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Hi all, I am having trouble generating a between effects estimator. I have been able to estimate my model using the random effects estimator & fixed effects estimator. Now i have been given a data file containing 'mean values' to generate my between effects estimation but I have no idea where to...

Hi all,

I have 2 time series & I need to determine whether they are cointergrated. I know that both series are I(1) but I am unsure of what the next step is?

Hi all, I have two instrumental variables and one endogenous variable & am I trying to estimate the model using 2lsls however I am not sure if I am doing it right - when I estimated the model when we only had one instrumental variable I did this: ls insutrmental.variable1 c endogenous.variable e...

Hi there, I am very new to eviews & econometric's. I need to estimate the below model in eviews but I dont know how to treat the log values. Could someone please help show how I would enter this equation into eviews? Log(y) = & + B1*music + B2*Sport +B3*lang +B4*Log(arts)+u Thank you in adva...

Hi there, I estimated an ARIMA (2,1,3) model and found that AR(1), AR(2) had both significant coefficients however my MA tests were unexpected - both the MA(2) and MA(3) were significant yet the MA(1) was insignificant. Can someone please explain what that actually means? Should I remove one of the ...

Sorry I should have explained that I have raw data (ASX300 stock prices) - I am just confused as to how to estimate an equation for yt=et in EViews if that makes sense

Hi all, I have a white noise model & need to find the Mean Absolute Error & Root Mean Squared Error, but I just dont know how to find it in EViews. Generally for MA or AR models I would generate the equation & then forecast ie y ar(1) or y ma(1), but how do I enter a white noise equation...

Hi there, I am trying to estimate an AR(1) using sample data y2 to y298 but I am unsure as to how to enter in EViews. In the 'estimate equation' window the default sample size is 1 300, I know that I just need to change the sample from 300 to 298 but does the 1 mean the same thing? As in do I just a...

Hi there, I am using the student edition of Eviews (version 9) & when I a unit root test I get a weird value in my output which I don't get when I use the full version of Eviews. I have attached a screen shoot of my output - under the C (intercept) coefficient I have a variable @trend. Could som...

Thank you so much for your response. Just one thing - I wasn't given a value for the coefficient of AR07(-2). I was originally asked to simulate an AR(1) model (Yt = 01Tt-1 +et) with 01 = 0.7, and then with that data I was asked to estimate an AR(2) model (Yt=01Yt-1 + o2Yt-2 +et). How do I enter the...

Hi there,

I was wondering if someone could please confirm if I am entering in the correct inputs to simulate an AR(2) model?

Here are the steps I have done so far:

e = nrnd
ar07 = 0
ar07 = 0.7*ar07(-1)+ar07(-2)+e
then I generated the equation:
ar07 ar07(-1) ar07(-2)

Thank you very much

Hi there, I am incredibly new to statistics & Eviews so very sorry if this question isnt explained well. Basically I am running a simulation for the AR(1) model but I don't understand why SIGMASQ is showing up in my output. These are the steps I have taken: I have generated e = nrnd Generated AR...