Search found 4 matches

by CDN123
Tue Apr 12, 2016 2:39 pm
Forum: Programming
Topic: optimal Lags in ARLI Model
Replies: 6
Views: 7107

Re: optimal Lags in ARLI Model

Great. Thank you very much for all your help.
by CDN123
Tue Apr 12, 2016 11:43 am
Forum: Programming
Topic: optimal Lags in ARLI Model
Replies: 6
Views: 7107

Re: optimal Lags in ARLI Model

Thanks this is great. I understand now. One last thing. I want to have my data in first differences for the forecast. Can I enter my dependent and independent variables in first differences into the automatic ARDL option and determine the max number of lags and then use the forecast button to see th...
by CDN123
Tue Apr 12, 2016 7:08 am
Forum: Programming
Topic: optimal Lags in ARLI Model
Replies: 6
Views: 7107

Re: optimal Lags in ARLI Model

Thanks. I found the option for the ARDL model. I would only like to include lagged values of the indicator and it seems to want to include a t=0 term as well. Also, is it possible to estimate this model with all the variables in first differences and then forecast in levels. My data is not stationar...
by CDN123
Tue Apr 12, 2016 6:25 am
Forum: Programming
Topic: optimal Lags in ARLI Model
Replies: 6
Views: 7107

optimal Lags in ARLI Model

Hi I am a new eviews user and still becoming familiar with the program. I would like create an autoregressive leading indicator model, which contains lagged terms of the dependent variable (the variable being forecasted) and lagged terms of the leading indicator. Is there a program that can be used ...

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