Search found 7 matches

by caro_martinez
Wed Jul 25, 2018 2:35 pm
Forum: Add-in Support
Topic: Dynamic Model Averaging
Replies: 19
Views: 9401

Re: Dynamic Model Averaging

hi dakila, can you please give me an email address to send you the data? thanks
by caro_martinez
Tue Jul 24, 2018 8:51 am
Forum: Add-in Support
Topic: Dynamic Model Averaging
Replies: 19
Views: 9401

Re: Dynamic Model Averaging

My left hand side variable name is FTSE_REL, the resulted output gives a Y_T_ series that is exactly twice the value of FTSE_REL, even though no transformation is instructed in the code. Moreover, Y_T_BEST and Y_T_DMA are the same as Y_T_ (twice FTSE_REL) for the whole sample period until the end of...
by caro_martinez
Tue Jul 24, 2018 7:53 am
Forum: Add-in Support
Topic: Dynamic Model Averaging
Replies: 19
Views: 9401

Re: Dynamic Model Averaging

Hi Dakila, I have seen that the resulted Y_T, Y_OUT_BEST and Y_OUT_DMA are exactly TWO TIMES the value of the original variable. When I do Out of Sample forecasts should I assume that Y_T_BEST01 and Y_T_DMA01 are also two times the value of the correct forecast? Additionally, is there a way of getti...
by caro_martinez
Tue Jul 03, 2018 2:39 am
Forum: Add-in Support
Topic: Dynamic Model Averaging
Replies: 19
Views: 9401

Re: Dynamic Model Averaging

hi dakila, why my resulted transformed variable is different from the dependent variable even if the transformation code used is 1 (level) and a forecasts horizon of 6 (months)? I would like to transform back the best forecasts series but I can't understand how y_t was transformed initially and why....
by caro_martinez
Thu May 24, 2018 6:16 am
Forum: Add-in Support
Topic: Dynamic Model Averaging
Replies: 19
Views: 9401

Re: Dynamic Model Averaging

Hi dakila,
Can you explain what is the difference of the 3 outputs we get from your addin?
My dependant variable is y and after running the DMA program I get y_t_, y_t_best01, y_t_dma01

Thanks
by caro_martinez
Wed Apr 11, 2018 2:04 am
Forum: Add-in Support
Topic: Dynamic Model Averaging
Replies: 19
Views: 9401

Re: Dynamic Model Averaging

Hi dakila, I am sorry my ignorance, but that file should be located in my C: folder after I installed the add-in?
I can't find that file name in my machine.

Or is it located in this website?

Thanks,
Carolina
by caro_martinez
Tue Apr 10, 2018 11:14 pm
Forum: Add-in Support
Topic: Dynamic Model Averaging
Replies: 19
Views: 9401

Re: Dynamic Model Averaging

Hello, I have Eviews 9.5. I downloaded the dma add-ins and installed it but can’t find any supporting materials with the instructions of how to use it. particularly, what is the vector transformation code? many thanks

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