Search found 2 matches
- Mon Jan 06, 2020 10:30 am
- Forum: Econometric Discussions
- Topic: Forecasting ARIMA model with 2nd differenced or 2nd order of integration
- Replies: 0
- Views: 8855
Forecasting ARIMA model with 2nd differenced or 2nd order of integration
I am forecasting liquidity (currency in circulation) using eviews-9. unit root test shows 1st difference gives non stationary data series. correlogram indicates I need to take 2nd difference. I haven't found any such literature like this. My questions are: 1. will it give a good forecasting result? ...
- Sat Nov 23, 2019 5:08 am
- Forum: Econometric Discussions
- Topic: ARDL forecasting of inflation in eviews 9
- Replies: 0
- Views: 8727
ARDL forecasting of inflation in eviews 9
I have taken multivariate inflation model for forecasting using ARDL model. first, I test the unit root test 2. then select all variables( inflation, Money supply, Industrial prodn, oil price) >open as VAR> VAR type> vector error correction 3. estimate equation> ARDL 4. WALD test and t-test(bound te...