Search found 5 matches
- Wed Nov 29, 2017 1:09 am
- Forum: Data Manipulation
- Topic: test for seasonality
- Replies: 4
- Views: 22017
Re: test for seasonality
After browsing in how to detect seasonality in data i found out that if your AC in correlogram shows up and down movement repeatedly it shows seasonality . Example is this. Can someone verify this
- Tue Nov 28, 2017 10:36 pm
- Forum: Data Manipulation
- Topic: HP filter - storing the cycle component
- Replies: 4
- Views: 16575
Re: HP filter - storing the cycle component
Can i use hodrick prescott to show if the series has a trend or none ?
- Wed Nov 08, 2017 3:28 am
- Forum: Data Manipulation
- Topic: seasonality test
- Replies: 9
- Views: 20098
Re: seasonality test
why everytime i use this y @seas(1) @seas(2) @seas(3) @seas(4) @seas(5) @seas(6) @seas(7) @seas(8) @seas(9) @seas(10) @seas(11) @seas(12) i get syntax error ?
- Wed Nov 08, 2017 1:19 am
- Forum: Data Manipulation
- Topic: test for seasonality
- Replies: 4
- Views: 22017
Re: test for seasonality
what if I dont have ind and dep. variable . only my data . can i use the code :
y = own_use @seas(1) @seas(2) @seas(3) @seas(4) @seas(5) @seas(6) @seas(7) @seas(8) @seas(9) @seas(10) @seas(11) @seas(12) where own use is my data and y is the name of my file ?? ty
y = own_use @seas(1) @seas(2) @seas(3) @seas(4) @seas(5) @seas(6) @seas(7) @seas(8) @seas(9) @seas(10) @seas(11) @seas(12) where own use is my data and y is the name of my file ?? ty
- Tue Nov 07, 2017 4:21 am
- Forum: Program Repository
- Topic: Automatic ARMA selection
- Replies: 47
- Views: 149260
Re: Automatic ARMA selection
Hello I'm using eviews 9. And I am currently using Automatic Arima to find the best model for our data series but we had a hard time understanding the rules in AR and MA that's why we dont know if 4 is fixed in both MA and AR or we need to change that and how ? Thank you for your kindly consideratio...