Search found 4 matches
- Wed Dec 17, 2008 5:18 pm
- Forum: Programming
- Topic: seasonal adjustment - lunar new year
- Replies: 5
- Views: 7877
Re: seasonal adjustment - lunar new year
thx much. i'll give it a try.
- Mon Dec 15, 2008 8:24 am
- Forum: Programming
- Topic: seasonal adjustment - lunar new year
- Replies: 5
- Views: 7877
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.
- Mon Dec 15, 2008 8:22 am
- Forum: Programming
- Topic: Markov switching model
- Replies: 2
- Views: 7022
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...
- Tue Sep 30, 2008 2:04 pm
- Forum: Estimation
- Topic: Markov switching model
- Replies: 30
- Views: 56358
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...