acct-11-VAR
-
00:00
1.
Analysis of Non-Stationary Time Series Data
-
01:33
2.
Stationarity
-
03:58
3.
A Nonstationary Time Series
-
08:33
4.
I(d)
-
09:57
5.
Non-Stationarity! So What?
-
11:13
6.
I(d)
-
11:13
7.
A Nonstationary Time Series
-
11:44
8.
I(d)
-
11:44
9.
Non-Stationarity! So What?
-
11:46
10.
I(d)
-
11:50
11.
Non-Stationarity! So What?
-
12:55
12.
I(0) vs. I(1)
-
14:06
13.
Non-Stationarity! So What?
-
16:36
14.
I(0) vs. I(1)
-
16:41
15.
White Noise and AR(1)
-
18:43
16.
Test for Unit Root
-
22:26
17.
Unit Root Test (1)
-
22:32
18.
Test for Unit Root
-
23:09
19.
Unit Root Test (1)
-
26:32
20.
Unit Root Test (2)
-
26:56
21.
Unit Root Test (1)
-
27:01
22.
Unit Root Test (2)
-
27:28
23.
Unit Root Test (1)
-
27:35
24.
Unit Root Test (2)
-
28:18
25.
Dickey Fuller Test
-
29:16
26.
Augmented Dickey Fuller Test (ADF)
-
31:17
27.
An Example: Expectation Theory
-
36:12
28.
Yields of US T-Bill Example
-
39:58
29.
Empirical Work
-
42:29
30.
Organize Data
-
44:17
31.
Unit Root Test
-
45:36
32.
linreg CHX# X1
-
46:26
33.
Unit Root Test
-
46:27
34.
Organize Data
-
46:27
35.
Empirical Work
-
46:27
36.
Yields of US T-Bill Example
-
46:28
37.
An Example: Expectation Theory
-
46:28
38.
Augmented Dickey Fuller Test (ADF)
-
46:29
39.
Dickey Fuller Test
-
47:04
40.
Augmented Dickey Fuller Test (ADF)
-
47:05
41.
An Example: Expectation Theory
-
47:05
42.
Yields of US T-Bill Example
-
47:06
43.
Empirical Work
-
47:07
44.
Organize Data
-
47:09
45.
Unit Root Test
-
47:10
46.
linreg CHX# X1
-
47:36
47.
linreg CHX# constant X1
-
49:05
48.
linreg CHX# constant X1 CHX1
-
49:38
49.
linreg CHY# Y1
-
50:16
50.
linreg CHY# constant Y1
-
50:55
51.
linreg CHY# constant Y1 CHY1
-
51:11
52.
Cointegration
-
54:09
53.
Testing Co-integrating Relation
-
56:39
54.
Slide 26
-
59:56
55.
Co-integration
-
1:02:06
56.
Engle and Granger Representation
-
1:02:48
57.
Engle and Granger Representation
-
1:05:54
58.
Engle and Granger Process
-
1:07:33
59.
Estimating Co-integrating Relation
-
1:08:45
60.
Engle-Granger Test for Unit Root
-
1:11:03
61.
linreg Y / resid# constant X
-
1:12:23
62.
Linreg chxx # xx1
-
1:13:17
63.
Linreg chxx # xx1 CHXX{1}
-
1:14:10
64.
Error Correction Models
-
1:15:05
65.
LINREG CHY# CONSTANT CHX RESIDUALS1
-
1:15:57
66.
ECM with Unknown Co-Integrating Relation 𝐶𝐻𝑌 𝑇 =0.996 𝐶𝐻𝑋 𝑇 −0.74( 𝑌 𝑇−1 −0.135−1.026 𝑋 𝑇−1 )
-
1:16:33
67.
ECM with Known Co-Integrating Relation 𝐶𝐻𝑌 𝑇 =0.203+0.986 𝐶𝐻𝑋 𝑇 −0.67( 𝑌 𝑇−1 − 𝑋 𝑇−1 )
-
1:17:23
68.
Summary
- 索引
- 筆記
- 討論
- 全螢幕
acct-10-Analysis of Non Stationary Time Series Data
長度: 1:18:31, 瀏覽: 3118, 最近修訂: 2022-12-11
-
00:00
1.
