Search found 4 matches
- 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.
- 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...
- 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...
- 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 ...
