Search found 133 matches

by ch2324
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
by ch2324
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...
by ch2324
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
by ch2324
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.
by ch2324
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
by ch2324
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...
by ch2324
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
by ch2324
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? :roll:
kind regards.
by ch2324
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...
by ch2324
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.
by ch2324
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...
by ch2324
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.
by ch2324
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...

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