Search found 8 matches

by raquelopez
Sat Jun 04, 2011 8:43 am
Forum: Programming
Topic: Seasonal Unit root test
Replies: 10
Views: 17719

Re: Seasonal Unit root test

Hi again,
I have a new question. Please, could you tell me the reason of subtracting the dummy variable corresponding to December in "series s!i = @seas(!i) - @seas(12)"?
Thanks,
Raquel
by raquelopez
Wed Jun 01, 2011 3:47 am
Forum: Programming
Topic: Seasonal Unit root test
Replies: 10
Views: 17719

Re: Seasonal Unit root test

Hi "tcfoon", I have just gone through this topic. So, regarding the programming for the test developed by Beaulieu and Miron (1993) that you included at the beginning of this post, is it then the final version of the test or did you include any further modification? I´m not sure but I thin...
by raquelopez
Sat May 07, 2011 3:52 am
Forum: Program Repository
Topic: Zivot-Andrews Unit Root Test
Replies: 36
Views: 132544

Re: Zivot-Andrews Unit Root Test

Hi,
Thank for such useful tool! I have a question. Could I use the bic criteria instead of the aic one by replacing "min_aic" by "min_bic" in the subroutine?
Thank you,
Raquel
by raquelopez
Thu May 05, 2011 10:25 am
Forum: Add-in Support
Topic: ZAURoot (Zivot-Andrews Unit Root test)
Replies: 89
Views: 182602

Re: ZAURoot (Zivot-Andrews Unit Root test)

Hello, My name is Raquel. I work with Eviews 7. I have never used Eviews add-ins, however I am interested in applying the Zivot-Andrews test and I have found the add-in ZAUroot to apply this test. I have saved the ZAUroot file. I find the following files inside: zauroot install, zawrap and zivotandr...
by raquelopez
Fri Apr 08, 2011 2:24 am
Forum: Programming
Topic: Estimating ARIMA in dlogs but forecasting in logs
Replies: 5
Views: 5503

Re: Estimating ARIMA in dlogs but forecasting in logs

Hello, I have a problem: I have done something similar because I also want to estimate the model in dlogs but to forecast in logs and what I obtain by using as dependent variable dlog(y) is the forecasting in levels of the variable instead of logs. I would be very grateful if you could help me. Than...
by raquelopez
Thu Apr 07, 2011 1:52 am
Forum: Econometric Discussions
Topic: ma(12) sma(12)
Replies: 0
Views: 2089

ma(12) sma(12)

Hello,

My question is: is it right to use the terms ma(12) sma(12) jointly, or if you do you would be including the same information twice?

Thank you in advance,
Raquel
by raquelopez
Fri Apr 01, 2011 2:18 am
Forum: Estimation
Topic: dynamic forecast
Replies: 0
Views: 2015

dynamic forecast

Hello, My name is Raquel. I am trying to forecast the CPI (ipc in Spanish). I find that the forecasted value of the CPI in 1996m05 by forecasting from 1996m03 to 1996m05 (I understand: from 1 to 3 months ahead) using: smpl 1991m01 1996m02 equation eq.ls d(log(ipc)-log(ipc(-12))) c ma(12) sma(12) smp...

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