor: You have done a great job. All lectures are the perfect way to go further to learn time series though most of them are very short in length. I already shared your channel to our Ph.D. students. I was wondering if you can release videos on structural dynamic factor model(Stock and Watson 2016, Gambetti and Forni Journal of Monetary Economics, vol. 57(2):203-213, 2010) in the same fashion the way you did other videos. Particularly would be great if you teach this article(Estimating a dynamic factor model in EViews using the Kalman Filter and smoother, Martin Solberger & Erik Spånberg) which is implemented using eviews.Thanks for your consideration.

[@CrunchEconometrix]

Adrienne Welch Thanks girl for the kind words of encouragement and for sharing my videos with your colleagues. On the lengths of my videos, I always believe that "the-shorter-the-better". I personally lose interest if a video exceeds 20mins,so that's why I make most of my tutorials to be between 5-to-15mins...as in, straight-to-the-point😉. As per your request, I'll read the paper and if I understand the procedure, I'll definitely do a video on it. Once again, thanks!💕👍🏽

[@Rafiqul_Islam_RU]

How can I estimate FEVD in stata

[@CrunchEconometrix]

Hi Rafiq, I'm still working on the modalities. Will roll out videos once concluded.

[@bakdimalika8791]

Please make us vedeo obout var bayésien Merci bcp

[@CrunchEconometrix]

Hi Bakdi, I'll do my best to make the videos once I fully understand the technique. Please may I know from where (location) you are reaching me?

[@bakdimalika8791]

I'm from algeria Please can i have your mail? So how i can do to know if my is linear or not. And if possible to do paper research together. Thank you

[@CrunchEconometrix]

@@bakdimalika8791 For more information on model linearity, read the OLS assumptions from any econometrics textbook. Thanks for watching my videos, deeply appreciated! Kindly share my videos with your friends and academic community in Algeria 🇩🇿.

[@eagle43257]

nice woman

[@CrunchEconometrix]

Compliments humbly taken, Ahmad! May I know from where (location) you are reaching me?