Hello,
I am currently using the student EVIEWS version.
I have 4 quarterly dummy variables. I know that one of them - the quarter 3 dummy - has a trend. How can I allow for a trend in this seasonal coefficient?
Thank you in advance!
Search found 7 matches
- Wed Apr 14, 2010 9:57 am
- Forum: Data Manipulation
- Topic: Allowing for trends in seasonal dummies
- Replies: 1
- Views: 3148
- Thu Mar 11, 2010 11:54 pm
- Forum: Estimation
- Topic: Testing significance of results- please help!
- Replies: 0
- Views: 1892
Testing significance of results- please help!
Hello, I am writing my senior econometrics thesis, and have a problem. I want to test whether 7 values that I forecasted for credit spreads of a bank is SIGNIFICANTLY different from the actual credit spreads that were observed. Is there a way I can test for this significance? I was wondering if a t-...
- Wed Mar 10, 2010 12:47 pm
- Forum: Econometric Discussions
- Topic: Testing significance of results- please help!
- Replies: 0
- Views: 2628
Testing significance of results- please help!
Hello, I am writing my senior econometrics thesis, and have a problem. I want to test whether 7 values that I forecasted for credit spreads of a bank is SIGNIFICANTLY different from the actual credit spreads that were observed. Is there a way I can test for this significance? I was wondering if a t-...
- Mon Mar 08, 2010 4:34 pm
- Forum: Econometric Discussions
- Topic: How to seasonally adjust a series
- Replies: 1
- Views: 4353
How to seasonally adjust a series
Hello, I have data on housing starts. I was wondering how I can seasonally adjust this data by using dummy variables. Do I just create a dummy variable for each month, graph the regression, and then look at the residuals from the estimated regression and the original data? I have a feeling that I ha...
- Wed Mar 03, 2010 2:09 am
- Forum: Econometric Discussions
- Topic: Senior Thesis help - serial correlation in time series
- Replies: 5
- Views: 7335
Senior Thesis help - serial correlation in time series
Hello, I have data on credit spreads for Goldman Sachs (2007-2009, daily). I want to be able to forecast what the spreads would have been had the recent financial crisis had not occurred using macroeconomic data and firm specific data. For example, I run the regression: GoldmanSpreads = c(1)+c(2)ROE...
- Sun Feb 07, 2010 9:03 am
- Forum: Estimation
- Topic: Creating Dummy Variables - Help, please!
- Replies: 3
- Views: 4804
Re: Creating Dummy Variables - Help, please!
I apologize for not specifying further. If you can imagine that in an Excel spreadsheet: column A: Date (from 2000-2009 until A40. Starting in A41, the exact same dates repeat until B79. ) Colmun B: Firm ("GS" all the way until B40. Starting in B41, "BAC" all the way until B79) C...
- Sat Feb 06, 2010 10:10 am
- Forum: Estimation
- Topic: Creating Dummy Variables - Help, please!
- Replies: 3
- Views: 4804
Creating Dummy Variables - Help, please!
Hello, I am using the student version of eviews. I have firm-specific data(asset/debt ratio, ROE, book value) for two firms, BAC and GS. I want a dummy variable to be 1 for GS and 0 for BAC. My question is this: 1. How do I create a dummy variable on EVIEWS for dum_GS=1 for GS and dum_GS=0 if not GS...
