Neelam Raghav

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Questions related from Neelam Raghav

IN toda yamamotto Model implementation, if the AR root of VAR is coming Unstable then can we move forward with wald test for causality?

IN toda yamamotto Model implementation, if the AR root of VAR is coming out side the unit circle then is there any way to make the VAR stable or can I move forward with the wald exogeneity test...

18 September 2019 8,361 0 View

How to remove heteroskedastic in a variable? , I took the log of the data but that does not work.?

I am working on time series data . I have to run VAR model. one variable is creating heteroskedasticity in the model. i have taken log of the variable but it is not removed yet . is their any...

02 August 2019 1,856 11 View