1st Difference

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joannetan92
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Joined: Fri May 05, 2017 7:41 am

1st Difference

Postby joannetan92 » Fri May 05, 2017 9:27 am

My data is in quarterly and I am trying to see the value at level and 1st difference.
Normally the 1st difference is in DY=Y-Y(-1)
That's mean my result in 1st difference will be, for example forth quarter minus third quarter (in the same year different quarter).

How can I estimate year on year basic?
I want estimate the first difference like, 2015 Q4 minus 2014 Q4 (different year but same quater).

EViews Gareth
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Re: 1st Difference

Postby EViews Gareth » Fri May 05, 2017 9:30 am

d(y,0,4)
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joannetan92
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Re: 1st Difference

Postby joannetan92 » Fri May 05, 2017 9:35 am

Hi Gareth,

mean that I need to genr d(y,0,4) ?

EViews Gareth
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Re: 1st Difference

Postby EViews Gareth » Fri May 05, 2017 9:39 am

Or just use it in place.
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joannetan92
Posts: 8
Joined: Fri May 05, 2017 7:41 am

Re: 1st Difference

Postby joannetan92 » Fri May 05, 2017 9:43 am

Sorry, I don't quite understand.

Let's say, I want to use it in Unit Root test? What should I select?
Attached the file below for your references.

joannetan92
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Joined: Fri May 05, 2017 7:41 am

Re: 1st Difference

Postby joannetan92 » Fri May 05, 2017 9:45 am

Screen Shot 2017-05-06 at 12.42.06 AM.png
Screen Shot 2017-05-06 at 12.42.06 AM.png (141.54 KiB) Viewed 13347 times

EViews Gareth
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Re: 1st Difference

Postby EViews Gareth » Fri May 05, 2017 9:48 am

show d(y,0,4)
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joannetan92
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Joined: Fri May 05, 2017 7:41 am

Re: 1st Difference

Postby joannetan92 » Fri May 05, 2017 9:52 am

..
Attachments
Screen Shot 2017-05-06 at 12.51.26 AM.png
Screen Shot 2017-05-06 at 12.51.26 AM.png (147.32 KiB) Viewed 13337 times
Last edited by joannetan92 on Sun May 14, 2017 12:29 pm, edited 1 time in total.

EViews Gareth
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Re: 1st Difference

Postby EViews Gareth » Fri May 05, 2017 10:00 am

If you like.
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joannetan92
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Joined: Fri May 05, 2017 7:41 am

Re: 1st Difference

Postby joannetan92 » Fri May 05, 2017 10:05 am

Then how can I check wether is stationary at first difference or not ? :cry: :cry: :cry:


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