I have some questions to u I have 3 variables. In which 2 variables are found stationary at 1st difference but one is not found to be stationary at all. Then i have used hp to dtrend the series. Now what can i do to make it stationary
@anuradhaagarwal9318
9 ай бұрын
Good afternoon mam
@shwetayadav2913
2 жыл бұрын
Thankyou Ma'am please make more videos of this software.
@indubansal9338
2 жыл бұрын
Amazing video Ma'am!! It would be great if you can upload a video on measuring volatility spillover
@shubhamgarg9540
2 жыл бұрын
Mam please help in how to apply garch 1,1 model with some control or exogenous variables
@ndouniamaonionguivanbrenta8618
3 жыл бұрын
Thanks Dr! What's the name of the transformation return=dlog(série)? Thanks for your answer.
@emmyhabey
3 жыл бұрын
Thanks for your explanation, but I wish you had shown the graphs to show the difference, especially for beginners
@daiane_2310
3 жыл бұрын
God bless your life!
@professor_pavlos
3 жыл бұрын
Very helpful and detailed explanation. See also professor Professor Pavlos - Econometrics / Eviews.
For a beginner like me it was very beneficial thank you mam
@randomYtuberr
4 жыл бұрын
@9.42 How did we conclude that ARCH effect exists? What numbers did we look at ?
@randomYtuberr
4 жыл бұрын
@6.49 how did we conclude that its an ar(1) process?
@randomYtuberr
4 жыл бұрын
M`am , at around time 6.44 minutes all my p-values are below 0.05 level. how do i interpret this correlogram? I need urgent help/ guidance. can u please contact me 9886977133. Thank u for the video
@dr.preetisingh4337
4 жыл бұрын
excellent
@urmiljeswani8772
4 жыл бұрын
Good afternoon mam..plz explain how can we convert our quaterly data to monthly data
@mustanggemini2156
4 жыл бұрын
Hi Ms Sunita, may I know how to model AR(p) EGARCH (1 1) on eview. Thank you very much
@dr.sunitaarora4242
4 жыл бұрын
Introduce required AR terms in mean equation and apply EGARCH model
@NasirKhan-gp1bx
4 жыл бұрын
Thank u mam
@nehacommerceclasses1128
4 жыл бұрын
Ma'am please upload more videos.
@haowu4675
4 жыл бұрын
Thx for video full of details, even though cannot quite understand your Eng,🤣🤣🤣 anyway, thx once again
@saasund6425
4 жыл бұрын
Can we use panel data for garch like 6 countries against 8 independent variables?
@ahmadnasir2352
4 жыл бұрын
When I practice the same, Eviews giving me error "ARCH estimation requires a continuous sample" what is the problem here?
@@dr.sunitaarora4242 Ahmad Nasir : im getting the same error . could you please helpl ? how did u solve this error? please call up on 9886977133. need urgent help
@randomYtuberr
4 жыл бұрын
im getting the same error . could you please helpl ? how did u solve this error? please call up on 9886977133. need urgent help
@alexandernevrov259
4 жыл бұрын
@@randomYtuberr It ususally does so when there is a #n/a point in the data. So before you upload the data make sure there are no gaps in timeseries, if so just modify it or remove that cell. then it will work!
@ahmadnasir2352
4 жыл бұрын
What is AR(1) in the main model estimated?
@dr.sunitaarora4242
4 жыл бұрын
ar term means previous lag of dependent variable.
@ahmadnasir2352
4 жыл бұрын
Sunita Arora thank you for replying. how to model if we want to check volatility spillover from bond market to stock market or from 1 market to 2/3 markets
@dr.sunitaarora4242
4 жыл бұрын
We have different models for it like BEKk etc.
