Search found 3 matches
- Sun Jan 12, 2020 8:09 am
- Forum: Econometric Discussions
- Topic: Error /(Equilbrium) Correction Model Question
- Replies: 0
- Views: 9567
Error /(Equilbrium) Correction Model Question
Dear E-Views Forum Members, I'm using E Views version 11. I have a model where I am looking to estimate the following: - Speed of adjustment - Short run elasticity - Long run elasticity I've had a suggestion to run this model d(y) c d(x(-1)) d(x(-2)) d(y(-1)) d(y(-2)) (y-x)(-1) - How would i look to...
- Sat Jan 11, 2020 4:56 pm
- Forum: Econometric Discussions
- Topic: Lag Selection
- Replies: 3
- Views: 7677
Re: Lag Selection
Ok, will do - how many lags would you suggest for the ARCH test with quarterly data?
- Sat Jan 11, 2020 3:21 pm
- Forum: Econometric Discussions
- Topic: Lag Selection
- Replies: 3
- Views: 7677
Lag Selection
Dear E Views Forum Members, I am currently trying to test whether treasury yields to see if they are a martingale/random walk series, as a precursor leading up to my error correction model. Say i've taken quarterly averages of monthly data (wanted to test at shorter intervals), and i am testing for ...
