Good question. ARIMA is typically used in the lit. to examine the effects of law on crash fatalities... for individual states.
I would appreciate any help
Search found 7 matches
- Tue Jul 30, 2019 1:37 pm
- Forum: Econometric Discussions
- Topic: ARIMA modeling
- Replies: 2
- Views: 4299
- Mon Jul 29, 2019 5:03 pm
- Forum: Econometric Discussions
- Topic: ARIMA modeling
- Replies: 2
- Views: 4299
ARIMA modeling
Hello, I used fixed effect, pooled time-series modeling to examine the impact of law dummy on crash fatalities rates across 50 states (1985-2016). I was suggested to use ARIMA modeling instead. Would ARIMA had to be estimated for each state separately (that is, one separate model for each state)? I ...
- Fri Oct 27, 2017 7:26 pm
- Forum: General Information and Tips and Tricks
- Topic: Serial Correlation Lagged Dependent Variable
- Replies: 0
- Views: 3852
Serial Correlation Lagged Dependent Variable
Hello, I have time-series data. My DV is nonstationary. To make it stationary, I created a first difference of my DV. It seems, however, that this differencing introduced serial correlation into the model (perhaps due to overdifferencing, as I read) because bgodfrey test indicated that there is a si...
- Fri Dec 30, 2016 11:36 am
- Forum: Estimation
- Topic: conditional effects
- Replies: 1
- Views: 2336
conditional effects
Dear Gareth, I wrote recently a "very long" post about Threshold Regression AR. You responded that "EViews does not support threshold models for panels". I have another quick question. I included interactions between GDP and Divorce Rate in the model that I described in my previo...
- Sun Dec 25, 2016 5:52 pm
- Forum: Estimation
- Topic: Threshold Regression AR
- Replies: 3
- Views: 4626
Re: Threshold Regression AR
Dear Gareth, I have another quick question. I included interactions between GDP and Divorce Rate in the model that I described in my previous post d(suicide_rate_st?) ar(1) (d(log(gdpcap_bank?))) (d(divorce?))) (d(log(gdpcap_bank?)))*(d(divorce?))) Is there any option in Eviews to plot the condition...
- Sat Dec 24, 2016 6:28 pm
- Forum: Estimation
- Topic: Threshold Regression AR
- Replies: 3
- Views: 4626
Re: Threshold Regression AR
Gareth,
Thank you for your quick reply.
Sylwia
Thank you for your quick reply.
Sylwia
- Sat Dec 24, 2016 3:37 pm
- Forum: Estimation
- Topic: Threshold Regression AR
- Replies: 3
- Views: 4626
Threshold Regression AR
Hello, I am trying to estimate threshold regression. I am a new Eviews user. I am also not very familiar with statistics. Thus, I would truly appreciate your help. For my study, I use a pooled, cross-sectional time series data set comprised of the seventeenth Western European nations. The data inclu...