@agha3779
5 жыл бұрын
Please upload more lectures
@parveenakhtar4421
5 жыл бұрын
ma'am please upload NARDL model using GARCH estimation
@prasin2006
5 жыл бұрын
Thank you ma'am
@prasin2006
5 жыл бұрын
Nice explanation madam. Please prepare more videos of econometrics mam
@dr.sunitaarora4242
5 жыл бұрын
Will try
@prasin2006
5 жыл бұрын
@@dr.sunitaarora4242 thank you ma'am. Your video are really helpful
@ahaanjohri7926
5 жыл бұрын
Thanku Maam
@muneshkumar6050
5 жыл бұрын
excellent explanation ma'am thank you very much
@anuradha12able
5 жыл бұрын
Thank you so much maam for explaining it so simplified form, God bless you maam..
@AzharAli-se5ve
5 жыл бұрын
mam i found nice video and please mam tell us how we forecast garch model in eviews
@preethiraju6443
5 жыл бұрын
Mam can you please tell me how to import the stock data in eviews (BSE & NSE stock data). Mam any videos in English or with a subtitle for the same concept.
@dr.sunitaarora4242
5 жыл бұрын
Please watch my first video
@gauravanand2402
5 жыл бұрын
Hi, It's a great video to learn, It would be great if you could please upload videos on TGARCH and EGARCH
@vikram5857
5 жыл бұрын
Mam Is there any videos which can tell about basic of E-views
@asifullahkhan1152
6 жыл бұрын
Thanks a lot maam , its a more informative and easily understandable video for GARCH model understanable
@saurabhsahu7860
6 жыл бұрын
Mam you are great, so why you not make more videos, so that we learn more from your videos. Please mam make more videos on econometrics.
@KarlVonBismark
6 жыл бұрын
The worst pronunciation
@dr.sunitaarora4242
6 жыл бұрын
Karl Abert Bismark it's OK
@dr.sunitaarora4242
6 жыл бұрын
Main purpose of the video is to make the viewer understand the terms
@ClysmiCal
6 жыл бұрын
Obviously, it is not about pronunciation when it comes to research. All that matters is communication, and Sunita communicated effectively. Even for her grammar, when it comes to publishing, she can get away with it by spilling few bucks in front of some spoiled white brat and get her editing job done. Anyway, Well done Sunita, and thanks for making this video.
@randomYtuberr
4 жыл бұрын
@Karl Abert Bismark : Learn to be grateful for the useful content.
@nooraqiera1169
6 жыл бұрын
English translation please :'(((
@numananwar2647
6 жыл бұрын
how to treat dummy variables and control variables in ARCH/GARCH test?
Madam, Thank you very much for sharing a video on GARCH modeling. it has helped me allot. I request you to post videos on the other ARCH family models. Thanking you once again.
@ramandeepsingh9059
7 жыл бұрын
I am very thankful to Ms. sunita arora for sharing such a informative videos on Eview
@kiki-nt6vd
7 жыл бұрын
Anyway you can make this available in English. Thank you for considering.
Thank you so much but can you please describe the procedure of doing forecasting by using ARIMA-GARCH model in Eviews?? pleaase
@zainulabideenalvi9063
7 жыл бұрын
Can you please describe the procedure of doing forecasting by using ARCH and GARCH models in Eviews
@hamiyatyab2503
7 жыл бұрын
mam can u explain when term of MA(1) or so on are added..
@dr.sunitaarora4242
7 жыл бұрын
Will upload video on Autocorrelation on 15 March.
@devendrakumarshukla3566
7 жыл бұрын
All your videos are very informative. Please keep posting such videos as there are not many good videos on Eviews with such detailed explanation.
@dr.sunitaarora4242
7 жыл бұрын
Thanks
@devendrakumarshukla3566
7 жыл бұрын
Eagerly waiting for the latest video on autocorrelation.
@hiking9430
7 жыл бұрын
God. I searched for two months on youtube, and practically a million places for something that can make me understand this GARCH process. I cannot thank you enough for this..THANKS A MILLION, A BILLION, A TRILLION!!!!
@dr.sunitaarora4242
7 жыл бұрын
Soon there will be another video on this, its extension.
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