Search found 68 matches

by jmagomez
Wed Jan 30, 2013 11:55 am
Forum: Econometric Discussions
Topic: Help with Kalman Filter
Replies: 2
Views: 1333

Help with Kalman Filter

Dear Fellows,

How can I find the best initial parameter of state space models?

Best Regards, Jmagomez.
by jmagomez
Wed Aug 22, 2012 8:00 am
Forum: Estimation
Topic: Doubt about error correction term coefficient analysis
Replies: 1
Views: 1076

Re: Doubt about error correction term coefficient analysis

Does anyone know any material on the VECM interpretation of the coefficients?

Best Regards, José.
by jmagomez
Wed Aug 22, 2012 7:58 am
Forum: Estimation
Topic: x12
Replies: 6
Views: 2842

Re: x12

Does anybody know any reference talking about x12 procedures?

Best Regards, José.
by jmagomez
Fri Aug 17, 2012 4:12 pm
Forum: Estimation
Topic: x12
Replies: 6
Views: 2842

Re: x12

Thanks, Gareth. It follows the routine: 1) I click at census x12; 2) It opens the x12 options; 3) At the x11 method, what option do I click?; 4) At the Arima options, what data transformation do I click?; 5) At the Arima options, what arima spec do I click?. Do you want I send the file? And about th...
by jmagomez
Thu Aug 16, 2012 6:16 pm
Forum: Estimation
Topic: x12
Replies: 6
Views: 2842

Re: x12

Thank you, Gareth. What I meant was if there is any step by step to make the seasonal adjustment at the x12 options. An example: what kind of ARIMA options I use and why, what kind of data transformations I use: none, auto, logistic and why, what kind of method i must use, additive, multiplicative a...
by jmagomez
Thu Aug 16, 2012 6:28 am
Forum: Estimation
Topic: x12
Replies: 6
Views: 2842

x12

Dear Fellows,

Could you send me a step-by-step guide to make the census x12 at Eviews?

Best Regards,

José.
by jmagomez
Thu Aug 16, 2012 4:45 am
Forum: Estimation
Topic: Doubt about error correction term coefficient analysis
Replies: 1
Views: 1076

Doubt about error correction term coefficient analysis

Dear Fellows, I'm with three doubts about error correction term coefficient at VECM. 1) The "cointeq1" is the adjustment coefficient between the long and short term of the dependent variable, is it correct?; 2) And are the coefficients inside the error correction term the long term ones?; ...
by jmagomez
Wed Aug 08, 2012 10:31 am
Forum: Estimation
Topic: VECM Forecasting
Replies: 1
Views: 1255

VECM Forecasting

Dear Fellow, I have a version of Eviews 7. If you need, I have the machine id and activation code. I wonder if you could help me with this problem, I have a VEC Model for forecasting a product in Eviews. I also have the forecastings for all other variables in the model for the next five years until ...

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