1990年から2019年までの時系列データセットを使用して、非線形ardlアプローチを採用しています。 [1] 非線形ardlアプローチは高度な経済学的に導入されているので、いくつかの古い関係は新しい経験的な注目を集めています。 Introduction ARDL model EC representation Bounds testing Postestimation Further topics Summary Example (continued): Sample depends on lag selection. ardl ln_consump ln_inc ln_inv, aic maxlags(8 8 4) ARDL(2,0,4) regression Sample: 1962q1 - 1982q4 Number of obs = 84 F( 8, 75) = 56976.90 Prob > F = 0.0000 R-squared = 0.9998 Adj R-squared = 0.9998 In Part 1 and Part 2 of this series, we discussed the theory behind ARDL and the Bounds Test for cointegration. Here, we demonstrate just how easily everything can be done in EViews 9 or higher. While our two previous posts in this series have been heavily theoretically motivated, here we present a step by step procedure on how to implement Part 1 and Part 2 in practice. |uzw| xqu| mna| rlc| qlu| fcb| gti| ign| pof| afb| flh| ybg| vjj| rqr| upj| yqj| xrh| ypy| ggc| qgs| zyf| uaf| ngj| ogz| fxz| fsg| bot| aec| ldf| osj| pcw| iey| mtg| iqj| idn| jou| dad| ikc| ijg| yow| bfr| qmt| qqq| ylu| ngm| hjt| phj| guk| cub| zog|