Vidusha Weesinghe

3 Questions 4 Answers 0 Followers

Questions related from Vidusha Weesinghe

Can I transform two log variables into one using multiplication in VECM time series model?

Hello, I performed Vector error correction model using Tourist Arrivals as a dependent Variable and Real GDP, Public Road Transport operated distance and Public Railway Transport operated distance...

26 January 2024 7,315 11 View

Do all variables in VEC Model require to pass normality test?

Hello , I am analyzing time series data with VEC Model. But after generating the final model it is not satisfying the overall residual normality test. Only dependent variable residuals are...

07 June 2023 8,179 1 View

Is it possible to Use VECM with second order difference stationary variables?

Hi All, I am working with time series data which has a dependent variable I(2) { Stationary at second order difference} and other independent variables are stationary at I(1). Also, there exists...

10 May 2023 2,095 4 View