Search found 4 matches

by kerry
Tue Oct 06, 2015 9:54 am
Forum: Estimation
Topic: t+1 in eviews
Replies: 4
Views: 4990

Re: t+1 in eviews

y(1) is the correct syntax for a one period lead on Y. Ok but if i turn ny equation into y = a + b*x(t-1), and estimate using "y c x(-1)", the intercept and coefficient gotten from this estimate can also be used on the original equation y(t+1)= a + b*x(t) right? Basically these two equati...
by kerry
Tue Oct 06, 2015 9:47 am
Forum: Estimation
Topic: t+1 in eviews
Replies: 4
Views: 4990

Re: t+1 in eviews

y(1) is the correct syntax for a one period lead on Y. Ok but if i turn ny equation into y = a + b*x(t-1), and estimate using "y c x(-1)", the intercept and coefficient gotten from this estimate can also be used on the original equation y(t+1)= a + b*x(t) right? Basically these two equati...
by kerry
Tue Oct 06, 2015 9:31 am
Forum: Estimation
Topic: t+1 in eviews
Replies: 4
Views: 4990

t+1 in eviews

I'm trying to estimate a simple equation: y(t+1) = a + b*x(t) Can I put "y(1) c x" into the estimate window? so that (1) will automatically mean t+1? I've tried both "y(1) c x" and "y c x(-1)" to estimate, I get exactly the same output of regression from these two. But ...
by kerry
Mon Oct 05, 2015 11:12 am
Forum: Estimation
Topic: Conditional estimate
Replies: 2
Views: 2323

Conditional estimate

I'm trying to estimate a model with conditions, I have series y and series x available, the model is simply y = a + bx + error term There are two conditions: 1) y = a + bx when x >= 0 2) y = - (a + bx) when x < 0 which is basically y = -y when x <0 How do I get that conditional estimate in eviews? W...

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