Search found 5 matches

by lilian.ferro
Tue Mar 22, 2016 2:03 pm
Forum: Programming
Topic: Rank equations based on SSR
Replies: 0
Views: 1975

Rank equations based on SSR

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?
by lilian.ferro
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?
by lilian.ferro
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_!...
by lilian.ferro
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
by lilian.ferro
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!

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