Hi,
I have 9 equations and I would like to rank them based on SSR of out of sample estimation. My ideia is to run this program everytime a new information is available in order to know wich equation is working better currently to predict in the short term.
Can you help me with that?
Search found 5 matches
- Tue Mar 22, 2016 2:03 pm
- Forum: Programming
- Topic: Rank equations based on SSR
- Replies: 0
- Views: 1975
- Thu Mar 03, 2016 2:55 pm
- Forum: Programming
- Topic: Replicate value of odds observations
- Replies: 6
- Views: 4964
Re: Replicate value of odds observations
I know, but as my variable is the result of a forecast from a equation that begins in the 97th obs, your code is only working for observations before the 97th.
Can you help me with that?
Can you help me with that?
- Thu Mar 03, 2016 2:26 pm
- Forum: Programming
- Topic: Replicate value of odds observations
- Replies: 6
- Views: 4964
Re: Replicate value of odds observations
Thank you, but the code works only with observations before the 97th obs. Here's my code. Hope you can help me. for !i = 1 to 135 series fx_!i=(x_!i(-24)+x_!i(-48)+x_!i(-72)+x_!i(-96))/4 smpl 97 @last equation eq.ls x_!i xm_!i eq.fit fx_!i 'equation eq.ls x_!i xf_!i 'eq.fit fx_!i 'equation eq.ls x_!...
- Wed Mar 02, 2016 2:38 pm
- Forum: Programming
- Topic: Replicate value of odds observations
- Replies: 6
- Views: 4964
Replicate value of odds observations
Hello,
I have a workfile where my id is a number (not a date).
I would like to replicate the value of the odds observations on the evens observations.
Can you help me?
Thanks,
Lilian
I have a workfile where my id is a number (not a date).
I would like to replicate the value of the odds observations on the evens observations.
Can you help me?
Thanks,
Lilian
- Mon Nov 03, 2014 9:28 am
- Forum: Program Repository
- Topic: Manual backwards stepwise routine
- Replies: 2
- Views: 26935
Re: Manual backwards stepwise routine
Is it possible to include ARMA terms in this routine? I've tried to adapt your code, but it is not working.
Here is what I've tried to do:
group xs
xs.add ar(1) ma(1)
Tank you very much!
Here is what I've tried to do:
group xs
xs.add ar(1) ma(1)
Tank you very much!