Carl Kusche

3 Questions 6 Answers 0 Followers

Questions related from Carl Kusche

I have a very high R^2 (0.96) for my ARDL time series model, what could the reason be?

All my variables are stationary, so cointigration can't be the problem. I have included one lag of the dependent variable and 5 explanatory variables. When I remove the explanatory variables, the...

06 October 2020 8,515 3 View

Using the BIC as criteria for optimal lag length in my ARDL model doesnt seem to give me reasonable results?

I am currently analysing the relationship between monetary base and Unemployment and have constructed an ARDL model. When I use the BIC to determine the optimal lag length of my independent...

05 October 2020 5,124 10 View

I am not able to correctly transform my annual Data into a time-series using R and the ts() function?

I am currently trying to transform this data into annual time series data ranging from 2000 to 2019. The following is the code I use. WealthShare

01 October 2020 3,037 4 View