Search found 7 matches

by Lucky Otegheri JP
Wed Dec 30, 2009 10:21 am
Forum: Estimation
Topic: HOW CAN I CONVERT AN EQUATION TO EVIEWS COMMAND
Replies: 0
Views: 2073

HOW CAN I CONVERT AN EQUATION TO EVIEWS COMMAND

Please how can I convert this equation to an Eviews command (T-t)-1 P*t = ∑ γ (k+1) Dt+k + γT-t PT k=0 WHERE (k+1) and (T-t) are superscripts and (t+k) is a subscript P*t is to be calculated, Value of PT is known, series D is known, while γ is also known Kindly heeeeeelp me. I need your kind and mag...
by Lucky Otegheri JP
Fri Dec 18, 2009 6:48 pm
Forum: Data Manipulation
Topic: Exponentially Weighted moving average
Replies: 6
Views: 17057

Re: Exponentially Weighted moving average

Sir, What I am requesting for is that I need to set the command for the estimation and forecast periods (or windows). If my sample is 2008m01 2008m12, and I want to use 2008m01 2008m07 for estimation and 2008m08 2008m12 as my forecast periods, then how do I set it in the command that you have given ...
by Lucky Otegheri JP
Thu Dec 10, 2009 9:13 pm
Forum: Data Manipulation
Topic: Exponentially Weighted moving average
Replies: 6
Views: 17057

Re: Exponentially Weighted moving average

How do I set the estimation period and the forecast period in the above command? Is the scalar alpha 0.3 the weight? Can I then alter it to .5, .7 and .9 as different weights? Does the @last represent the forecast period? Please I need very urgent help. Thanks
by Lucky Otegheri JP
Tue Dec 01, 2009 8:56 am
Forum: Data Manipulation
Topic: Data Transformation from Weekly to Quarterly
Replies: 2
Views: 4328

Re: Data Transformation from Weekly to Quarterly

Thank you Sir, it worked right. Am grateful.
by Lucky Otegheri JP
Sat Nov 28, 2009 10:44 pm
Forum: Data Manipulation
Topic: Data Transformation from Weekly to Quarterly
Replies: 2
Views: 4328

Data Transformation from Weekly to Quarterly

How can I transform the Weekly data that I am using for my work to Quarterly Data on EViews? I want to check for seasonality. Please some one should graciously help me urgently. Rgds
by Lucky Otegheri JP
Fri Nov 13, 2009 9:45 pm
Forum: Estimation
Topic: Historical Mean Model
Replies: 0
Views: 2691

Historical Mean Model

Please I wish to use the historical mean model to do volatility estimation/forecasting of my time series data. I am unable to find this model in the Eviews menu, unlike the MA, REG, ARCH models. Please what should I do? Please I need urgent help from anyone. Thank you in advance
by Lucky Otegheri JP
Thu Nov 05, 2009 9:36 am
Forum: Data Manipulation
Topic: Random Walk Forecasting with EViews
Replies: 0
Views: 3429

Random Walk Forecasting with EViews

Please how can I use EViews to estimate and forecast the Random walk volatility model with its output containg MAE, MAPE, RSME, Theil Inequality coefficient error statistics?
Rgds
Lucky

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