Search found 2 matches
- Mon Apr 17, 2017 8:35 am
- Forum: Econometric Discussions
- Topic: Guidance about Forecasting
- Replies: 2
- Views: 3889
Re: Guidance about Forecasting
You need to make a holdout sample, through altering the date of your data. Then after estimating equation you can click to forecast as one of the options at the top of the box containing the regression
- Mon Apr 17, 2017 8:02 am
- Forum: Econometric Discussions
- Topic: Engle Granger and Error Correction Model coursework
- Replies: 0
- Views: 3372
Engle Granger and Error Correction Model coursework
I'm a 3rd year Economics student and I have some coursework where I'm using an Engle-Granger two step model and include an error correction model if necessary, to test whether expectations theory holds (Whether there's a relationship between long and short run interest rates), however I am a bit stu...
