Search found 11 matches

by zelenaboja
Sat Apr 01, 2017 3:42 am
Forum: Econometric Discussions
Topic: Cointegration, unit root, stationarity, reliable data?
Replies: 0
Views: 2932

Cointegration, unit root, stationarity, reliable data?

hi, can someone tell me if the results of my equations are valid considering the nonstationary variables, and ADF test for residuals, which says that residuals are stationary. My variables are: log_audnzd log_tot_ratio log_invest_ratio bond log_cpi_ratio log_audnzd is my dependent variable, all othe...
by zelenaboja
Mon Mar 27, 2017 9:31 am
Forum: Estimation
Topic: Behavioral equilibrium exchange rate model -BEER
Replies: 1
Views: 3176

Re: Behavioral equilibrium exchange rate model -BEER

I am also having a problem with calculating BEER. This is not a software issue, I would appreciate if someone could tell me is that the right way of calculating BEER... I've picked several variables and obtained their coefficients...dependent variable is the exchange rate, in my case AUDNZD... so I ...
by zelenaboja
Sat Feb 18, 2017 2:32 pm
Forum: Data Manipulation
Topic: forecasting ARIMA
Replies: 4
Views: 4641

Re: forecasting ARIMA

thanks...did it...didn't know that function..thought I first needed to generate series....
I got what I needed, thanks.
by zelenaboja
Sat Feb 18, 2017 2:25 pm
Forum: Data Manipulation
Topic: forecasting ARIMA
Replies: 4
Views: 4641

Re: forecasting ARIMA

I first genererate lclose with GEN lclose=log(close)
and then i generate dlclose=d(lclose)

The program doesn't allow me to generate series called d(lclose)....that is the problem, because I can't write d(lclose)=d(lclose)
by zelenaboja
Sat Feb 18, 2017 10:34 am
Forum: Data Manipulation
Topic: forecasting ARIMA
Replies: 4
Views: 4641

forecasting ARIMA

Hi, I am trying to get the same picture as it is in Gujarati's book (Econometrics by Example, 1st edition), page 274. I am using the datafile 13.6, I generate first difference of the lnclose (as instructed in the text) and I estimate this equation: dlclose c ar(4) ar(22) ma(4) ma(22) and get these r...
by zelenaboja
Wed Feb 15, 2017 12:21 pm
Forum: Data Manipulation
Topic: Calculating eigenvalues
Replies: 8
Views: 7416

Re: Calculating eigenvalues

Sure. I have these two pages.. on the start there is a file. I want to obtain eigenvalues, in order to get k, which tells me about multicolinearity.

Image

Image
by zelenaboja
Sun Feb 12, 2017 2:25 am
Forum: Data Manipulation
Topic: Calculating eigenvalues
Replies: 8
Views: 7416

Re: Calculating eigenvalues

in order just to learn how to use E-views..
by zelenaboja
Sat Feb 11, 2017 6:18 am
Forum: Data Manipulation
Topic: Calculating eigenvalues
Replies: 8
Views: 7416

Re: Calculating eigenvalues

if you mean on the book name, it is Basic Econometrics, 5th international edition, page 358. I want to calculate condition number k, in order to check multicolinearity...
Image

it says, for the example in 7A.5....
by zelenaboja
Wed Feb 08, 2017 11:19 am
Forum: Data Manipulation
Topic: Calculating eigenvalues
Replies: 8
Views: 7416

Calculating eigenvalues

Hi, can you tell me how should I obtain eigenvalues? I am using table 2.1, I estimate equation lnoutput c lncapital lnlabor and I obtain these results https://s23.postimg.org/ndt015qwb/cobdouglas.jpg Gujarati's books says that I should get maximum value of 187.5269 and the lowest eigenvalue of 3.786...
by zelenaboja
Thu Jan 26, 2017 8:58 am
Forum: Estimation
Topic: Problem with AR/Estimation
Replies: 3
Views: 5627

Re: Problem with AR/Estimation

I want to obtain values exactly like in the book.
How can I do it? I tried in the options sections....and got this, very close to the book's values...
but can u specify exactly how shoud I set it up...or tell me where to look.
Thanks.
Image
by zelenaboja
Thu Jan 26, 2017 4:34 am
Forum: Estimation
Topic: Problem with AR/Estimation
Replies: 3
Views: 5627

Problem with AR/Estimation

hi, I am having a problem obtaining the same results as those int he Damodar Gujarati book. Do not know where is the problem. I am using the excel in an attachment; E-views 9.5 student version. in the equation I put "pce c pdi ar(1)" https://s30.postimg.org/mci2651ch/Eviews_pce.jpg 1. In t...

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