Search found 8 matches

by punjaphp
Mon Feb 11, 2013 1:20 am
Forum: Programming
Topic: Find a trend regressor for arima model
Replies: 2
Views: 1105

Re: Find a trend regressor for arima model

Thank you
by punjaphp
Fri Feb 08, 2013 2:11 am
Forum: Programming
Topic: Find a trend regressor for arima model
Replies: 2
Views: 1105

Find a trend regressor for arima model

Hi,

I'm doing x12-arima seasonal adjustment for the series that is stationary at level with intercept and trend components. I know how to add constant regressor "const" in the model, but I still can't find a syntax for a trend regressor. Please help.

Punjaphut
by punjaphp
Tue Dec 18, 2012 5:25 am
Forum: Program Repository
Topic: Automatic ARMA selection
Replies: 47
Views: 46479

Re: Automatic ARMA selection

Dear Gareth

How can I set a criterion of AIC for ARMA selection in x12 seasonal adjustment?

Thank you,
punjaphp
by punjaphp
Tue Dec 04, 2012 3:09 am
Forum: Data Manipulation
Topic: seasonality after seasonal adjustment
Replies: 7
Views: 4646

Re: seasonality after seasonal adjustment

Great! thank you trubador
by punjaphp
Tue Dec 04, 2012 3:07 am
Forum: General Information and Tips and Tricks
Topic: detect outlier in tramo/seats seasoanl adjustment
Replies: 1
Views: 2101

Re: detect outlier in tramo/seats seasoanl adjustment

I've already got the same outlier. just left it blank, right?
show b_gdpr.tramoseats(save="sf sa") b_gdpr_ts

How come adding the option "iatip=1" gave a different outlier since it enabled auto detection?

Thank you
by punjaphp
Tue Dec 04, 2012 2:57 am
Forum: General Information and Tips and Tricks
Topic: detect outlier in tramo/seats seasoanl adjustment
Replies: 1
Views: 2101

detect outlier in tramo/seats seasoanl adjustment

Hello, I tried to detect outliers of my gdp series using the command below. It detected the period of (4 1999) which is a different outlier period detected from the default mode (4 2011). What is the program command for the default mode of TRAMO/SEATS? show b_gdpr.tramoseats(save="sa sf", ...
by punjaphp
Mon Dec 03, 2012 7:55 pm
Forum: Data Manipulation
Topic: seasonality after seasonal adjustment
Replies: 7
Views: 4646

Re: seasonality after seasonal adjustment

How do I add seasonal dummies in eviews program?
thank you
by punjaphp
Fri Nov 30, 2012 2:59 am
Forum: Programming
Topic: outliers for seasonal adjustment
Replies: 0
Views: 865

outliers for seasonal adjustment

Hello, I want to filter out the outlier (e.g. flood period) of my dataset when doing seasonal adjustment. What are the program commands to manually set outliers of the data series for both X12-ARIMA and TRAMO/SEATS methods? say, I want to set the period of 2011.4 as an outlier of quarterly GDP serie...

Go to advanced search