Search found 7 matches

by naetpenn
Wed Apr 14, 2010 9:57 am
Forum: Data Manipulation
Topic: Allowing for trends in seasonal dummies
Replies: 1
Views: 3148

Allowing for trends in seasonal dummies

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!
by naetpenn
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-...
by naetpenn
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-...
by naetpenn
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...
by naetpenn
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...
by naetpenn
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...
by naetpenn
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...

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