Search found 10 matches
- Fri Sep 08, 2023 10:05 am
- Forum: Estimation
- Topic: MIDAS MODELS
- Replies: 5
- Views: 20657
Re: MIDAS MODELS
Thanks Gareth, I am so glad for all your help!!!!
- Fri Sep 08, 2023 9:52 am
- Forum: Estimation
- Topic: MIDAS MODELS
- Replies: 5
- Views: 20657
Re: MIDAS MODELS
Thank you very much Gareth!
Could you tell me where this information is? I'm new to this platform and I don't know where I can find the information you tell me.
As I mentioned, I would like to see the mathematical specification of each model.
Thanks again
Could you tell me where this information is? I'm new to this platform and I don't know where I can find the information you tell me.
As I mentioned, I would like to see the mathematical specification of each model.
Thanks again
- Fri Sep 08, 2023 7:17 am
- Forum: Estimation
- Topic: MIDAS MODELS
- Replies: 5
- Views: 20657
MIDAS MODELS
Hello everyone, I am evaluating the predictive capacity of the MIDAS Models. For this, I have used the MIDAS models that eviews has available, such as PDL/ALMON; GET-MIDAS; and GETS-MIDAS with saturation indicator. I would like to be able to find some bibliography to understand the mathematical foun...
- Fri Sep 08, 2023 2:30 am
- Forum: Programming
- Topic: Nowcasting with partial information into a quarter
- Replies: 1
- Views: 9960
Nowcasting with partial information into a quarter
Hello everybody. I would appreciate your help. I'm currently doing a nowcast, and I'm following this post: https://blog.eviews.com/2020/12/nowcasting-gdp-with-pmi-using-midas-gets.html And this is what I have scheduled (it's all in terms of growth rates): 'keep a list of equation names for easier re...
- Thu Sep 07, 2023 2:39 pm
- Forum: Programming
- Topic: Recursive Forecasts for MIDAS and Bridge Equations
- Replies: 2
- Views: 11068
Re: Recursive Forecasts for MIDAS and Bridge Equations
Thanks! It works so good!
- Thu Sep 07, 2023 10:48 am
- Forum: Programming
- Topic: Recursive Forecasts for MIDAS and Bridge Equations
- Replies: 2
- Views: 11068
Recursive Forecasts for MIDAS and Bridge Equations
Hello! I would like your help. I am developing MIDAS models and Bridge Equations to predict Quarterly GDP with monthly and weekly data. My data starts from 2000Q1 until 2023Q1 (for all the frequencies). I would like to make recursive forecast for the period 2018Q1 - 2023Q1 , but I have no idea how I...
- Thu Sep 07, 2023 10:38 am
- Forum: Programming
- Topic: How to program a MIDAS-AR model in eviews?
- Replies: 2
- Views: 9875
Re: How to program a MIDAS-AR model in eviews?
Thanks so much for your comment!
- Tue Aug 15, 2023 3:16 am
- Forum: Programming
- Topic: How to program a MIDAS-AR model in eviews?
- Replies: 2
- Views: 9875
How to program a MIDAS-AR model in eviews?
Hello! Does anyone know if there is a version of eviews that allows me to estimate a MIDAS-AR model? Currently, I have version 12, but in this version the MIDAS-AR model option is not available. Therefore, I have no idea how to program this type of models in eviews. I would appreciate any comments. ...
- Sat Aug 05, 2023 2:34 am
- Forum: Data Manipulation
- Topic: How to generate different series in the same regression?
- Replies: 2
- Views: 48960
Re: How to generate different series in the same regression?
Hello, thanks so much for your help.The code works very well!
- Fri Aug 04, 2023 2:54 am
- Forum: Data Manipulation
- Topic: How to generate different series in the same regression?
- Replies: 2
- Views: 48960
How to generate different series in the same regression?
Hello! I want to generate three regressions, for each x_{%variables}, but the result of d1, d2, and d3 is modified and they generate the same result in the three new series. My commands are the following: smpl 2018q1 @last %SERIES = "serie1 serie2 serie3" for %variables {%series} for !i=1 ...
