Search found 2 matches

by Woolsey
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
by Woolsey
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...

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