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Hi,

In eviews, log(1.014099) = 0.01400053, but it actually equals 0.006080354, any idea why this is the case?

Hi

After making seasonal adjustment to a series with ARIMA (no seasonal dummies or constant), the resulting series still has a seasonal patten as detected by regressing the adjusted series on seasonal dummies. why is this?

if !xx5<40, I don't want to include variable x5 in the forecasting equation. What I want is to include varaibles that has more than 40 observations to do the forecast, so if !xx5<40 I will just use x1,x2,x3,x4. I tried the program on another computer with eviews 7, and it is still very slow, seems t...

Hi, Gareth Could you run the program and workfile in the this attachment? I found that eviews 6 seems to be stuck determining "%x4string" (saw this in the bottom left status bar where %x4string flashes a lot), and this problem is specific to certain time series, if I change %x4 from gold_i...

I have attached the workfile.

Hi, I use the following program to recursively forecast cpi-ind2_d with 0-4 lags of cpi_ind_d and 0-1 lags of x7,x8,x10,x11,using BIC to select lag length. Because x7,x8,x10,x11 starts at different quarters, I want to only used them if they have 79 observations. It seems to take forever to just do o...

Is there a way to extract the program code of granger causality test so I add newey west correction .ls(n) ? what about codes of other tests in eviews6

Hi, When I try to seasonally adjust a series after I choose "x12a" with select from file under arima spec, an error shows up saying "arima spec and automodel option can't be used together in x12", but didn't I ask eviews to auto select a model from a set of specified models in &q...

Hi, I used sample 1973q1 1990q4 to generate out of sample forecast for 1991q1, but the forecast series seems to contain fitted value(don't know if they are indeed fitted values) for the entire sample range within the workfile, not just one period, what is wrong with my code? ' set sample to estimati...

After finding the model with the right lags for inflation and indicator x, I want to use recursive estimation to find all the forecast errors from one-step ahead static regression. Here is the code I modified from the rolling window thread based on a test model(.ls inf c inl(-1) ): ' get size of wor...

Hi, I modified this code to regress inflation on lags of inflation (0-4 lags) and lags of indicator x (inl: long term interest rate) (1-4 lags) . Using AIC to automatically select lags, I got two tables, one is _Crits lags of inflation / lags of x 1.000000 2.000000 3.000000 4.000000 0.000000 3.16241...

Thanks for the quick reply. I see what you mean. What should I do if I want the estimation sample to end at the 4th quarter of each year, so it is not adding one observation at a time but four(quarters)? And also my forecast horizon is 8 quarters head, how do I specify n-step ahead forecast without ...

Possibly it is. But how can I perform a dynamic forecast without using state space equations (since I am not familiar with it)? If I apply the forecast command there is no option to chose a value for n. Hence, I just perform a one-step ahead forecast before including the next observation, reestimat...

Hi, I'm a newbie to eviews, here is my problem. I want to a recursive modeling approach to decide which asset prices are good for predicting inflation rate. Suppose the time series running from 1980 to 2009 (quarterly data), asset prices are house price(a), stock index(b), interest rate(c), I use a ...