## Search found 9 matches

Mon Dec 20, 2010 9:37 pm
Forum: Econometric Discussions
Topic: Cointegration
Replies: 1
Views: 1428

### Cointegration

If y is I(1) and x is I(0), and your model is y = c + b*x, do you need to check for cointegration and have an error correction term?

I know the answer is yes if x is I(1) too, but not sure in this case since x is I(0).
Sun Dec 19, 2010 9:29 pm
Forum: Estimation
Replies: 0
Views: 1034

How do I get the seasonal factors for forecasts on X-12 seasonall adjustements?

IE, I use x-12 to seasonally adjust series. Then run a separate regression model to get a forecasted values of my seasonally adjusted series, then I want to apply factors to get my series back in original terms.
Tue Oct 26, 2010 4:23 am
Forum: Estimation
Topic: Seasonal Arima
Replies: 1
Views: 4037

### Seasonal Arima

I want to estimate an ARIMA(2,0,0)(0,0,2)[4] model with a co-efficient on my variable called fee. I put the 4 in the square brackets there to show it is quarterly data. Doing: eq x.ls fee c ar(1) ar(2) sma(4) gives me output with the ar terms but an ma term instead of sma. Can you please suggest wha...
Mon Oct 18, 2010 8:12 pm
Topic: ARIMASel (Automatic ARIMA selection)
Replies: 85
Views: 97581

### Re: ARIMASel (Automatic ARIMA selection)

No I have Eviews 6.

Is there any way to run it on Eviews 6?
Mon Oct 18, 2010 7:36 pm
Topic: ARIMASel (Automatic ARIMA selection)
Replies: 85
Views: 97581

### Re: ARIMASel (Automatic ARIMA selection)

hi,

how do i use this add-in? I can't seem to load it.
Sun Oct 17, 2010 11:15 pm
Forum: Estimation
Topic: Tramo/Seats Missing Forecast Values
Replies: 1
Views: 1620

### Tramo/Seats Missing Forecast Values

Hello,

I use Tramo/Seats with Forecast horizon 3, transformation Auto Select, ARIMA Order Search set to search all and click on forecast....but all the forecast values are missing (N/A).

Why is this?
Thu Oct 14, 2010 10:04 pm
Forum: Estimation
Topic: Estimateing a Model with AR errors
Replies: 1
Views: 1260

### Estimateing a Model with AR errors

Hi,

How do I estimate u[t] = rho[1]*u[t-1] + rho[2]*u[t-2] +rho[3]*u[t-3] +rho[4]*u[t-4] where u[t] is the residual series from a corresponding time series equation.

Is it just to put AR(1)..AR(4) in the original time series equation?

Thanks.
Thu Oct 14, 2010 10:00 pm
Forum: Estimation
Topic: Forecasting - missing values
Replies: 4
Views: 2530

### Re: Forecasting - missing values

Dynamic, I think I figured out the answer; using @seas(2) instead of @quarter(2) works.
But I'm not sure why they are different?

Thanks.
Thu Oct 14, 2010 8:08 pm
Forum: Estimation
Topic: Forecasting - missing values
Replies: 4
Views: 2530

### Forecasting - missing values

Hi, I can get n+1 forecast, but not n+2 or n+3. I decribe the problem below. I am trying to forecast with this equation using the Forecast button in the Equation window: equation reg.ls log(hourly_fees) c @trend @trend^2 @quarter(2) log(hourly_fees(-1)) My sample in the workfile is 2001Q3 to 2010Q4 ...