Search found 3 matches

by gauvain
Tue Aug 03, 2010 1:56 am
Forum: Programming
Topic: forecasting asymmetric error correction model
Replies: 0
Views: 2016

forecasting asymmetric error correction model

Hi everyone, I am trying to perfom n-period ahead forecasts for an asymmetrc error correction model. Since the error term u (the deviation from long-run equilibrium) and the regime u falls in have to be determined for every step in the forecast I am not sure how to programm this conveniently (Do I f...
by gauvain
Thu May 20, 2010 5:51 am
Forum: Data Manipulation
Topic: boundaries for mid 80% of a distribution
Replies: 1
Views: 2810

boundaries for mid 80% of a distribution

Hi,

I am looking for a command that gives the values of the boundaries for the mid 80% of a distribution of observations. I think that should be the 1st and 9th decile but I can't figure out how to get these values from the Eviews help.

Thank you for your help!
by gauvain
Mon May 10, 2010 8:16 am
Forum: Programming
Topic: lagged difference terms
Replies: 1
Views: 3325

lagged difference terms

Hi, this is part of my program to determine the optimal lag length. for !i=1 to l for !j=1 to m equation {%retail}_!i_!j.ls d({%retail}) resid_{%retail}(-1) c d(ffo(-1 to -!i)) d({%retail}(-1 to -!j)) next Everything works fine using a model without differences. However when I try to use differences...

Go to advanced search