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