Search found 8 matches
- Tue Dec 07, 2010 2:15 pm
- Forum: Econometric Discussions
- Topic: Test seasonal unit root for Monthly Data
- Replies: 3
- Views: 3707
Re: Test seasonal unit root for Monthly Data
Your question has no direct relevance to EViews. Just do your test anyway to detect whether your seasonally adjusted series has seasonal unit root or not. You can then decide how to proceed according to the result of the test. The series may still has seasonal unit root even after it has seasonally...
- Sun Dec 05, 2010 1:52 am
- Forum: Econometric Discussions
- Topic: Test seasonal unit root for Monthly Data
- Replies: 3
- Views: 3707
Re: Test seasonal unit root for Monthly Data
Sorry, can anyone help me with this stupid question? I am really a Eviews beginner.
The data I got from Cansim is seasonally adjusted, so I am not sure do I still need to test the seasonal unit roots? Thanks so much!
The data I got from Cansim is seasonally adjusted, so I am not sure do I still need to test the seasonal unit roots? Thanks so much!
- Thu Dec 02, 2010 11:38 pm
- Forum: Econometric Discussions
- Topic: Test seasonal unit root for Monthly Data
- Replies: 3
- Views: 3707
Test seasonal unit root for Monthly Data
Hi All,
I downloaded some seasonally adjusted monthly data of consumer price index, I am wondering do I still need to test for the seasonal unit roots of the data?
I downloaded some seasonally adjusted monthly data of consumer price index, I am wondering do I still need to test for the seasonal unit roots of the data?
- Mon Oct 04, 2010 6:23 pm
- Forum: Estimation
- Topic: How to get the increase/decrease change of a variable?
- Replies: 5
- Views: 4130
Re: How to get the increase/decrease change of a variable?
I think your model is ill-defined, and the correct approach would be something to what Startz has suggested in your previous post. Regarding to your question, you can generate the series with the following expressions: series inf_positive = (d(inflation_rate)>0)*d(inflation_rate) or series inf_posi...
- Mon Oct 04, 2010 6:22 pm
- Forum: Estimation
- Topic: How to get the increase/decrease change of a variable?
- Replies: 5
- Views: 4130
Re: How to get the increase/decrease change of a variable?
Thanks for your reply, sorry for the confusion, I am just wondering how get a series of "change value of the data", is it just d(inflation rate)?What precisely do you mean by delta (inflation rate)_"positive"?
- Sun Oct 03, 2010 8:23 pm
- Forum: Estimation
- Topic: How to get the increase/decrease change of a variable?
- Replies: 5
- Views: 4130
How to get the increase/decrease change of a variable?
Hi , My model is as below: "Inflation Rate=" c "+ Output gap" +"Import price", I am going to test whether the increase in output gap and the decrease in output gap have the symmetric effect on Inflation rate, so my model becomes two equation, I am going to put these two...
- Fri Oct 01, 2010 6:25 pm
- Forum: Estimation
- Topic: How to use Eviews to test the Asymmetric Response?
- Replies: 2
- Views: 2968
Re: How to use Eviews to test the Asymmetric Response?
Something like ls inflation c (d(outputgap)>0)*d(outputgap) (d(outputgap)<0)*d(outputgap) Hi, Thanks so much for your reply, I tried the (d(outputgap)>0)*d(outputgap), but I got a wrong result, would you mind to explain it in more detail? could you talk to on MSN? mine is "meety_t@hotmail.com&...
- Tue Sep 28, 2010 6:07 pm
- Forum: Estimation
- Topic: How to use Eviews to test the Asymmetric Response?
- Replies: 2
- Views: 2968
How to use Eviews to test the Asymmetric Response?
Hi, I am going to test the relationship between output gap and inflation rate, I want to whether the increase in output gap and decrease in output gap have the same effect on the inflation rate. It seems like I need to use the SURE model. However, I have no idea how to define the model in Eviews, ca...
