Search found 3 matches

by 5feira
Fri May 29, 2015 10:46 am
Forum: Estimation
Topic: In and Out of Sample Estimation/Tests
Replies: 4
Views: 3569

Re: In and Out of Sample Estimation/Tests

Thanks a lot, Gareth!
by 5feira
Fri May 29, 2015 9:27 am
Forum: Estimation
Topic: In and Out of Sample Estimation/Tests
Replies: 4
Views: 3569

Re: In and Out of Sample Estimation/Tests

OK. Thanks! One more question... Is there a way I could estimate this constants a and b with, let's say EGARCH model, and then check the statistics for the out-of-sample data? Example: I have two series of data (X and Y) from 2000 to 2014. Then I would like to estimate constants "a" and &q...
by 5feira
Fri May 29, 2015 8:52 am
Forum: Estimation
Topic: In and Out of Sample Estimation/Tests
Replies: 4
Views: 3569

In and Out of Sample Estimation/Tests

I'm really new to Eviews, so sorry if I'm asking a too dumb question. This is what I need: I have two series (variable X and Y) which are correlated as Y=aX+b. I need to test 3/4 of the series with different models (all of the possible ones Eviews let me) to find constants "a" and "b&...

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