Search found 2 matches
- Sat Nov 29, 2014 12:22 am
- Forum: Programming
- Topic: AR(p) Model (and Var(p)) where p is selected optimally
- Replies: 2
- Views: 2939
Re: AR(p) Model (and Var(p)) where p is selected optimally
I know the bases on Eviews (AR, var, ...), but i have a question that i don't konw how to solve: "Consider the pseudo out-of-sample two-quarter-ahead forecasts for output from 1989:IV till the end of the sample. Construct iterated two-quarter-ahead pseudo out-of-sample forecasts using an AR(p) ...
- Thu Nov 27, 2014 9:32 pm
- Forum: Programming
- Topic: AR(p) Model (and Var(p)) where p is selected optimally
- Replies: 2
- Views: 2939
AR(p) Model (and Var(p)) where p is selected optimally
Hello,
I need to estimate on EViews a sample with a AR(p) model first, and with a VAR(p) model, where p is selected optimally. I don't konw how I can do that.
Can you help me please ?
Thank you.
A.G
I need to estimate on EViews a sample with a AR(p) model first, and with a VAR(p) model, where p is selected optimally. I don't konw how I can do that.
Can you help me please ?
Thank you.
A.G