Search found 7 matches

by cuccu
Fri Apr 26, 2013 7:34 pm
Forum: EViews 5 and Earlier
Topic: ADF test in different versions
Replies: 3
Views: 14503

Re: ADF test in different versions

Sorry, I used automatic lag selection for lag length in version 5. Big mistake
Thank you!
by cuccu
Fri Apr 26, 2013 3:19 am
Forum: EViews 5 and Earlier
Topic: ADF test in different versions
Replies: 3
Views: 14503

ADF test in different versions

When I carry out unit root test for the natural logarithm of seasonally-smoothed-with-X12 quarterly real GDP with ADF test in Eviews 4.0 (Standard edition - Sep 4 2001), it shows that the series is stationary, but when I use the same ADF test in Eviews 5.0, it indicates the series is non-stationary....
by cuccu
Mon Jan 14, 2013 9:23 am
Forum: Econometric Discussions
Topic: Use the level or logarithm of GDP in HP filter?
Replies: 2
Views: 2650

Re: Use the level or logarithm of GDP in HP filter?

Hi startz, what advantage would we have when applying the HP filter to this transformed series?
(You could show me in form of math formulas if feel convenient)
by cuccu
Mon Jan 14, 2013 4:33 am
Forum: Econometric Discussions
Topic: Use the level or logarithm of GDP in HP filter?
Replies: 2
Views: 2650

Use the level or logarithm of GDP in HP filter?

I see that in research papers their authors usually apply the HP filter with ln(GDP) instead of GDP at level, in order to find out business cycles. Actually thus far I have not understood mathematical implications regarding using the logarithm (How to link to a recession?...). Any explanation in det...
by cuccu
Tue Apr 28, 2009 9:13 pm
Forum: Data Manipulation
Topic: Calculate the product of all data values in a series?
Replies: 6
Views: 4283

Re: Calculate the product of all data values in a series?

I am using 'for' loop to solve this problem. Thank you, QMS Gareth.
by cuccu
Mon Apr 27, 2009 9:30 am
Forum: Data Manipulation
Topic: Calculate the product of all data values in a series?
Replies: 6
Views: 4283

Re: Calculate the product of all data values in a series?

scalar sc1 = @prod(FTSE_return)
--> error message: @prod is an illegal name

Plz take a check, QMS Gareth!

I am using EViews 5.0
by cuccu
Mon Apr 27, 2009 3:18 am
Forum: Data Manipulation
Topic: Calculate the product of all data values in a series?
Replies: 6
Views: 4283

Calculate the product of all data values in a series?

Anyone tells me how to calculate the product of all data values in a series? I cannot find any function to do this. Thanks.

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