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.
- 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
- EViews: Full estimation, diagnostic testing, and forecasting pipeline
Time_Series_Report.docx— Complete formal report covering all methodologiesDataset— Macroeconomic time-series dataEViews_Outputs— Screenshots of unit root tests, VAR estimates, and ARIMA diagnostics