Search found 4 matches

by jpl
Wed Dec 17, 2008 5:18 pm
Forum: Programming
Topic: seasonal adjustment - lunar new year
Replies: 5
Views: 3813

Re: seasonal adjustment - lunar new year

thx much. i'll give it a try.
by jpl
Mon Dec 15, 2008 8:24 am
Forum: Programming
Topic: seasonal adjustment - lunar new year
Replies: 5
Views: 3813

seasonal adjustment - lunar new year

Anyone know how to seasonally adjust data that have a lunar new year effect? (e.g. China or Taiwan industrial production data). I know the census x12 program has this option, but I do not see it available in the eviews command. Thanks.
by jpl
Mon Dec 15, 2008 8:22 am
Forum: Programming
Topic: Markov switching model
Replies: 2
Views: 4530

Markov switching model

The reference guide mentions that the Kalman Filter function can be used to estimate markov switching models, MSM (pg 383 in User Guide II, Eviews 6). However, I do not know how to set up the state variables as discrete probabilities as would be needed to define the state-space model for a MSM. Does...
by jpl
Tue Sep 30, 2008 2:04 pm
Forum: Estimation
Topic: Markov switching model
Replies: 30
Views: 35367

Markov switching model

The reference guide mentions that the Kalman Filter function can be used to estimate markov switching models, MSM (pg 383 in User Guide II, Eviews 6). However, I do not know how to set up the state variables as discrete probabilities as would be needed to define the state-space model for a MSM. Does...

Go to advanced search