Time Series Model Selection Method - Urdu I Hindi | English [CC]

This video/lecture tells the Time Series Model Selection Method. @TJ Academy

[@worlds-amazing-videos]

He is indeed an excellent Professor. Understood every bit.

[@TheAmirmustafa]

excellent teaching method

[@adityasahoo2059]

Best teacher in Econometrics

[@GeneralPosh]

Dear Sir, I have been watching your econometrics playlist for the past few days. I can finally say that you're an excellent teacher and the way you simplify complex concepts is truly remarkable. I recommend this to everyone studying Economics. Thank you. Wishing you all the very best going forward! Respect and Hugs from India🙏❤️

[@TJAcademyofficial]

My pleasure 😊

[@riffatiqbal1042]

Ì

[@tayyabarani9176]

I appreciate your effort, i have learned econometrics at master level but did not clear concept at that time. Now after watching your detail video, I understood it. Thanks and JazakaALLAH

[@TJAcademyofficial]

My pleasure

[@lafuaevans6870]

This is an excellent teaching. My best so far

[@lakshitakamboj198]

You are a blessing sir. Can't thank you enough. Sending you all the positivity and amazing health and keep sharing your amazing knowledge with the world. RESPECT from india...

[@shahidmumtaz3826]

Great Work

[@mrehan1693]

Excellent explanation of some complex econometric concepts. Highly recommended.

[@IbrahimAhmed-ci7zy]

Speechless. Incredible way of explanation. Pace, Voice, Knowledge, Concepts all are co integrated beautifully. If you deliver lectures in English you will cross a million subscribers around the world Sir.

[@TJAcademyofficial]

Thanks 😊

[@sahibzadafaisalkhan6458]

MashAllah Sir, May God bless you. I have no words to thank you

[@kamransiddiquequreshi4824]

MashaAllah zaberdast, isi teaching method se cross sectional aur panel data ki b model selection ki vedio bna kr upload kr dain thnxxx

[@mehakrani3494]

Greate

[@alifm452]

JazakAllah Sir

[@rajnishgurjar]

Thanks a lot sir, my best lecture so far on model selection ☺️

[@aligohar2237]

Sir you are exemplary please don't stop it

[@TJAcademyofficial]

Thank you 🙂

[@diya380]

Thank you so much sir

[@AshokKumar-rh7ey]

love the way you explain the concept. plz keep making videos. also, make some videos on Stata. thank you

[@tabassumzaman583]

MashaaAllah u r too good

[@gynendrabhandari1106]

THANK YOU SIR FROM INDIA.. WISHES FOR YOUR GOOD HEALTH

[@parveenkaurchander2662]

No words to say thanks..but thankuuuuuuu so much sir ji......

[@heromito2519]

appreciate your work, keep it up. your Lectures are for all levels. i am PhD student, and your Lectures are also helpful for me.

[@AmitPatel-ql7fi]

Thank you sir from India👍🙏

[@sherazkhan7388]

Thank u sir... U Have cleared all aspects related to model selection

[@TJAcademyofficial]

My pleasure

[@harshitabansal173]

Thank you soo such sir for these awesome videos. This subject is really tough for me i didn't able to understand even a signal thing but with your video it became very very easy. I am really grateful to you because of you I will be able to get pass in my exam and also understood every concept thought by you. For me it was next to impossible to understand econometric. You are best sir. Thank you so much

[@TJAcademyofficial]

My pleasure 🙂

[@ammarali4420]

Thank you sir for all these great classes! Here is my ques: If ADF, PP and KPSS are giving contradictory results, within that the mixture of I(0) and I(1) can be seen. How can I proceed? If I need to check Johansen cointegration, shall I generate first difference series and then consider that?

[@rwaewae]

Thankx for sharing

[@TJAcademyofficial]

My pleasure

[@binteameen9690]

Thank you sir

[@TJAcademyofficial]

My pleasure

[@vikram5857]

Sir Very well explained only a request if you make a video for Var estimation and on impulse response function. So it will be very helpful

[@laxmanpokhrel5153]

Your doing incredible job. Please also prepare videos on ARDL, VAR and ECM..and instrumental variables..God bless you!

[@TJAcademyofficial]

Thank you for your appreciation. Here is the link of ECM kzbin.info/www/bejne/Z6DEpIWeo9lod6s ARDL and VAR would be uploaded soon InshaAllah.

[@tanialiaqat1972]

Respected sir one series make on the topic of simultaneous equation model

[@crossknot337]

Your videos are really helpful sir ! Plwase do a video on VAR and VECM and how they are cobnected in detail

[@afreenkhan1290]

Yes sir! I also need to study these two models. Please make a vedio on this.

