Search found 24 matches

by tarox
Thu Dec 11, 2014 1:54 am
Forum: Econometric Discussions
Topic: NEED HELP FOR ARIMA MODEL AND KALMAN FILTER
Replies: 7
Views: 9092

Re: NEED HELP FOR ARIMA MODEL AND KALMAN FILTER

dear all this is the answer for my situation but the problem i use eviews not R program could someone please help me

http://stats.stackexchange.com/question ... ssing-data :(
by tarox
Wed Dec 03, 2014 11:46 pm
Forum: Econometric Discussions
Topic: NEED HELP FOR ARIMA MODEL AND KALMAN FILTER
Replies: 7
Views: 9092

Re: NEED HELP FOR ARIMA MODEL AND KALMAN FILTER

thank you very much harith for helping me
by tarox
Thu Nov 20, 2014 2:16 pm
Forum: Econometric Discussions
Topic: NEED HELP FOR ARIMA MODEL AND KALMAN FILTER
Replies: 7
Views: 9092

Re: NEED HELP FOR ARIMA MODEL AND KALMAN FILTER

thank you harith ,,i did the steps on eviews 5 user guide and this file has my result i still face problem,, mscif show the foretasted data by using arima model ,,and mscifff show the foretasted data by kalmen filter model ,,, please could any one tell me if my steps correct or if i misunderstood so...
by tarox
Wed Nov 19, 2014 9:16 am
Forum: Econometric Discussions
Topic: NEED HELP FOR ARIMA MODEL AND KALMAN FILTER
Replies: 7
Views: 9092

Re: NEED HELP FOR ARIMA MODEL AND KALMAN FILTER

hi harith ,,, me too i must submit my thesis this December i hope some one could help us :|
by tarox
Tue Nov 18, 2014 9:55 am
Forum: Econometric Discussions
Topic: NEED HELP FOR ARIMA MODEL AND KALMAN FILTER
Replies: 7
Views: 9092

NEED HELP FOR ARIMA MODEL AND KALMAN FILTER

Dear all ,,, please need help :cry: i have data from May 2007 to Jul 2014 and there are missing values on my data from SEP 2010- JUL 2012 i know i could use Arima for forecasting my steps were: 1- test for stationery for my data for available months from May 2007 - Aug 2010 ...> the result show stat...
by tarox
Thu Nov 13, 2014 1:39 am
Forum: Econometric Discussions
Topic: chow test for three OLS
Replies: 0
Views: 2592

chow test for three OLS

Dear all I am working on my thesis and i need to use Chow test for my regression model ,, I am using the OlS model for three period depend on conditions of stock market, the first one is for all period which is from Jan 2003 to Jul 2014 ,,, the second regression is from Jan 2003 to Feb 2006 ,, the t...
by tarox
Wed Nov 12, 2014 2:35 am
Forum: Econometric Discussions
Topic: calculate returns
Replies: 2
Views: 5372

Re: calculate returns

thank you nishantvats12
by tarox
Sat Nov 01, 2014 9:43 pm
Forum: Econometric Discussions
Topic: questions about ARIMA and auto ARIMA selection
Replies: 0
Views: 3088

questions about ARIMA and auto ARIMA selection

hi,, i used ARIMA model for forecasting data and i have questions about if i did use it correctly or not when use automatic arima selection. 1) I selected the series that i want (which is in level without take the first different or any change) and chose automatic arima selction , there is a choice ...
by tarox
Sun Oct 26, 2014 2:08 pm
Forum: Econometric Discussions
Topic: models or formula for missing data
Replies: 0
Views: 2690

models or formula for missing data

hi ,,,

is there any models or formula to fill missing in the middle for monthly series index ,,, i attached my file

i will appreciate any help
by tarox
Sat Oct 25, 2014 8:14 am
Forum: Programming
Topic: monte carlo simulation basics
Replies: 13
Views: 20880

Re: monte carlo simulation basics

thank you startz ,,, :)
by tarox
Sat Oct 25, 2014 8:11 am
Forum: Econometric Discussions
Topic: missing data and estimation problems
Replies: 1
Views: 3381

Re: missing data and estimation problems

please ,,, anyone could help me? :?
by tarox
Thu Oct 23, 2014 11:30 am
Forum: Programming
Topic: monte carlo simulation basics
Replies: 13
Views: 20880

Re: monte carlo simulation basics

thank you all for your help ,,,i really appreciate your support :wink:
by tarox
Thu Oct 23, 2014 3:30 am
Forum: Programming
Topic: monte carlo simulation basics
Replies: 13
Views: 20880

Re: monte carlo simulation basics

thank you trubador i really appreciate your help ,,,

i just have one more question :? is there any book show the technique or steps for how to apply simulation and value at risk on eviews ?

thank you
by tarox
Wed Oct 22, 2014 12:36 pm
Forum: Programming
Topic: monte carlo simulation basics
Replies: 13
Views: 20880

Re: monte carlo simulation basics

oh thank you very much Trubador really helpful and that what i need,,, so that code could i use it for my data or should i make new code suite my data ,,, i mean i have two kind of mutual funds and two kind of indexes by use 139 observations i want to calculate the Value at risk by using Monte carlo...
by tarox
Wed Oct 22, 2014 4:16 am
Forum: Econometric Discussions
Topic: missing data and estimation problems
Replies: 1
Views: 3381

missing data and estimation problems

dear all ,,, please ..i need help to see my if steps are correct or not :( i tried to find missing data for one index( which is gcc index) for perioed Oct 2011 - Jul 2014, by using another index (msci index),, here are my steps and more info: 1- the gcc index have data from Dec 2002 - Sep 2011, but ...

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