Search found 4 matches
- Tue Mar 03, 2015 6:21 am
- Forum: Data Manipulation
- Topic: Merging series
- Replies: 1
- Views: 2770
Merging series
Hi, Could someone tell me why this is not working? v_consumption+(in_consumption/in_consumption(-4)-1)*100 I want to merge the series "v_consumption" (with one has values until 1995) and the series that results from the computation of the growth rate of "in_consumption" (which on...
- Fri Jan 16, 2015 8:39 am
- Forum: Estimation
- Topic: Huge (dummy) question with MA processes
- Replies: 4
- Views: 3305
Re: Huge (dummy) question with MA processes
I did'nt know that. Thank you very much.
- Fri Jan 16, 2015 7:29 am
- Forum: Estimation
- Topic: Huge (dummy) question with MA processes
- Replies: 4
- Views: 3305
Re: Huge (dummy) question with MA processes
Ok, so the right specification would be Y(t) = c + b1*AR(1) + b2*MA(5)
But, as you can see in the image, if I estimate this equation, the MA(5) is non significant.
But, as you can see in the image, if I estimate this equation, the MA(5) is non significant.
- Fri Jan 16, 2015 4:48 am
- Forum: Estimation
- Topic: Huge (dummy) question with MA processes
- Replies: 4
- Views: 3305
Huge (dummy) question with MA processes
Hi1 I'm revising this model: Y(t) = c + b1*AR(1) + b2*MA(2) + b3*MA(3) + b4*MA(4) + b5*MA(5) My question is: can a model have more than one MA process at the same time? I realized that the r-squared is higher if we account for more than one MA, but does it have a statistical meaning? It works but, i...