Analysis of Non-Stationary Time Series Data
-
01:33
2.
Stationarity
-
03:58
3.
A Nonstationary Time Series
-
08:33
4.
I(d)
-
09:57
5.
Non-Stationarity! So What?
-
11:13
6.
I(d)
-
11:13
7.
A Nonstationary Time Series
-
11:44
8.
I(d)
-
11:44
9.
Non-Stationarity! So What?
-
11:46
10.
I(d)
-
11:50
11.
Non-Stationarity! So What?
-
12:55
12.
I(0) vs. I(1)
-
14:06
13.
Non-Stationarity! So What?
-
16:36
14.
I(0) vs. I(1)
-
16:41
15.
White Noise and AR(1)
-
18:43
16.
Test for Unit Root
-
22:26
17.
Unit Root Test (1)
-
22:32
18.
Test for Unit Root
-
23:09
19.
Unit Root Test (1)
-
26:32
20.
Unit Root Test (2)
-
26:56
21.
Unit Root Test (1)
-
27:01
22.
Unit Root Test (2)
-
27:28
23.
Unit Root Test (1)
-
27:35
24.
Unit Root Test (2)
-
28:18
25.
Dickey Fuller Test
-
29:16
26.
Augmented Dickey Fuller Test (ADF)
-
31:17
27.
An Example: Expectation Theory
-
36:12
28.
Yields of US T-Bill Example
-
39:58
29.
Empirical Work
-
42:29
30.
Organize Data
-
44:17
31.
Unit Root Test
-
45:36
32.
linreg CHX# X1
-
46:26
33.
Unit Root Test
-
46:27
34.
Organize Data
-
46:27
35.
Empirical Work
-
46:27
36.
Yields of US T-Bill Example
-
46:28
37.
An Example: Expectation Theory
-
46:28
38.
Augmented Dickey Fuller Test (ADF)
-
46:29
39.
Dickey Fuller Test
-
47:04
40.
Augmented Dickey Fuller Test (ADF)
-
47:05
41.
An Example: Expectation Theory
-
47:05
42.
Yields of US T-Bill Example
-
47:06
43.
Empirical Work
-
47:07
44.
Organize Data
-
47:09
45.
Unit Root Test
-
47:10
46.
linreg CHX# X1
-
47:36
47.
linreg CHX# constant X1
-
49:05
48.
linreg CHX# constant X1 CHX1
-
49:38
49.
linreg CHY# Y1
-
50:16
50.
linreg CHY# constant Y1
-
50:55
51.
linreg CHY# constant Y1 CHY1
-
51:11
52.
Cointegration
-
54:09
53.
Testing Co-integrating Relation
-
56:39
54.
Slide 26
-
59:56
55.
Co-integration
-
1:02:06
56.
Engle and Granger Representation
-
1:02:48
57.
Engle and Granger Representation
-
1:05:54
58.
Engle and Granger Process
-
1:07:33
59.
Estimating Co-integrating Relation
-
1:08:45
60.
Engle-Granger Test for Unit Root
-
1:11:03
61.
linreg Y / resid# constant X
-
1:12:23
62.
Linreg chxx # xx1
-
1:13:17
63.
Linreg chxx # xx1 CHXX{1}
-
1:14:10
64.
Error Correction Models
-
1:15:05
65.
LINREG CHY# CONSTANT CHX RESIDUALS1
-
1:15:57
66.
ECM with Unknown Co-Integrating Relation 𝐶𝐻𝑌 𝑇 =0.996 𝐶𝐻𝑋 𝑇 −0.74( 𝑌 𝑇−1 −0.135−1.026 𝑋 𝑇−1 )
-
1:16:33
67.
ECM with Known Co-Integrating Relation 𝐶𝐻𝑌 𝑇 =0.203+0.986 𝐶𝐻𝑋 𝑇 −0.67( 𝑌 𝑇−1 − 𝑋 𝑇−1 )
-
1:17:23
68.
Summary
- 位置
-
- 資料夾名稱
- 計量經濟學
- 發表人
- 李阿乙
- 單位
- powercam.fju.edu.tw (root)
- 建立
- 2022-12-11 10:27:48
- 最近修訂
- 2022-12-11 10:46:55
- 長度
- 1:18:31