Advanced Time-Series Econometrics: Pakistan Macro Data

Overview

A comprehensive time-series analysis utilizing Pakistani macroeconomic data. This project implements advanced econometric techniques to test for stationarity, model dynamic interdependencies, and forecast time-series data.

Methodology

• Stationarity Testing: Augmented Dickey-Fuller (ADF) and KPSS unit root tests
• Dynamic Modeling: Vector Autoregression (VAR) for endogenous variable systems
• Forecasting: ARIMA modeling
• Cointegration: Long-run equilibrium analysis

Software

• EViews: Full estimation, diagnostic testing, and forecasting pipeline

Repository Files

• Time_Series_Report.docx — Complete formal report covering all methodologies
• Dataset — Macroeconomic time-series data
• EViews_Outputs — Screenshots of unit root tests, VAR estimates, and ARIMA diagnostics