ashraf Ali

Is that possible to open a forum on CFA here?

well there are no forum available over net about econometrics. but anyways i am looking forward for it in testmagic :)

Plz open an econometrics discussion forum, where people can talk about different tools and technique about econometrics.

i want 6 variable cointegration test critical vaule but after runing the program and getting the output file in the same directory i don't know how to open it! can anyone help me?

James MacKinnon's Home Page for cointegration test critical value first i press 1 then press 3 then press 6 but when i put the value of test statistics the program atomatically close without calculating the critical value.. i can't understant!! can anyone help me to calculate cointegration test of 6 variable with test statistics -8.230081? this is the link for software for mackinnon critial value calculation James MacKinnon's Home Page

Does anyone know where i will get MacKinnon, James G., (1991) Critical Values for Cointegration Tests?

thanks all members of testmagic are very helpful. i love test magic:tup:

what is the importance of impulse response and decompostion analysis in VAR model?

i guess first i have to increase the workfile range till 2013q4 then i have to type in forcast sample field 2008q1 2013q4 then hit solve then it will forcast 2008q1 to 2013q4 plz correct me if i am wrong

In forcasting from Model(VAR,eviews) if my sample is from 1972Q1 to 2007q4 and i want to forcast 2008Q1 to 2013q4 then what should i write into solution sample box? should i write "2008q1 2013q4" but it says "error in sample: attempt to set sample outside of workfile range"

nope brother! i didn't born with that much luck!! lol i m simple doing my MBA in my own country! in last semestar i m doing my research on that particular topics. if u can help me any how it would be really nice to me. thanks bye

Well i am conducting research on deposit behavier. Time deposit = f(bank branch, money supply, interest rate, income, net income from abroad). I have found that all variables are non stationary and the equation is COINTEGRATED. so i go 4 VEC model in eviews. now what things i have to do next to reach forcasting. So if you show the next path then it would be great help for me. Thanks

does anyone know any good econometrics forum address where people can discuss about econometrics's problem

Don't know where to post! thats why post here! i am not any PHD holder I m Doing my MBA. where in last semestar i am conducting a research on deposit treand. where my deposit function is time deposit = f(bank branch,money supply,income,net income from abroad,interest rate) i found all variable are nonstationary. but in johansen test i can't understand how to take decesion whether it is cointregrated or not.moreover i don't understand the the explanation of johansen test in greene book, as my matix knowledge is poor. i m using eviews software. can you help me in this matter any how? i am looking forward for your reply thanks bye

Does anyone know any econometrics forum address where people can discuss econometrics problem.