In a bivariate cointegration, whether same number of lags is required to test Granger cusality??

14 December 2018 1 7K Report

Unless causality proves relationship, cointegration results are meaningless. Whether same number of lags are required in cointegration anf GC?

Yadawananda Neog

Muhammad Hanif With the use of variables, develop a VAR model and check for suitable lag structure. If you have two variables, you will have two equations. The lags will be same for both equations.

Badges
Science topic

More Muhammad Hanif's questions See All

Is this a facetotecta nauplius?

This larva was captured using a plankton net in the Persian Gulf during the summer. I believe it may be a Facetotecta nauplius.

08 August 2024 3,746 4 View

How combine yolo with Faster R-CNN?

I want a model that is balanced with accuracy or speed, faster rcnn has high accuracy while yolo have fast speed. i am thinking to combine them to get a hybrid model to achieve both speed and accuracy

02 August 2024 3,104 0 View

What should be the sample container for the hydrothermal reaction in a microwave reactor at 180 °C for 10 min at the heating rate of 5 °C per minute?

Suggest one of them 1. Teflon-lined stainless steel autoclave: 2. Alumina (Al2O3) ceramic container

30 July 2024 7,326 1 View

Following click reaction in cell lysates, protein is immobile and remains at the top of the gel in SDS-PAGE?

I am using CuBr/THPTA for a click reaction in total cell lysates. I am facing issues with my protein sample in non-reducing SDS-PAGE where it's not migrating properly and most of it remains at the...

29 July 2024 950 4 View

Which filtration method to go for run off water from dirty solar panels to be used again?

We are working on a robot that cleans solar panels using fresh water supply and a rotating brush. We are trying to conserve as much water at possible by recycling the dirty water that is collected...

28 July 2024 5,778 2 View

Addition of EDTA during the synthesis of copper nanoparticles to prevent it from being oxidized?

I've attempted to use this method to synthesize copper nanoparticles. Copper nanoparticles can be synthesised using a variety of precursor materials. CuSO4, distilled water, NaOH, and EDTA are...

28 July 2024 8,027 3 View

Can I please ask why my samples from anaerobic bioreactor giving me different size PCR product even after multiple runs?

Hi everyone, I have extracted DNA from a biogas bioreactor using Qiagen kit and prep cDNA library then used this library as template to optimize primers for qPCR (taken from papers). Some of the...

23 July 2024 1,329 5 View

Swerling Characteristic functions?

Hello!!! I want to implement the Swerling characteristics functions (CF) directly in MATLAB without using its Fourier integral pairs...the Swerling CFs are actually Laplace Transform of the signal...

23 July 2024 4,925 1 View

Radar Detection Probabilities?

Currently I need to calculate detection probabilities (PD) from RCS data. Beta distribution parameters for this RCS data are calculated and will be used in Swerling0 Equation. The idea is based on...

22 July 2024 2,851 0 View

Why methanol and sulphuric acid used in the analysis of polyhydroxyalkanoates (PHA) by GC-MS?

Why methanol and sulphuric acid, used in the analysis of polyhydroxyalkanoates (PHA) methyl esters by GC-MS? Additionally, why do we typically use non-polar solvents in GC-MS?

22 July 2024 1,210 2 View

Johansen test question on the number of cointegration relationships?

Hello everyone

01 August 2024 6,431 4 View

Quantile cointegration estimate?

Dear all, does anyone has the estimation code for Xiao (2009) quantile cointegration test.

28 July 2024 6,133 3 View

How can I replace missing data in time series (using EViews)?

My thesis includes variables of inflation rate (monthly), interest rate (weekly), exchange rate (daily), and crude oil production (monthly), as well as imports and exports (annually). The period...

27 July 2024 7,384 5 View

How apply Kao Residual Cointegration Test in eviews?

Kao's panel cointegration tests , is there anyone willing to explain me the eviews-9 output for the Kao's panel cointegration tests?

23 July 2024 5,051 4 View

How to perform wavelet transformed Granger causality tests in Matlab?

23 July 2024 6,018 4 View

VECM Model: Positive/insignificant CointEq1 ?

Hello everyone, I am conducting

22 July 2024 8,085 11 View

How to interpret a Low R squared and negativ adj. R on my fixed effects panel analysis?

Hi guys, in the context of my master thesis i analyze the statistical relationship between income and subjective well-being (Panel: SOEP, n: 300.000 observations over 10 years). After creating a...

13 July 2024 7,539 6 View

How can I do counted panel analysis in eviews?

Dear academician friends, I have a question about econometrics. I evaluated the relationship between the number of researchers in the health field and patents with a balanced panel analysis over...

03 July 2024 3,465 5 View

Which cointegration approach should I use when the variables are integrated in different orders?

I am working on a 21 sample size data time series, and after applying ADF test one of my variables are integrated of order 2 I(2), two variables are integrated of order 1 I(1) and two are...

08 June 2024 5,787 12 View

What are the conditions for using the ARDL model?

I have used the ARDL model to model data over ten years. The results of the bounds test indicate that there is a cointegration relationship at the 5% and 10% levels. However, the ARDL and ECM...

07 June 2024 8,818 4 View