The RATS Software Forum

Dear TomDoan Thank you for your posted mail. I like to know my case if I want to estimate the model by using OLS then, what level of data I will use. You know that VAR or VECM do not produce result as OLS produces. That the reason I need your advice what level data will I use for estimation? I am lo...

Dear TomDoan Trust you are well and helping people like me. I need your quick help. Suppose, I have four time series data. They are all non-stationary at level but 1st difference they are stationary and they are co-integrated at level then, what level data we use for OLS estimation ( at level or 1st...

Dear TomDoam Trust you are well. I need your quick help. I have a ten time series data. At level, they are non-stationary but 1st difference, they are all stationary. But at level, they are co-integrated. Can you please let me know whether I will take at level data for estimation ( because they are ...

1 September 2014 Dear TomDoam Trust you are well. I need your help again. I have two time series variables. Australian steam coal export is dependent variable and Australian dollar exchange rate is independent variable. The data are quarterly. I consider Australian dollar exchange rates lag1, lag2 a...

Dear TomDoan

Thank you for your comments. Can you please tell me the results of coefficients value carry any value in this situation or the results of coefficients are not countable?

I am looking your best help in this regard.

Thanking you

with kind
alim

Dear Tom Trust you are well. However, I need your help again. I have time series data, they have Unit Root at level but 1st difference they are ok. I am taking data 1st difference and lag1, lag2, and lag3 for estimation. The result shows that it is not significant. My asking question is that this re...

Dear Tom Doan Thank you for your replay and explanation. Australian coal is sold in US dollar invoice. Therefore, I am trying to measure cause and effect relationships between exchange rate A$/US$ and Australian coal export, production and pricing by simple regression. I also like to check how are t...

Dear Tom Doan

Thank you for your reply and help. Could you please explain little bit more your answer for me? Because I am not fully clear your answer and how can I overcome this problem?

I am looking your best help and co-operation.

Thanking you

With Kinds

Ali

Dear Tom Doan I am writing again for your great help. I believe that you will forward your helping hand again. I am going to submit my PhD thesis shortly. I am facing the problem is that when I am doing simple regression between Australian dollar exchange rate and Australian steam coal export. The r...

Dear Tom Doam i appreciate your help all the times. Again I am facing new problem and I need your quick help. We know that when variables at level are non-stationary but 1st difference are stationary and they are found co-integrated, we employ VECM to measure short-run relationship. Now I like to kn...

Dear TomDoan I appreciate your help all the times. I am facing new problems of Interpretation of Coefficients in VAR models. Suppose I have two variables (one dependent and one independent variables). 4 lag lengths are appropriate for this analysis. After analysis, I got 16 coefficients. Please tell...

28 Sept' 2012 Dear TomDoan Thank you for your help and advice. I would be greatful to you if you kindly tell me how do i estimate the above situation. Can you please explain little bit more about ARDL such as how do I estimate ARDL model. Suppose I have 3 variable (Y, X and Z). Y is stationary at le...

24 Sept' 2012 Dear Tom　Doan, Thank you for your great help. I appreciate you and your work. Again I need your quick help regarding the interpretation of VAR model. I have 3 variables (one dependent variable and two independent variables) in VAR Model and 4 lag lengths are appropriate. Four Coefficie...

Dear Tom　Doan, Thank you for your reply. I am writing again because I differ from my supervisor suggestion. According to your advice, I take 1st difference data (all variables are stationary at 1st difference) and use OLS for estimation. I also check Diagnostics Statistics such as Spurious Regressio...

Dear Tom　Doan, I need quick help from you. I have 4 variables. They are non-stationary at level but 1st difference, they are stationary. At level they are not cointegrated. It means, they have not long run relationship. Can you please help me what methods I will employ to estimate these variables. I...