Hello Eviewers,
kindly share some light on " How to generate confidence intervals from ARIMA models "...
krishna
Search found 2 matches
- Thu Feb 04, 2010 12:57 pm
- Forum: Estimation
- Topic: Confidence Intervals from ARIMA
- Replies: 0
- Views: 1854
- Fri Nov 06, 2009 9:34 am
- Forum: Econometric Discussions
- Topic: Monte carlo for Interest Rate
- Replies: 1
- Views: 3428
Monte carlo for Interest Rate
Hello All,
Let me know if you if there was a way in EViews to " use historical interest rate volatilities to generate the large number of interest rate paths needed to simulate (imitate) interest rate sensitivity using Monte Carlo simulation ".
Let me know if you if there was a way in EViews to " use historical interest rate volatilities to generate the large number of interest rate paths needed to simulate (imitate) interest rate sensitivity using Monte Carlo simulation ".