Hi,
I am trying to write a program that after estimating an equation (or rather a batch of equations), looks at the residuals and if the last data point is outside the bands of the residuals graph, put a dummy in the equation with the date associated with that observation. For example, since I have monthly data, a dummy of the type: @event("2018.02") for the last month of data.
Perhaps accessing the residuals table: eqname.resids(t)?
I just don't know how to access the elements of that table in order to write a IF statement or something similar.
Thank you in advance for any help that you can provide.
Time Series - Automatic inclusion of dummy according to residuals analysis
Moderators: EViews Gareth, EViews Jason, EViews Moderator, EViews Matt
-
- Posts: 26
- Joined: Wed Feb 28, 2018 8:02 pm
Who is online
Users browsing this forum: No registered users and 34 guests