Search found 2 matches

by kosovard
Fri Nov 19, 2010 4:33 am
Forum: Estimation
Topic: ECM Forecast
Replies: 1
Views: 2282

Re: ECM Forecast

Problem solved, note that I have re-specified my model which was wrong.

Tanks
by kosovard
Thu Nov 18, 2010 1:09 pm
Forum: Estimation
Topic: ECM Forecast
Replies: 1
Views: 2282

ECM Forecast

Hi! I apologize for my bad english... I am trying with eviews 7 and with a ECM method to "forecast" a variable. Here is the model: LT relationship: log(y)=a+b.log(x) +Ut ST relationship: dlog(y)= c + e.dlog(y-1) + f.(Ût-1) + EPSILONt putting LTequation into ST equation I find log(y)=c+ (a+...

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