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
Search found 8 matches
- Sat Jun 04, 2011 8:43 am
- Forum: Programming
- Topic: Seasonal Unit root test
- Replies: 10
- Views: 17719
- 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...
- 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
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
- 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...
- Sat Apr 09, 2011 12:50 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
Thank you,
Raquel
Raquel
- 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...
- 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
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
- 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...