[@irummyireh4988]

thank you

[@Imrankhan-eco]

❤️

[@sheenarehman4682]

Commendable.... One question....if variables are stationary at 2nd difference or I(1) and I(2), then which model we should apply in time series.... kindly reply.

[@TJAcademyofficial]

OLS on stationary state

[@arsh5997]

please made some videos on GMM

[@tabitajannatul6736]

Firstly take my gratitude for such helpful videos! And my question is what model to apply if the variables are mixture of I(0),I(1) and I(2)? And in such situation how to test cointegration and causality among the variables?

[@mitalisingh8405]

Good morning sir. What if one of the variable is categorical?

[@nirmalabhatt1221]

Sir please upload on a video in if you want to see structural break in a series!

[@240419921000]

thank you Sir for your lucid explanation. Sir I have a question, if the variables are stationary at I(2) than what model we should run?

[@TJAcademyofficial]

OLS with I(2)

[@akhlaqueahmed5527]

dear sir agar 2nd difference krna ho wo kese krein so plz help me

[@MuhammadFarhan-bm8jh]

sir single equation walay concept ki samjh ni aye.....

[@etc4363]

ARDL also uses OLS estimates. So, how are you differentiating?

[@TJAcademyofficial]

By Koyck transformation

[@etc4363]

@@TJAcademyofficial Thanks forthe prompt response. I mean to say that OLS is not a model rather it is a technique to estimate coefficients of a model. Other technique is Maximum Likelihood Estimator. So we should say OLS estimator or Maximum Likelihood estimator rather than OLS model or Maximum Likelihood model. We know that most of the model employs OLS technique to estimate coefficients and So is the ARDL model. Now, my question is about your third case when variables are I(0) and I(1) both and there is cointegration. you suggested to use ARDL coefficient (keep in mind that ARDL also use OLS technique to estimate coefficients).But if there is no cointegration you suggested to use OLS. In this way ultimately we are using OLS in both the cases. Hope you get my question

[@akhlaqueahmed5527]

Dear sir 2nd level difference ka kia kreing

[@hermainsarfaraz3167]

A little different from this topic. But could you tell that if we estimate an Arch model(ML approach), and it's significant, what will it show?

[@etc4363]

I want to ask in 2nd and 3rd cases, if we get NO cointegration, we use OLS after making the variables stationary. The relationship we get in second cases are short run relation. Right? What about the relationship of 3rd cases. I mean will it give SR or LR results?

[@aroojatif1376]

Sir kindly btay K m. Phil k paper me theoretical ata paper to ye sb model kasy explain kerny.. Kindly procedure bta dt

[@mohapatraful]

Can you provide references for above model selection

[@mediaanalysis4708]

Can you please provide slides? Also I need the video for VAR and VEC models. Best lectures.

[@pixiepie2684]

what if you have mixed results of stationary at first differencing and second differencing?

[@TJAcademyofficial]

Transform those variables who are stationary at second difference by using LOG or Ratio or growth rate

[@pixiepie2684]

@TJAcademyofficial Oh ok. I didnsecond differencing without LOG.would that affect the reliability of my results??? Amd would you kindly plz have tutorials about time series analysis using stata with interpretation. Thank You in advance

[@RizwanAli-ky1ji]

GARCH.MIDAs model pr bi video bana dy

[@noorbabar5948]

AoA sir I just wanna ask I thing if dependent variable is stationary at level and independent variables are stationary at 1st difference what technique should use Is there any condition for ARDL that dependent variable should stationary at 1st difference

[@etc4363]

Doesn't ARDL is also estimated by using OLS?

[@zaviyarali-ch5en]

aoa sir can u help in making of project of time series plzzz

[@mirwaisekhan2020]

Sir, the results of the Johnsen cointegration test (using Schwarz criteria) show both the trace statistics and the maximum eigenvalue indicates 1 cointegrating equation so, does this means I can choose OLS over VECM for my study?

[@TJAcademyofficial]

Both

[@mirwaisekhan2020]

Sorry Sir I couldn't get your Point. Do you mean, I must use both OLS and VECM in this case or do you mean that I can chose between either OLS or VECM?

[@mirwaisekhan2020]

Sir, Please Would you make me understand this point?

[@TJAcademyofficial]

Anyone

[@afreenkhan1290]

Sir what is the difference between Angle Granger cointegration test and Granger casuality test? Are they same tests?

