Search found 3 matches
Search found 3 matches • Page 1 of 1
- Thu Mar 11, 2021 4:29 pm
- Forum: Econometric Discussions
- Topic: Using non stationary independent variables
- Replies: 0
- Views: 687
Dear Time Series/Regression Experts: Is it econometrically sound/okay to use non-stationary independent variables in a time-series (ols) regression? Here's the following delimma/options using the same starting raw/untransformed original data series: 1. I have a regression whereby the dependent varia...
- Sat Feb 20, 2021 11:22 am
- Forum: Estimation
- Topic: Forecasting with VECM Model
- Replies: 2
- Views: 352
Hi, i have two variables - hpi and sp500. My training data set is from 2011m2 to 2019m12. Using a VAR VECM model I am trying to forecast hpi from 2020m1 through 2020m11. I already have the forecasts for sp500 through 2020m11. But I keep getting this error in Eviews (see attached). Please advice. evi...