Search found 133 matches
- Wed Jan 08, 2014 11:51 am
- Forum: Suggestions and Requests
- Topic: suggestion N°2 for Ss Object
- Replies: 2
- Views: 4693
Re: suggestion N°2 for Ss Object
I hope it will be added in the next upgrade. thanks
- Tue Jan 07, 2014 2:19 am
- Forum: Suggestions and Requests
- Topic: suggestion N°2 for Ss Object
- Replies: 2
- Views: 4693
suggestion N°2 for Ss Object
good idea for state space object 8) , I have a simple suggestion too for this option, to add an other option to spicify lag for AR, SAR order and MA, SAR order, if I would like to estime this model: y c ar(1) ar(3) sar(12) ma(2) sma(24). the option like this: SARIMA order: D: AR: MA: SD: SAR: SMA: s...
- Tue Dec 24, 2013 11:35 am
- Forum: Estimation
- Topic: VARMAX model
- Replies: 6
- Views: 5710
Re: VARMAX model
I hope there will be a plan for the next version , thanks for your reply
- Fri Dec 20, 2013 4:58 am
- Forum: Estimation
- Topic: VARMAX model
- Replies: 6
- Views: 5710
Re: VARMAX model
hi, if the next version of EViews 9 can do VMA and VARMAX or not.
- Wed Dec 18, 2013 12:47 pm
- Forum: Estimation
- Topic: VARMAX model
- Replies: 6
- Views: 5710
Re: VARMAX model
I know, but the problem with VMA terme. I can make VARX model but VARMA not is there any way?
kind regrads
kind regrads
- Wed Dec 18, 2013 12:16 pm
- Forum: Add-in Support
- Topic: Periodogram*
- Replies: 19
- Views: 33534
Re: Periodogram*
This add-in calculates the estimated spectrum of a series object. if the next version will support equation object, state space object, logL object (this is my suggestion). for example I estimate ARMA(2,1) next I chose PROC next add-in next periodogram, the same for state space and logL objects. hav...
- Mon Dec 16, 2013 8:57 am
- Forum: Estimation
- Topic: VARMAX model
- Replies: 6
- Views: 5710
VARMAX model
hi
is there any way to estimate VARMAX or VARIMAX model in eviews 8 or in next version?
kind regrads
is there any way to estimate VARMAX or VARIMAX model in eviews 8 or in next version?
kind regrads
- Sun Dec 15, 2013 8:18 am
- Forum: Add-in Support
- Topic: Periodogram*
- Replies: 19
- Views: 33534
Re: Periodogram*
I have simple suggestion, if the next version will calculate and graph periodogram and spectral density with different windows for equation object for ARMA model and for group series, for all objects for example: LogL object state space object...etc?
kind regards.
kind regards.
- Thu Nov 21, 2013 7:48 am
- Forum: Suggestions and Requests
- Topic: some suggestion
- Replies: 0
- Views: 2753
some suggestion
I have some suggestion, in EViews Estimation ARMA using the backcasting method of Box and Jenkins, or by conditional least squares, why do not put an option to estimate ARMA with a third method like maximum likelihood, and add an option to kalman filter like stata software. 2nd to add option in arch...
- Sat Nov 16, 2013 12:45 pm
- Forum: Estimation
- Topic: how to add linear restriction
- Replies: 3
- Views: 4455
Re: how to add linear restriction
thank's for your help and your reply MR startz and MR Glenn.
- Thu Nov 14, 2013 9:17 am
- Forum: Estimation
- Topic: how to add linear restriction
- Replies: 3
- Views: 4455
how to add linear restriction
hi, i have simple question how to add a linear restriction in a model example: cobb douglas production function f(K,L)=A*[K^c(2)]*[L^c(3)] y=f(K,L); A=c(1); log(K)=x; log(L)=z y=c(1)+c(2)*x+c(3)*z 1/i would like to restricted c(3)=0,2 at first and show c(1) c(2) c(3) in output equation 2/second rest...
- Mon Nov 04, 2013 5:55 am
- Forum: Estimation
- Topic: Confidence Interval
- Replies: 6
- Views: 8931
Re: Confidence Interval
the significant coefficients can not chow asterisks for GARCH model, can you modified it to chow for GARCH.
- Thu Jun 06, 2013 5:50 am
- Forum: Add-in Support
- Topic: TSDGP?
- Replies: 0
- Views: 3029
TSDGP?
hello, I want to know if TSDGP Add-in can generate ARFIMA model (improve TSDGP in the future). second question: are there a function fracdiff to facilitate working with time series data (to make it easier to forecast :? ). third question: for the test ADF can you for example to add option to calcula...