Search found 8 matches
- 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...
- 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.
- 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?
- 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?
- 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?
- 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...
- 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.
- 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 ...
