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by petrenko
Tue Nov 20, 2012 8:03 pm
Forum: Estimation
Topic: How to calculate dynamic forecast standard errors
Replies: 0
Views: 1556

How to calculate dynamic forecast standard errors

Could anybody give me an example how to calculate dynamic forecast standard errors manually? I have a simple AR(1) regression. I can calculate forecast errors of static forecast at particular value of X0 in a sample of regressor Xt in Excel using a simple formula like: SE(X0) = SE of regression * sq...
by petrenko
Tue Nov 13, 2012 10:28 pm
Forum: Econometric Discussions
Topic: How to specify ARMA model correctly?
Replies: 0
Views: 2176

How to specify ARMA model correctly?

I am new to statistics. I would like to estimate ARMA(4,4) model. When I estimated this model in EViews-6, I got the following results: Method: Least Squares Date: 11/14/12 Time: 13:36 Sample (adjusted): 2011M08 2012M09 Included observations: 14 after adjustments Convergence achieved after 31 iterat...
by petrenko
Wed Nov 16, 2011 7:00 pm
Forum: Estimation
Topic: Eviews versus Stata
Replies: 0
Views: 1447

Eviews versus Stata

I am using Eviews 6 and want to estimate data of unbalanced panels. If you compare Eviews 6 with Stata 11, what Eviews can do that Stata can't and, on the contrary, what Stata can do that Eviews can't when dealing with unbalanced panels? Any ideas?

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