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Hello. I'm doing a study on the applicability of kaldor's laws to some Brazilian municipalities, but I'm having difficulty with the variable productivity of the economy or total factor productivity. In this case, I have the following data, for all municipalities that will be the subject of the study...

Hello. I want to make estimations with robust standard errors. Initially I did a regression with only dummy variables and had the options of covariance coefficients available, among which I chose the Huber-White option. equation: y c @expand(@month,@droplast) But when I insert an autoregressive vari...

https://eviews.com/help/helpintro.html#page/content%2Ftimeser-Estimating_ARIMA_and_ARFIMA_Models_in_EViews.html%23ww203177 Ok. But how i can know if the automatic ARIMA is indicating to me an model with the D = 1 or D = 0? Because the "d" is easy to see considering the dependent variable,...

Hello. Its possible i have an SARIMA model like (1,1,1)(1,0,1)12, or (1,0,1)(1,1,1)12? In other words, have an d = 1, and D = 0, or d = 0, and D = 1? How the integrated factor of seasonal part is represented in automatic arima in eviews, considering the appointed choosen models only apears like (p,q...

Hello,here i am again ´-´. Ii want to know how to calculate the forecast evaluations indicators like as RMSE, MAE, MAPE, THEIL.

I did 4 forecastings (named mod1, mod2, mod3, mod4) and i would like to use these indicators to choose wich of forecastings i will choose.

My original serie is named folha

In the equation you created, change the optimization method to OPG

Thank you. It seems ok.

Can you provide instructions on how to replicate this? I sent the Eviews workfile with the printscreens on the google drive link above. By the way, i sent the Eviews workfile again and the instructions. 1) Open "folha1" file -> proc -> automatic arima forecast (select auto (none/log), est...

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https://drive.google.com/drive/folders/ ... sp=sharing

Hello. I'm doing payroll forecasting exercises and I have a monthly historical series with data between January 2016 and July 2023 (folha1), and I intend to make the forecast for the months of August until December 2023. After doing the autoarima (the result indicated was for a model (0,1)(1,1) as s...

Hello. I would like to know if is possible to estimate a regression by data panel with robust standard errors, heteroscedasticity and autocorrelation (HAC)

Thank you!

Yes, but GDP is my dependent variable (Y) and the types of speding are my X variables. Another question, are autocorrelation and heteroscedasticity also elements for using gmm?

Hello. I am doing a work on the impact of municipal social spending on municipal GDP for the period from 2002 to 2018, and I would like to know if the fixed effects model is sufficient, or if it is necessary to estimate also in GMM and compare the results. My dependent variable is the GDP per capita...

Okay. So is it just discarding the variable? It is not essential for regression, I was just looking to see if it would make any difference whether the municipality was in the metropolitan region or not. Thank you for your attention.

I think so because in the none specification effects or random effects format the error message does not appear. Although the panel data tests (chow, breusch-pagan, and hausman) tell me to estimate the panel in fixed effects.