[@TJAcademyofficial]

Thank you for your message. You have to watch cointegration and causality lectures below. These are very different concepts. For cointegration kzbin.info/www/bejne/a2mplGmGi76jm7s For Causality kzbin.info/www/bejne/gpjJi2lmgs6Daas For Granger Causality kzbin.info/www/bejne/ooi8lHeji9ZkpaM

[@afreenkhan1290]

@@TJAcademyofficial Okay sir. Thank you

[@nsakib62]

Dear sir, if few variables are stationary at first difference but others are non stationary in first difference then what model we have to apply

[@TJAcademyofficial]

Thank you for your message. Apply log or other transformation on I(2) variables

[@saimarashid5387]

SIR ARIMA ARMA k hawale se b video banayen kindly

[@TJAcademyofficial]

Soon InshaAllah

[@arfabadar3652]

Yes please

[@tariqrahim1129]

Sir, while finding the stationary in Eviews, Can you please describe the different situations in which we can include the constant, intercept and trend term collectively and in which ituations we can ignore the the intercept and trend term during the calculation of stationary

[@TJAcademyofficial]

If you watched the lecture again, you will notice that inclusion of intercept and trend is to check the robustness of stationary condition with all possibilities in the equations.

[@tariqrahim1129]

Thank you !

[@tariqrahim1129]

​ @TJ Academy Sir, In my study I have taken the data of four countries. The stationary of all the countries are different from each other. One country data is stationary at level and first difference, One is stationary at first difference, the other two are stationary at 1st+2nd difference. So for the estimations different model can be applied, Is it correct ? Can we compare the results of theses countries implied that i will be using different models of estimations?

[@shaistaaxmatshaistaaxmat7426]

Sir please add panel data analysis in eviews

[@seekhlotumbhi6041]

Sir kiya apki koi video model specification error per hai?

[@TJAcademyofficial]

kzbin.info/www/bejne/fXmcfYGNjLySgbs kzbin.info/www/bejne/g6uofaiAhr93es0

[@uroojmaqbool8934]

Sir kindly guide about how to create index using PCA in excel.

[@afreenkhan1290]

Sir please make a telegram channel also.

[@TJAcademyofficial]

Sure. JazakAllah

[@afreenkhan1290]

@@TJAcademyofficial I am studying econometrics from your vedios these days. It's really helpful.

[@chandrakantparmar5852]

Sir, in my study the dependent variable is stationery at I(2). And there are three independent variables. Two of them are stationery at I(1) and one at I(2). Now please suggest Sir which option to choose and proceed.

[@TJAcademyofficial]

Transform I(2) variable with LOG or Growth rate

[@chandrakantparmar5852]

@@TJAcademyofficial Thank you very much Sir!

[@ritikalata8339]

Good morning sir Can you please tell me what I can do if the log value of data is stationary at 2nd difference?

[@TJAcademyofficial]

Good afternoon. Which variable it is?

[@ritikalata8339]

@@TJAcademyofficial M3

[@TJAcademyofficial]

Use M3/GDP or any other measure used in literature

[@neelamrathi8850]

Sir please make video on P-value

[@biswadeeproy2878]

Sir, what to do when none of the variables are stationary even at first difference ? Thank you in advance.

[@TJAcademyofficial]

Log transformations and by using another measure

[@biswadeeproy2878]

@@TJAcademyofficial Thank you sir. Is there any video in your channel to address such a situation ?

[@MuhammadBilal-nv4dz]

how to take value of first difference in olx model? just put d. before variable ?

[@TJAcademyofficial]

If X is a variable then write d(X) for first difference in EViews

[@ritikalata8339]

Hello Sir Can you please tell me how to solve endogeneity problem in time series analysis?

[@TJAcademyofficial]

Thank you for your message. You can use FMOLS and 2SLS.

[@qumarrahman8944]

sir plz ardl model ku step by step with selection part criteria b ak video bna den

[@ritikalata8339]

Sir can you please tell me how to test endogeneity in time series data and how to check optimal lags in ardl model.

[@TJAcademyofficial]

To check endogeneity, you have to run TSLS first then apply endogeneity test.

[@ritikalata8339]

@@TJAcademyofficial thankyou and what's endogeneity test in time series data?

[@hermainsarfaraz3167]

Sir, if after unit root test at level we find that one series is stationary and the other is not stationary, in that case should we apply co integration test or not?

[@TJAcademyofficial]

Yes, ARDL Cointegration is applied

[@nadeeranilakshi992]

english subtitile please 👍

[@chandnirana369]

Thank you sir.

[@naiksmita]

Thank you sir.. .