Search found 8 matches

by economist79
Tue Dec 15, 2015 5:43 am
Forum: Econometric Discussions
Topic: Cointegration graphs interpretation problem
Replies: 0
Views: 3265

Cointegration graphs interpretation problem

Hi, I have 3 independent and 1 dependent variable. All variables are I(1), so I have to look into cointegration relations. After I put all varibles I(0) forms into the eviews' system and run the Johansen cointegration test, I found that there is one cointegration relation according to max-eigen stat...
by economist79
Sun Jun 21, 2015 11:08 am
Forum: Estimation
Topic: Problem in Automatical ARIMA Forecasting
Replies: 19
Views: 25457

Re: Problem in Automatical ARIMA Forecasting

Thank you guys for giving me information about ARIMA forecast, i will try both Arima and Var model and select the best model proper to the literature.
by economist79
Sun Jun 21, 2015 10:55 am
Forum: Estimation
Topic: Problem in Automatical ARIMA Forecasting
Replies: 19
Views: 25457

Re: Problem in Automatical ARIMA Forecasting

Does Var feature has automatic forecast property too?
by economist79
Sun Jun 21, 2015 10:49 am
Forum: Estimation
Topic: Problem in Automatical ARIMA Forecasting
Replies: 19
Views: 25457

Re: Problem in Automatical ARIMA Forecasting

You're surely right, i tried to forecast my independend variable without adding the regressors and now i can see the forecasted values. Can i make the same forecasts for my independend variables and then add these values ass regressors for forecasting my dependend varibable?
by economist79
Sun Jun 21, 2015 10:46 am
Forum: Estimation
Topic: Problem in Automatical ARIMA Forecasting
Replies: 19
Views: 25457

Re: Problem in Automatical ARIMA Forecasting

I have no data on independent variables over the forecast period cause i am trying to make ex-ante estimations for the years 2014-2025, is this not possible via eviews9?
by economist79
Sat Jun 20, 2015 10:53 pm
Forum: Estimation
Topic: Problem in Automatical ARIMA Forecasting
Replies: 19
Views: 25457

Re: Problem in Automatical ARIMA Forecasting

eviewsfile.pdf At the beginning I composed a workfile and added my variables for the years 1972-2013, then I set the sample as 1972-2013 and then I increased my range up to 2025 by adding the command (expand 1972 2025). After these steps I double clicked my dependend varible (actuary) and clicked p...
by economist79
Sat Jun 20, 2015 2:08 pm
Forum: Estimation
Topic: Problem in Automatical ARIMA Forecasting
Replies: 19
Views: 25457

Re: Problem in Automatical ARIMA Forecasting

I forecasted 12 periods for the years 2014-2025. Eviews9 selected the best ARIMA model for forecast, and so everything seems normal, only I can not see the values of forecasted years neither as graph nor as number.
by economist79
Sat Jun 20, 2015 11:12 am
Forum: Estimation
Topic: Problem in Automatical ARIMA Forecasting
Replies: 19
Views: 25457

Problem in Automatical ARIMA Forecasting

My sample years are 1972-2013 and my range years are 1972-2025 so I want to make an automatic ARIMA forecast for my dependend variable. I made the forecast and I can see the actual values for my sample years (1972-2013) but I can not see the forecast values for my ex-ante years (2014-2025). Can you ...

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