Search found 12 matches
- 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.
- 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.
- 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...
- 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.
- Tue Aug 25, 2015 10:42 am
- Forum: Estimation
- Topic: Scenarios and VAR
- Replies: 4
- Views: 5879
Re: Scenarios and VAR
Eviews 7.0
- 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...
- 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...
- 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...
- 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.
- 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 ...
- 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...
- 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 ...
