Search found 4 matches
- Thu Nov 19, 2015 2:47 pm
- Forum: Programming
- Topic: Who to specify an ARMAX Modell HELP!!
- Replies: 6
- Views: 4590
Re: Who to specify an ARMAX Modell HELP!!
Ok I think I see my mistake. of course my model has not only one timeseries but 3. and I want to find the dependence (elastizity) between them. still my model dlogExp=c + a'dlogExp(1)... + b'dlogER+ dlogER(-1)+---+ c'dlogX+dlogX(-1)+... should be correct. as the exports depends on his past on the ex...
- Thu Nov 19, 2015 11:11 am
- Forum: Programming
- Topic: Who to specify an ARMAX Modell HELP!!
- Replies: 6
- Views: 4590
Re: Who to specify an ARMAX Modell HELP!!
What do you mean with where are the ARMA terms? I have 3 terms this are dlog's : exports exchangerate(er) and gdp my model ist dlog(exp)_t=dlog(exp)_t-1+...+c+dlog(er)_t+dlog(er)_t-1+dlog(gdp)_t+dlog(gdp)t-1+.... so my AR term is the export my Ma term is the exchangerate and my X term (for ARMAX) is...
- Thu Nov 19, 2015 10:44 am
- Forum: Programming
- Topic: Who to specify an ARMAX Modell HELP!!
- Replies: 6
- Views: 4590
Re: Who to specify an ARMAX Modell HELP!!
so now I tried with Programming the code again. But still it will not give me the min AIC for i,j and k... does anyone see a mistake? Thanks create empty equation to be used inside the loop equation eq 'variable to store the minimum AIC. Initialise it to a large number !aic = 99999999 'variable sayi...
- Tue Nov 10, 2015 8:13 am
- Forum: Programming
- Topic: Who to specify an ARMAX Modell HELP!!
- Replies: 6
- Views: 4590
Who to specify an ARMAX Modell HELP!!
Hello I have a ARMAX Modell dlogAr=c + dlogAr(1)... + dlogMa+ dlogMa(1)+---+ dlogX+dlogX(-1)+... dlogAR=dlexp dlogMa=dlwk dlogX=dleu I will use 8 Lags because these are seasonly data. I am searching to minimize the AIC and BIC to find the best modell for my data now normaly I would use the Infoscrit...
