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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).

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.

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...

No I have Eviews 6.

Is there any way to run it on Eviews 6?

hi,

how do i use this add-in? I can't seem to load it.

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?

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.

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.

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 ...