Johansen cointegration test , VECM Test or VAR Test on STATA (Urdu/ Hindi)

Welcome to this comprehensive STATA tutorial in Urdu/Hindi where you will learn how to perform Johansen Cointegration Test, Vector Autoregression (VAR), and Vector Error Correction Model (VECM) using real-world time series data. This video is especially designed for BS, MSc, MPhil, PhD students, researchers, and thesis writers working on econometric and time series research. 🔹 Topics Covered in This Video: ✅ Introduction to Time Series Analysis ✅ Stationarity and Unit Root Testing ✅ ADF (Augmented Dickey-Fuller) Test in STATA ✅ Selecting Optimal Lag Length Criteria ✅ Johansen Cointegration Test ✅ Trace Statistic Interpretation ✅ Maximum Eigenvalue Statistic Interpretation ✅ Determining Long-Run Relationships ✅ Introduction to VAR Model ✅ Estimating VAR in STATA ✅ Impulse Response Functions (IRF) ✅ Forecast Error Variance Decomposition (FEVD) ✅ Introduction to VECM ✅ Estimating VECM in STATA ✅ Error Correction Term (ECT) Interpretation ✅ Short-Run and Long-Run Dynamics ✅ Diagnostic Tests and Stability Tests ✅ Reporting Results in Thesis and Research Papers