Search found 12 matches

by joaopaulocaetano
Fri Dec 11, 2015 9:57 am
Forum: Programming
Topic: Seasonally adjusted adaptation
Replies: 5
Views: 6645

Re: Seasonally adjusted adaptation

I understood. I'll try to make as you sugestion. Tank you very much.
by joaopaulocaetano
Wed Dec 02, 2015 9:54 am
Forum: Programming
Topic: Seasonally adjusted adaptation
Replies: 5
Views: 6645

Re: Seasonally adjusted adaptation

It is exactly what I'm needing help. I checked the reference manual, but I need help to demonstrate, within the Eviews, how do I enter these holidays specifications. I've tried, but I could not make the inclusion of the information I need to adjust my series.
by joaopaulocaetano
Wed Dec 02, 2015 8:28 am
Forum: Programming
Topic: Seasonally adjusted adaptation
Replies: 5
Views: 6645

Seasonally adjusted adaptation

Good afternoon. Whereas the seasonal adjustment package Eviews (X-12 / X-13) is observed that the calendar effects, which can be added to a time series are related to the dates of the United States and Canada. Obviously if I do a seasonally adjusted and considering these effects, the adjusted series...
by joaopaulocaetano
Tue Aug 25, 2015 11:35 am
Forum: Estimation
Topic: Scenarios and VAR
Replies: 4
Views: 5879

Re: Scenarios and VAR

My friend, I managed to perform the procedure. Thank you very much for your help and knowledge on the subject. Thank you.
by joaopaulocaetano
Tue Aug 25, 2015 10:42 am
Forum: Estimation
Topic: Scenarios and VAR
Replies: 4
Views: 5879

Re: Scenarios and VAR

Eviews 7.0
by joaopaulocaetano
Tue Aug 25, 2015 9:45 am
Forum: Estimation
Topic: Scenarios and VAR
Replies: 4
Views: 5879

Scenarios and VAR

Good afternoon. I would ask of you a great help. I am unable to interpret and troubleshoot scenarios. My difficulty is this: I have a VAR with a dependende and two exogenous variable. After running this model, I now make forecasts with it and then ask for the Eviews build a model with these variable...
by joaopaulocaetano
Thu Jul 30, 2015 6:46 am
Forum: Estimation
Topic: Forecasting from a VAR
Replies: 18
Views: 64005

Forecasting from a VAR

Good morning. About the process of estimation and projection of VAR models, I would get a clarification. When I'm working with monthly or quarterly series, which occurs in most of them there is seasonal processes. In that case, I wonder if when using some series to compose my VAR I need to model bef...
by joaopaulocaetano
Fri Apr 10, 2015 6:42 am
Forum: Econometric Discussions
Topic: Sazonal variables with VAR or VECM
Replies: 0
Views: 2345

Sazonal variables with VAR or VECM

Good morning everyone; I would like to get someone help (Explanation) to work with VAR modeling, considering series with seasonal (quarterly or monthly). I've tried to do some studying, but I'm not absolutely sure you are doing right, so I decided to appeal to here about the correct procedures to mo...
by joaopaulocaetano
Thu Mar 12, 2015 1:22 pm
Forum: Programming
Topic: Forecast from VAR
Replies: 6
Views: 7456

Re: Forecast from VAR

That'S Perfect. Now I understood the mechanism. Thank you very much.
by joaopaulocaetano
Thu Mar 12, 2015 7:02 am
Forum: Programming
Topic: Forecast from VAR
Replies: 6
Views: 7456

Re: Forecast from VAR

I had already looked at the indicated post. The problem is that there we work with models of ARIMA type - adapted to the GARCH version -. In this case, the forecasting process is simple and straightforward in eviews. In my case, I want to forecast values from a VAR (vector autoregressive) which has ...
by joaopaulocaetano
Wed Mar 11, 2015 9:24 am
Forum: Programming
Topic: Forecast from VAR
Replies: 6
Views: 7456

Re: Forecast from VAR

EViews Gareth, Thank you for your help. Now see if you can clarify a methodological issue for me. Imagine that the series of my model are quarterly and will, for example, from 1st quarter 2000 to 4th trim 2014. And made the model, I want to design to the 4th quarter of 2015; my question is this: I n...
by joaopaulocaetano
Wed Mar 11, 2015 5:23 am
Forum: Programming
Topic: Forecast from VAR
Replies: 6
Views: 7456

Forecast from VAR

Good morning everyone. I would like to get you a great help for the realization of a pet. I'm working with vector autoregressive model (VAR) with all procedures performed. My question to this forum is: Can from the built VAR model to estimate future values for miha variable of interest? ie, I, from ...

Go to advanced search