Search found 2 matches
- Wed Jul 08, 2015 2:11 am
- Forum: Estimation
- Topic: Pairwise and Block Exogeneity Wald Test
- Replies: 1
- Views: 3616
Pairwise and Block Exogeneity Wald Test
I have 2 variables: Oil price, Exchange Rate. First I open 2 series as group and run Pairwise Granger Causality Test with 5 lags. The p-value for "Exchange Rate does not Granger cause Oil price" is: 0,0041. Then I run unrestricted VAR with 5 lags anh run VAR Granger Causality/Block Exogene...
- Wed Feb 25, 2015 3:57 am
- Forum: Estimation
- Topic: Forecast in ARIMA
- Replies: 1
- Views: 3382
Forecast in ARIMA
I try to forecast after I estimate ARIMA(1,1,0) model. I want to forecast VN-index and after checking stationary, I use first difference to estimate. But when I forecast, it's just a staright horizontal line, I am very confused. I guest I do something wrong but I do not realize it! I use command Ls ...