Dear Fellows,
How can I find the best initial parameter of state space models?
Best Regards, Jmagomez.
Search found 68 matches
- Wed Jan 30, 2013 11:55 am
- Forum: Econometric Discussions
- Topic: Help with Kalman Filter
- Replies: 2
- Views: 2935
- Wed Aug 22, 2012 8:00 am
- Forum: Estimation
- Topic: Doubt about error correction term coefficient analysis
- Replies: 1
- Views: 2398
Re: Doubt about error correction term coefficient analysis
Does anyone know any material on the VECM interpretation of the coefficients?
Best Regards, José.
Best Regards, José.
- Wed Aug 22, 2012 7:58 am
- Forum: Estimation
- Topic: x12
- Replies: 6
- Views: 6784
Re: x12
Does anybody know any reference talking about x12 procedures?
Best Regards, José.
Best Regards, José.
- Fri Aug 17, 2012 4:12 pm
- Forum: Estimation
- Topic: x12
- Replies: 6
- Views: 6784
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...
- Thu Aug 16, 2012 6:16 pm
- Forum: Estimation
- Topic: x12
- Replies: 6
- Views: 6784
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...
- Thu Aug 16, 2012 6:28 am
- Forum: Estimation
- Topic: x12
- Replies: 6
- Views: 6784
x12
Dear Fellows,
Could you send me a step-by-step guide to make the census x12 at Eviews?
Best Regards,
José.
Could you send me a step-by-step guide to make the census x12 at Eviews?
Best Regards,
José.
- Thu Aug 16, 2012 4:45 am
- Forum: Estimation
- Topic: Doubt about error correction term coefficient analysis
- Replies: 1
- Views: 2398
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?; ...
- Wed Aug 08, 2012 10:31 am
- Forum: Estimation
- Topic: VECM Forecasting
- Replies: 1
- Views: 2654
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 ...