## Search found 68 matches

Mon Oct 24, 2016 10:17 am
Forum: Econometric Discussions
Topic: help with unit root testing!
Replies: 14
Views: 5477

### Re: help with unit root testing!

Dear Joel,

Actually, I do appreciate the opportunity for developing myself discussing these points that you bring to us.

The sequence that you mentioned means that the first test you accept easier than other ones that the series is not stationary. The latter would be the restrictive case.

Regards.
Mon Oct 24, 2016 8:14 am
Forum: Econometric Discussions
Topic: help with unit root testing!
Replies: 14
Views: 5477

### Re: help with unit root testing!

Dear Nipnip, I ran your data and I find two solutions: 1) The Trace Test -> indicates three cointegration vectors; and 2) The Max-Eigenvalue indicates no cointegration vector. Normally, the latter test is recognized as being better than the first. Could you think about others variables that could fi...
Mon Oct 24, 2016 3:45 am
Forum: Econometric Discussions
Topic: Panel Data World Values Survey
Replies: 6
Views: 3003

### Re: Panel Data World Values Survey

Dear mbelgie,

Yes, I believe you would be taking a good technique to adapt the data available. But as I said, I think you should use a longer period than two waves.

Regards.
Mon Oct 24, 2016 3:42 am
Forum: Econometric Discussions
Topic: help with unit root testing!
Replies: 14
Views: 5477

### Re: help with unit root testing!

Dear Nipnip, I think you should use the same specification that you are working with. So if you use intercept at your equation, you should use intercept. But this is not an obligation. And could you explain your data, what is the difference between lpibpc from lpibpcsq. Is it just the square? What i...
Fri Oct 21, 2016 9:21 am
Forum: Econometric Discussions
Topic: Panel Data World Values Survey
Replies: 6
Views: 3003

### Re: Panel Data World Values Survey

Dear mbelgie,

I think you should transform the wave data into annual data. The problem is: how could the interpolation be done?

You may use more waves to make a better interpolation and analysis.

Best Regards.
Fri Oct 21, 2016 9:01 am
Forum: Econometric Discussions
Topic: help with unit root testing!
Replies: 14
Views: 5477

### Re: help with unit root testing!

Dear NipNip,

How many observations do you have?

Best Regards.
Wed Oct 19, 2016 5:23 pm
Forum: Econometric Discussions
Topic: Panel Data World Values Survey
Replies: 6
Views: 3003

### Re: Panel Data World Values Survey

Dear mbelgie,

Could I see these data? I do not know what is the World Values Survey. Maybe I can help you.

Best Regards, Jmagomez.
Wed Oct 19, 2016 1:14 pm
Forum: Econometric Discussions
Topic: Forecasting with ARDL
Replies: 1
Views: 1535

### Re: Forecasting with ARDL

Hello, saulstice.
Could you send me your file?
I will try to understand better what you are intending to do. Do you move forward since this day? If so, could you tell me?
Regards.
Fri Oct 14, 2016 7:35 pm
Forum: Econometric Discussions
Topic: Kalman Filter Explanation
Replies: 0
Views: 1823

### Kalman Filter Explanation

Dear Friends,

Could anyone explain to me what is the Kalman filter? How does it work?

Best Regards, José.
Thu Mar 05, 2015 1:27 pm
Forum: Econometric Discussions
Topic: Informations about Unit Roots and VEC
Replies: 0
Views: 761

### Informations about Unit Roots and VEC

Dear Fellows,

I would like to know if I reject that one of my variables has unit root and others have unit roots. Can I make a VEC model with all of them? Do you know any paper about this subject?

Best Regards, José.
Wed Feb 11, 2015 11:03 am
Forum: Econometric Discussions
Topic: Informations about AutoRegression Models and Kalman Filter
Replies: 1
Views: 998

### Re: Informations about AutoRegression Models and Kalman Filt

Hello Fellows,

Do you know any econometric forum that could help me with my recent question?

Best Regards, José.
Tue Feb 10, 2015 9:26 am
Forum: Econometric Discussions
Topic: Informations about AutoRegression Models and Kalman Filter
Replies: 1
Views: 998

### Informations about AutoRegression Models and Kalman Filter

Dear Fellows, What are the main differences between a simple AR Model and Kalman Filter? And between Dynamic Regression and Kalman Filter? What are the main advantages and disadvantages from Kalman Filter? If you do not have any information about these questions, do you know any econometrics forum t...
Sat Jan 24, 2015 7:40 am
Forum: Estimation
Topic: Forecasting using Kalman Filter
Replies: 7
Views: 3027

### Re: Forecasting using Kalman Filter

Thanks a lot, Glenn. I had success on forecasting using your tip. I didn't do this before, because there is an expression at page 744 - log(passenger) - that says the referenced equation would be correct. I give a suggestion to allow forecasting expressions at state space models at the newest versio...
Fri Jan 23, 2015 12:08 pm
Forum: Estimation
Topic: Forecasting using Kalman Filter
Replies: 7
Views: 3027

### Re: Forecasting using Kalman Filter

Dear Glenn,

I would like to add that I am using a VECM. Maybe Eviews can not forecast VECM using Kalman Filter.

Best Regards, José.
Fri Jan 23, 2015 10:06 am
Forum: Estimation
Topic: Forecasting using Kalman Filter
Replies: 7
Views: 3027

### Re: Forecasting using Kalman Filter

Hello Glenn, thanks for your reply. I read the Eviews manual , the Kalman Filter topic, four times. My doubt is: I developed a simple model named sskfvecmgasolinarealsubst and I am trying to forecast for one year ahead from 2013m07 until 201406 and make an out of sample analysis. I tried all differe...