VAR Model Example in STATA
10.5 هزار بار بازدید -
2 سال پیش
-
VAR Model Example in STATA.
VAR Model Example in STATA. Time Series VAR Tutorial: Stata. VAR Forecast Tutorial Example. VAR model Stata tutorial.
Learn how to produce out of sample forecasts and add confidence bands in a vector autoregression (VAR) model in Stata.
Discover how to produce accurate out-of-sample forecasts with confidence bands using VAR models in Stata. This comprehensive tutorial uses the example of analyzing how changes in money supply affect prices in the USA over time, walking you through the steps of checking data properties, making the series stationary, and testing for co-integration. You'll learn how to use the Johansson co-integration test and VAR model to estimate the effect of money supply changes on prices and how to create forecasts with confidence bands. Additionally, the tutorial includes a link to purchase the resources needed to replicate the tutorial, including the data set, step-by-step instructions, do file, graphics code, and other helpful materials. Take your forecasting skills to the next level with this insightful tutorial.
📣 Get the complete package to produce forecasts with confidence bands with VAR models in Stata! Purchase the slides used in the video, along with the complete Stata Do File and Dataset at: https://jdeconomicstore.com/b/var-sta...
📈 You can also download the dataset for free and replicate the content of the video at:
https://www.jdeconomics.com/stata-tut...
✅ This video is part of a FREE STATA Course. See the full course outline at:
https://www.jdeconomics.com/stata-tut...
✅ Visit my website for all the content available:
https://www.jdeconomics.com/
📺 For more videos likes this, please subscribe: @jdeconomics
✅ Is there any topic you would like me to cover? Do you have any research questions? Contact me at:
📧 [email protected]
📲 Follow me on social media for news, updates, discounts, tips and more!
https://juandamico.start.page/
-------------------------------------------------------------------------------------------------------------
🕘 Timestamps:
📊 0:00 Introduction
📊 1:28 Tutorial Overview
📊 3:56 Stationarity
📊 6:26 Johansenn Cointegration Test
📊 10:15 Estimation of VAR Model
📊 11:48 Formal Representation
📊 13:35 Choleski Decomposition
📊 16:35 VAR Stability Conditions
📊 17:28 Autocorrelation Test
📊 18:48 Granger Causality Test
📊 20:38 Impulse Response Functions
📊 23:58 Variance Decomposition
📊 26:28 Forecast with Confidence Bands
-------------------------------------------------------------------------------------------------------------
Thanks a lot!
Juan D'Amico
Economist
JDEconomics
Learn how to produce out of sample forecasts and add confidence bands in a vector autoregression (VAR) model in Stata.
Discover how to produce accurate out-of-sample forecasts with confidence bands using VAR models in Stata. This comprehensive tutorial uses the example of analyzing how changes in money supply affect prices in the USA over time, walking you through the steps of checking data properties, making the series stationary, and testing for co-integration. You'll learn how to use the Johansson co-integration test and VAR model to estimate the effect of money supply changes on prices and how to create forecasts with confidence bands. Additionally, the tutorial includes a link to purchase the resources needed to replicate the tutorial, including the data set, step-by-step instructions, do file, graphics code, and other helpful materials. Take your forecasting skills to the next level with this insightful tutorial.
📣 Get the complete package to produce forecasts with confidence bands with VAR models in Stata! Purchase the slides used in the video, along with the complete Stata Do File and Dataset at: https://jdeconomicstore.com/b/var-sta...
📈 You can also download the dataset for free and replicate the content of the video at:
https://www.jdeconomics.com/stata-tut...
✅ This video is part of a FREE STATA Course. See the full course outline at:
https://www.jdeconomics.com/stata-tut...
✅ Visit my website for all the content available:
https://www.jdeconomics.com/
📺 For more videos likes this, please subscribe: @jdeconomics
✅ Is there any topic you would like me to cover? Do you have any research questions? Contact me at:
📧 [email protected]
📲 Follow me on social media for news, updates, discounts, tips and more!
https://juandamico.start.page/
-------------------------------------------------------------------------------------------------------------
🕘 Timestamps:
📊 0:00 Introduction
📊 1:28 Tutorial Overview
📊 3:56 Stationarity
📊 6:26 Johansenn Cointegration Test
📊 10:15 Estimation of VAR Model
📊 11:48 Formal Representation
📊 13:35 Choleski Decomposition
📊 16:35 VAR Stability Conditions
📊 17:28 Autocorrelation Test
📊 18:48 Granger Causality Test
📊 20:38 Impulse Response Functions
📊 23:58 Variance Decomposition
📊 26:28 Forecast with Confidence Bands
-------------------------------------------------------------------------------------------------------------
Thanks a lot!
Juan D'Amico
Economist
JDEconomics
2 سال پیش
در تاریخ 1401/11/01 منتشر شده
است.
10,521
بـار بازدید شده