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Hi all I am working on the paper from Stock and Watson 1998, forecasting inflation. then i follow all the steps and equation( as below regression), it is a forecast of one year horizon using out of sample forecasting method. I have sample data from 1989 to 2018. But I am wondering at view=> forecast...

Hi everyone, i am estimating this equation. However, no matter how many Lags i give to any independent variables they will become not significant (look at p-value) Dependent Variable: CPI_TH12 Method: Least Squares Date: 08/08/19 Time: 19:38 Sample (adjusted): 1988M02 2017M12 Included observations: ...

Hi everyone, i am new to eviews and trying to estimate this equation, for the lag inflation (t-1). Can I key in d(inflation(-1)) on eviews? is the d(inflation(-1)) equal to the lag inflation (t-1) and since the literature doesn't say how many lags we use does it means i can make how many lags i want...

Startz, i know this is too much to ask, but could you take a look of my workfile and point out which log series i should detrend or do anything to make them stationary please?

Thank you Startz. I am trying to remove the trend because the Cpi data has an upward slopping trend. correct me if i am wrong.....from what i learned in class that is non stationary data so we have to make to stationary before estimate equation? Even i did trend and trend squared, residual series st...

the detrended residual series seems to have a trend.

Hi all, i am new to eviews. and i am trying to detrend UK CPI data. it is the pvalue in adf test is smaller than 0.05 and reject the null there is a unit root at Level- trend and intercept test. but after I've generate detrend residual series. i can still see there's trend in residual series. how do...