Search found 8 matches
- Mon Feb 11, 2013 1:20 am
- Forum: Programming
- Topic: Find a trend regressor for arima model
- Replies: 2
- Views: 2930
- Fri Feb 08, 2013 2:11 am
- Forum: Programming
- Topic: Find a trend regressor for arima model
- Replies: 2
- Views: 2930
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
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
- Tue Dec 18, 2012 5:25 am
- Forum: Program Repository
- Topic: Automatic ARMA selection
- Replies: 47
- Views: 150935
Re: Automatic ARMA selection
Dear Gareth
How can I set a criterion of AIC for ARMA selection in x12 seasonal adjustment?
Thank you,
punjaphp
How can I set a criterion of AIC for ARMA selection in x12 seasonal adjustment?
Thank you,
punjaphp
- Tue Dec 04, 2012 3:09 am
- Forum: Data Manipulation
- Topic: seasonality after seasonal adjustment
- Replies: 7
- Views: 8732
Re: seasonality after seasonal adjustment
Great! thank you trubador
- 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: 3788
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
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
- 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: 3788
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", ...
- Mon Dec 03, 2012 7:55 pm
- Forum: Data Manipulation
- Topic: seasonality after seasonal adjustment
- Replies: 7
- Views: 8732
Re: seasonality after seasonal adjustment
How do I add seasonal dummies in eviews program?
thank you
thank you
- Fri Nov 30, 2012 2:59 am
- Forum: Programming
- Topic: outliers for seasonal adjustment
- Replies: 0
- Views: 1979
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...