I've read this http://www.eviews.com/help/helpintro.ht ... asics.html before and have apply some certain things in EViews (student version, btw)
and I would like to forecast my model wich has 4 endogen variables: gdp, cpi, house price index(hox), real mortgage rate (rmr) and quarterly data, from 95Q1-17Q3, 4 lags, and now I have this following questions:
1. When I did it in the VAR model, i have to differentient (aah spelling!) hox and rmr., to the first order. So now they have a unit root and every thing is cool.
2. When I'm now gonna forecast this, I'm not sure if i should have them differentness? or not? shall dummies be included? I was thinking about the financial crises 08 (maybe it dosen't matter since i forecast from year 2014Q1-2017Q3?) and the data I'm using is Swedish house price index, and we have quite a drastic fall 2017. So I don't know if that's the problem too?
For econometric discussions not necessarily related to EViews.
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