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- Mon May 24, 2010 6:39 am
- Forum: Econometric Discussions
- Topic: Non performing loans estimation
- Replies: 1
- Views: 2796
Non performing loans estimation
I am trying to forecast the npl ratio for 2010-2012. I have the data for npl ration from 2001:1 - 2009:12. Unfortunately I am not very good in E-views and it is the first time I am using it.After stationarizing I’ve tried to find the right ARMA model, and the best model I could find was D_npl c ar(2...