Hi
I have got this test result after testing for cointegration between inflation and import prices. My question is how come EViews says there are two cointegrations in these two variables? Does this mean there is no cointegration between the two? Thanks
Search found 9 matches
- Mon Aug 29, 2022 10:31 pm
- Forum: Econometric Discussions
- Topic: Cointegration test
- Replies: 1
- Views: 3965
- Thu Aug 27, 2020 6:06 am
- Forum: Estimation
- Topic: Leverage of observation
- Replies: 2
- Views: 5969
Re: Leverage of observation
http://www.eviews.com/help/content/testing-Stability_Diagnostics.html#ww183859 http://www.eviews.com/help/content/testing-Stability_Diagnostics.html#ww183937 Thanks Gareth. I found if I use the original residuals, the residual range is too narrow. However, if I use the rstudent adjusted residuals i...
- Wed Aug 26, 2020 6:50 am
- Forum: Estimation
- Topic: Leverage of observation
- Replies: 2
- Views: 5969
Leverage of observation
Hi
Can anyone tell me if EViews provides the leverage of observation? I want to adjust residuals for bootstrapping. Someone told me the adjustment is necessary because the normal residuals are too narrow.
many thanks
Linden
Can anyone tell me if EViews provides the leverage of observation? I want to adjust residuals for bootstrapping. Someone told me the adjustment is necessary because the normal residuals are too narrow.
many thanks
Linden
- Wed Aug 26, 2020 6:49 am
- Forum: Programming
- Topic: Leverage of observation
- Replies: 0
- Views: 8224
Leverage of observation
Hi
Can anyone tell me if EViews provide the leverage of observation? I want to adjust residuals for bootstrapping. Someone told me the adjustment is necessary because the normal residuals are too narrow.
many thanks
Linden
Can anyone tell me if EViews provide the leverage of observation? I want to adjust residuals for bootstrapping. Someone told me the adjustment is necessary because the normal residuals are too narrow.
many thanks
Linden
- Mon Oct 28, 2019 7:56 pm
- Forum: Econometric Discussions
- Topic: EC estimation
- Replies: 0
- Views: 7875
EC estimation
Hi Helpers Suppose I have a number of I(0) and I(1) variables, of which are cointegrated in some order. I am only interested in building a model for one I(1) variable, which means I only need to estimate a single rather than a vector of equations. My question is if I can use the ec command to do thi...
- Thu Oct 24, 2019 12:43 am
- Forum: Econometric Discussions
- Topic: Johansen cointegration test
- Replies: 0
- Views: 8318
Johansen cointegration test
Hi Helpers I was trying to test for cointegration for two variables. But I got the following results. Can someone explain how this is possible? Does this mean there is no cointegration between the two? Thank you Sample (adjusted): 9/01/1998 6/01/2019 Included observations: 84 after adjustments Trend...
- Mon May 27, 2019 6:01 am
- Forum: Estimation
- Topic: State Space modelling
- Replies: 2
- Views: 3715
State Space modelling
Hi All I have asked this before but got no reply. I want to estimate nairu with a state space model. The model is specified as sspace ssnairu ssnairu.append cpi = c(11)*cpie+c(12)*cpi(-1)+c(13)*cpi(-2)+c(14)*cpi(-3)+c(15)*ulc(-1)+c(16)*((rue-nairu)/rue)+c(17)*d(rue(-1))/rue+c(18)*(pm(-1)-pm(-2))+[va...
- Mon May 13, 2019 4:48 am
- Forum: Econometric Discussions
- Topic: Estimating NAIRU using state space model
- Replies: 0
- Views: 2762
Estimating NAIRU using state space model
Hi Can someone please help me on my estimation of nairu using state space model. The models are sspace ssnairu ssnairu.append cpi = c(11)*cpie+c(12)*cpi(-1)+c(13)*cpi(-2)+c(14)*cpi(-3)+c(15)*ulc(-1)+c(16)*((rue-nairu)/rue)+c(17)*d(rue(-1))/rue+c(18)*(pm(-1)-pm(-2))+[var=exp(c(110))] ssnairu.append u...
- Fri Apr 26, 2019 6:30 pm
- Forum: Estimation
- Topic: Help for state space modelling
- Replies: 0
- Views: 2814
Help for state space modelling
Hi Can someone help me with my NAIRU estimation. I tried to code the model as follows sspace ssnairu 'ssnairu.append cpi = c(2)*cpihp+c(3)*cpi(-1)+c(4)*cpi(-2)+c(5)*cpi(-3)+c(6)*ulc(-1)+c(7)*((rue-nairu)/rue)+c(8)*d(rue(-1))/rue+c(9)*(pm(-1)-pm(-2)) 'ssnairu.append ulc = c(10)*cpihp+c(11)*cpi(-1)+c(...