Search found 3 matches
- Tue Sep 13, 2016 6:15 am
- Forum: Econometric Discussions
- Topic: Forecasting with ARDL
- Replies: 1
- Views: 3085
Forecasting with ARDL
Dear Eviews forums, I am using the ARDL model to forecast let's say the gdp of the eurozone with the following variable dep : @pcy(eurozonegdp) indep : @pcy(x1) @pcy(x2) and x3 I use the fit command to do a one-step forecast and was wondering if using the (d) option was a good idea or not? The outpo...
- Thu Aug 04, 2016 5:24 am
- Forum: Estimation
- Topic: Automatic ARIMA Forecasting
- Replies: 3
- Views: 3597
Re: Automatic ARIMA Forecasting
Thanks a lot Gareth!
Is there any way to include MA(X) terms in the ADRL procedure?
Before that, I was using a stepwise regression process to select my variables, but I would prefer to use something more robust.
Is there any way to include MA(X) terms in the ADRL procedure?
Before that, I was using a stepwise regression process to select my variables, but I would prefer to use something more robust.
- Tue Aug 02, 2016 9:05 am
- Forum: Estimation
- Topic: Automatic ARIMA Forecasting
- Replies: 3
- Views: 3597
Automatic ARIMA Forecasting
Dear Eviews users, I am trying to construct a model to predict gdp. As part of this process I want to do an ARIMA model and have thus been drawn to the automatic tool provided by eviews. However, it seems that it only finds the best AR(X) and MA(X) and not the optimal lags for each regressors. Is th...