Are long run coefficients based on the Johansen cointegration test sensitive to non-normality?

Are the long run coefficients (or rather t-values) in the cointegrating equations of the Johansen cointegration test sensitive to non-normality? I know the short run equations in the VEC...

03 April 2018 5,211 3 View

How to interpret speed of adjustment coefficient relative to IRFs?

03 April 2018 7,401 1 View

Overidentification in vecm?

Hi! I have used Johansen normalization in VEC models, but never really understood the concept of overidentification. Can someone plz explain this to me in a simple way? A reason I could never wrap...

11 December 2017 5,753 0 View

How do I interpret the significance of equations in a VEC model?

07 August 2016 7,831 5 View

Durbin-Watson says one thing and Ljung-Box Q another?

07 August 2016 2,257 2 View

How do I set up restrictions in VECM?

I have four variables in a VEC model. I have allready established the presence of three vectors. My hypothesis is that variable 3->variable 1, variable 3-> variable 2, and that variable...

07 August 2016 7,102 6 View

What to do when time series is not non-stationary?

05 June 2016 2,735 19 View

What models for Rahbek and Mosconi method for exogenous variables in VECM?

04 May 2016 3,233 4 View

How to interpret confidence intervals in IRF?

Hi! I have trouble interpreting confidence intervals in Impulse response functions. I am correct if I understand it that both the upper and the lower CI-bands have to be on the same side of zero?

01 February 2016 3,825 0 View

Can I correlate two time series in levels?

01 February 2016 8,904 12 View

How to manually calculate p value in ANOVA? what is the equation or formula for it?

How to manually calculate p value in ANOVA? what is the equation or formula for it?

03 March 2021 4,928 5 View

Is it necessary to report effect size (ES) in statistics of biomedical research given that we already report p values routinely?

Pls share your thoughts

01 March 2021 7,330 4 View

Can polymer concentrations be calculated based on the number average molecular weight?

Hello, I spin-cast two different polymers onto wafers and measure their height as a function of initial concentration. For polymer A, I have the weight-average molecular weight (Mw) as well as...

28 February 2021 7,882 2 View

How to resolve Gaussian error termination " Error termination via Lnk1e in F:\G16W\l103.exe" for TS(QST3)?

When I run the job for TS(QST3) in gaseous phase, it was completed without any error. But when I add water in CPCM model it terminated with an error: Inconsistency: ModMin= 2 Eigenvalue=...

21 February 2021 3,198 2 View

Using the Pfaffl method: Is it possible that the ratio of the calibrator does not equal 1?

Hi all, I have a question regarding calculations using the Pfaffl method. I have 3 groups per experiment: 1 control group (calibrator) and 2 treatment groups with 6 to 7 biological repeats per...

19 February 2021 8,351 2 View

How reliable are degrees of freedom for lme mixed models in nmle package?

I am running mixed models analyses because I have participants nested in groups. Across the different analyses, I have very different degrees of freedom in the lme output with nlme package (and...

09 February 2021 6,767 3 View

How to properly reach normality in residuals with lmer?

Hello, I have a large non-balanced panel dataset regarding a company dealing with private lessons for students. My goal is to fit a lmer model which predicts the number of monthly hours taken by a...

08 February 2021 2,539 7 View

How could I get the P-value from the mean, SEM, and n of different groups in the t-test?

How could I get the P-value from the mean, SEM, and n of different groups in the t-test without the original data? For detail, I would like to know the P-value between BMP-2: 50ng/ml group and the...

06 February 2021 6,539 4 View

How to compare expected and counted values statistically with different p values for each genotype?

Hey there, I am currently working on the statistics of counted and expected genotypes in mice litter of a mutant mouse model. I have two different mutated genes, both alone and in combination, one...

03 February 2021 6,408 2 View

T-test and Mann-Whitney U test on groups with different sample sizes and variances?

Hello I have 2 groups with different sample sizes of (experts: 5 to 8) and (Users: 28 to 35) answering 21 questions on a 7 points Likert scale about the importance of some dimensions for...

31 January 2021 3,885 7 View