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Hello, I'm using ARDL model to estimate the effect of macroeconomic factors on default rate. All the tests are valid including the CUSUM and ECT is negative and significant. But R-squared is too...
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Hello, i applied an ARDL model to assess the impact of macroeconomic factors on default rate. How can i validate the model other than dividing the data between training and testing? (Because my...
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Hello, I test for granger causality and i got the following results: y1 granger cause y2 y2 does not granger cause y1 In this situation, can I estimate a VAR model in order to forecast y1 and...
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Hello everyone! I'm using R language to run my ARDL model and I'm using the package of "fcbarbi/ardl". The function coint( ) gives the short-run and long-run coefficients. When I calculate the...
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Hello, I'm using R language and I want to apply the ARDL bounds testing in my master thesis. My question is: When I test for stationarity using DF-GLS test can I choose k (the lag length) in...
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