Search found 5 matches

by geoanstats
Thu Jun 20, 2019 4:21 pm
Forum: Programming
Topic: Reselecting Coefficients After ARDL
Replies: 3
Views: 114

Re: Reselecting Coefficients After ARDL

Thank you, but on a related note, is there a way I could collect all p-values in a vector with a loop?
by geoanstats
Thu Jun 20, 2019 8:28 am
Forum: Programming
Topic: Reselecting Coefficients After ARDL
Replies: 3
Views: 114

Reselecting Coefficients After ARDL

When I run an ARDL model, several coefficients with high probability of insignificance are still included. Is there any way to re-run the ARDL and then select coefficients based on p-value of <.1000?
by geoanstats
Fri Jun 07, 2019 8:04 am
Forum: General Information and Tips and Tricks
Topic: Commands like @coefs
Replies: 1
Views: 117

Commands like @coefs

I know to reference coefficients in an equation, you can use @coefs, but what if I want to reference R^2? Is there a similar command for that?
by geoanstats
Fri Mar 29, 2019 12:15 pm
Forum: Programming
Topic: User-Defined Regressor Error
Replies: 0
Views: 476

User-Defined Regressor Error

I am trying to do a .x13 seasonal adjustment with a user-defined regressor. I have a dummy variable for the different months of easter, and I am determining that to be "holiday" type. I am getting these error messages: WARNING: Forecast extension cannot be done for multiplicative or log- a...
by geoanstats
Wed Oct 03, 2018 9:04 am
Forum: Programming
Topic: Date of last observation
Replies: 4
Views: 2092

Re: Date of last observation

How could I create a "start" date using a similar method by referencing the date 24 months prior to the last observation - for creating a sample instead of pagestruct?

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