Search found 4 matches
- Tue Sep 20, 2016 10:34 am
- Forum: General Information and Tips and Tricks
- Topic: How to make h-step ahead forecast
- Replies: 1
- Views: 5046
How to make h-step ahead forecast
How can I make h-steps ahead forecasts in arima models, midas, vars, etc?
- Wed Feb 18, 2015 2:54 pm
- Forum: Suggestions and Requests
- Topic: Corner table for transfer function model identification
- Replies: 3
- Views: 6163
Re: Corner table for transfer function model identification
Does "thanks" means you are going to include it in eviews 9?
- Thu Jan 29, 2015 9:04 am
- Forum: Suggestions and Requests
- Topic: Corner table for transfer function model identification
- Replies: 3
- Views: 6163
Corner table for transfer function model identification
A useful addition to eviews would be to produce the corner table proposed by Liu and Hanssens (1982) and Tsay (1985) in order to identify the order of transfer function models.
- Tue Jan 27, 2015 4:41 pm
- Forum: Suggestions and Requests
- Topic: Dynamic Factor Models and Gonzalo Granger decomposition
- Replies: 0
- Views: 3526
Dynamic Factor Models and Gonzalo Granger decomposition
It would be nice if you could add to the new versión of eviews a Dynamic Factor Model object (or maybe as a proc in a group object). Also it would be interesting if you could offer the Gonzalo-Granger decomposition of a VEC (Journal of Business & Economic Statistics 1995).