Search found 8 matches
- Tue Jan 11, 2011 12:05 pm
- Forum: Estimation
- Topic: how can i get the best ARMA model for my variable?
- Replies: 7
- Views: 6315
Re: how can i get the best ARMA model for my variable?
and which criteria or method would you recomend?
- Tue Jan 11, 2011 11:37 am
- Forum: Estimation
- Topic: how can i get the best ARMA model for my variable?
- Replies: 7
- Views: 6315
Re: how can i get the best ARMA model for my variable?
thanks a lot, by the way, which is the best criterion for choosing an univariate arma model?? is it the Schwarz criterion(the smaller) or the akaike?
- Mon Jan 10, 2011 1:07 pm
- Forum: Estimation
- Topic: how can i get the best ARMA model for my variable?
- Replies: 7
- Views: 6315
how can i get the best ARMA model for my variable?
hello again, I have been reading "introduction to time series and forecasting" by brockwell and davis and i have seen that the last part of the book is a small guide to a program called ITSM, they say it features an option which can give you the best ARMA model for your variable based on t...
- Mon Jan 10, 2011 11:29 am
- Forum: Econometric Discussions
- Topic: how can I estimate a dynamic model?
- Replies: 6
- Views: 5244
Re: how can I estimate a dynamic model?
sorry to cother again, but i have another question, how can i decide which model is better based on the prediction(for the same variable)? which indicator do i have to focus in?
- Mon Jan 10, 2011 11:12 am
- Forum: Econometric Discussions
- Topic: how can I estimate a dynamic model?
- Replies: 6
- Views: 5244
Re: how can I estimate a dynamic model?
I'm sorry, forget about the 20 observations, just estimate a dynamic forecast from my arma model
- Mon Jan 10, 2011 11:10 am
- Forum: Econometric Discussions
- Topic: how can I estimate a dynamic model?
- Replies: 6
- Views: 5244
Re: how can I estimate a dynamic model?
If I estimate an arma(4,8) for my variable using all the observations except the last 20, and then forecast using dynamic forecast with all the observations, do you think that would be ok?
- Mon Jan 10, 2011 10:52 am
- Forum: Econometric Discussions
- Topic: how can I estimate a dynamic model?
- Replies: 6
- Views: 5244
Re: how can I estimate a dynamic model?
i am asked in the previous sections to choose the best univariate model for each variable(exchange rate) i did that using quick-estimate equation- and trying different ARMA models then i had to evaluate the best one using BIC criterion, then (where i am stuck) i am required to "estimate a dynam...
- Mon Jan 10, 2011 10:24 am
- Forum: Econometric Discussions
- Topic: how can I estimate a dynamic model?
- Replies: 6
- Views: 5244
how can I estimate a dynamic model?
hello, i am quite new in using Eviews, and I have been asked to do a project with economic variable, for which, within other staff, i have to estimate a dynamic model regarding one variable( in my case the exchangerate of a country) i am stuck on that step and i was wondering if someone could help m...
