Thank You for answering my requery. I will try it :-)
MartinF
Search found 4 matches
- Thu Oct 30, 2008 1:35 am
- Forum: Programming
- Topic: Principal Component
- Replies: 2
- Views: 9825
- Wed Oct 29, 2008 6:45 am
- Forum: Programming
- Topic: Principal Component
- Replies: 2
- Views: 9825
Principal Component
Hello, I want to greate a pseudo out of sample forecast with principal component analysis. Because of this I need a comand to extract the components, after fiting. If I want to get the fit of an normal equation, then I use this way... equation ar1.ls inflation c inflation(-1) ar1.fit inflation_hat i...
- Wed Oct 15, 2008 5:19 am
- Forum: Programming
- Topic: Seasonal Adjustment
- Replies: 3
- Views: 9531
Re: Seasonal Adjustment
Thank you for your comment, but I have an additional question. Is it possible to integrate the Census X12 application in a routine? First I have a sample of 200 observations, then go back to 100. Then I make an seasonal adjustment of the series by Census X12. After that I estimate a 1 step forecast....
- Wed Oct 15, 2008 2:10 am
- Forum: Programming
- Topic: Seasonal Adjustment
- Replies: 3
- Views: 9531
Seasonal Adjustment
Hello, I want to create an pseudo out of sample forecast program, but I only have non seasonal adj. data. Well, I have monthly data of inflation and I want to have a new calibration of the seasonal component. So I just want to have monthly dummies like in these equation. y=c(1)+c(2)*m2+c(3)*m3+c(4)*...