Question: Each student needs to collect time series data for KSA listed company to run and comments on short and long term models results using ARDL

Each student needs to collect time series data for KSA listed company to run and comments on short and long term models results using ARDL technics.

Dependent Varaible : ROE (Return on Equity )

Indepented Variables: Close price, and ( add two other variables )

Duration : more than 35 observation

Marks DistributionUnit root test table (1 Mark)

Cointegration (Bound Test ) table ( 1 Mark)

Short term model (1 Mark)

Long run model (1 Mark )

Diagnostic test (1 Mark)

The solution should be applied on EViews

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!