Search found 17 matches
- Mon Oct 23, 2023 6:29 am
- Forum: Estimation
- Topic: ARIMA robust standard error estimation
- Replies: 1
- Views: 3824
ARIMA robust standard error estimation
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...
- Wed Oct 11, 2023 12:58 pm
- Forum: Estimation
- Topic: SARIMA INTEGRATED FACTORS
- Replies: 6
- Views: 5397
Re: SARIMA INTEGRATED FACTORS
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,...
- Wed Oct 11, 2023 11:08 am
- Forum: Estimation
- Topic: SARIMA INTEGRATED FACTORS
- Replies: 6
- Views: 5397
SARIMA INTEGRATED FACTORS
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...
- Wed Oct 04, 2023 12:48 pm
- Forum: Estimation
- Topic: Calculate RMSE, MAE, MAPE, THEIL
- Replies: 1
- Views: 3729
Calculate RMSE, MAE, MAPE, THEIL
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
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
- Mon Oct 02, 2023 2:17 pm
- Forum: Estimation
- Topic: generate standard errors serie after autoarima
- Replies: 5
- Views: 6328
Re: generate standard errors serie after autoarima
EViews Gareth wrote:In the equation you created, change the optimization method to OPG
Thank you. It seems ok.
- Sun Oct 01, 2023 3:36 pm
- Forum: Estimation
- Topic: generate standard errors serie after autoarima
- Replies: 5
- Views: 6328
Re: generate standard errors serie after autoarima
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...
- Fri Sep 29, 2023 3:00 am
- Forum: Estimation
- Topic: generate standard errors serie after autoarima
- Replies: 5
- Views: 6328
- Fri Sep 29, 2023 2:21 am
- Forum: Estimation
- Topic: generate standard errors serie after autoarima
- Replies: 5
- Views: 6328
generate standard errors serie after autoarima
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...
- Wed May 05, 2021 4:37 pm
- Forum: Estimation
- Topic: Robust standard errors panel data
- Replies: 0
- Views: 17984
Robust standard errors panel data
Hello. I would like to know if is possible to estimate a regression by data panel with robust standard errors, heteroscedasticity and autocorrelation (HAC)
- Wed May 05, 2021 3:06 pm
- Forum: Econometric Discussions
- Topic: Fixed Effects or GMM-System? Panel Data Estimation GDP x Social Spending of Municipalities
- Replies: 4
- Views: 9893
- Wed May 05, 2021 1:42 pm
- Forum: Econometric Discussions
- Topic: Fixed Effects or GMM-System? Panel Data Estimation GDP x Social Spending of Municipalities
- Replies: 4
- Views: 9893
Re: Fixed Effects or GMM-System? Panel Data Estimation GDP x Social Spending of Municipalities
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?
- Tue May 04, 2021 5:11 pm
- Forum: Econometric Discussions
- Topic: Fixed Effects or GMM-System? Panel Data Estimation GDP x Social Spending of Municipalities
- Replies: 4
- Views: 9893
Fixed Effects or GMM-System? Panel Data Estimation GDP x Social Spending of Municipalities
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...
- Tue Apr 06, 2021 3:39 pm
- Forum: Estimation
- Topic: Dummy near matrix error
- Replies: 5
- Views: 4002
Re: Dummy near matrix error
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.
- Tue Apr 06, 2021 2:06 pm
- Forum: Estimation
- Topic: Dummy near matrix error
- Replies: 5
- Views: 4002
Re: Dummy near matrix error
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.
- Tue Apr 06, 2021 3:01 am
- Forum: Estimation
- Topic: Dummy near matrix error
- Replies: 5
- Views: 4002
Dummy near matrix error
Hello. I am estimating a regression between the GDP and social spending of municipalities and I am trying to insert a dummy variable for municipalities in the metropolitan region (municipalities in the metropolitan region = 1; municipalities outside the metropolitan region = 0). But Eviews is displa...