Search found 2 matches

by Maze
Thu May 01, 2014 7:28 am
Forum: Econometric Discussions
Topic: Impulse response analysis, Eviews 7
Replies: 1
Views: 3808

Impulse response analysis, Eviews 7

I have a VAR model with logarithmic data with just one endogenous variable, I had 2 dummies, but their coefficients apeared to be statistically insignificant. Anyways, I thought at least I could do the impulse response analysis. How could you interpret this graph? Second graph is with original data ...
by Maze
Thu Apr 24, 2014 8:35 am
Forum: Econometric Discussions
Topic: Intervention Analysis with several different events
Replies: 0
Views: 2580

Intervention Analysis with several different events

I have a daily data of visitors and 3 different events ( exhibition, article, tv). I would like to determine how those events impact visitors flow. Several continue for some days and few have pretty short intervals between, 2-3-4. Graphical analysis showed that events don't have longer impact, they ...

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