Hi everybody
Do you have already try to program the general to specific selection methodology that mimics Hendry and Krolzig package pcgets?
Is it possible to have a copy?
Or may be do you have some information how to do that?
Thanks a lot
Search found 4 matches
- Thu May 26, 2011 5:53 am
- Forum: Programming
- Topic: general to spefici selection pcgets Hendry
- Replies: 0
- Views: 1712
- Thu May 26, 2011 5:46 am
- Forum: Programming
- Topic: create a pseudo real time database ?? reduce the sample
- Replies: 2
- Views: 3119
create a pseudo real time database ?? reduce the sample
HI everybody, I have a large database (Xt) with a lot of monthly time series. I have estimated various forecasting model with this database. Currently, I would like to evaluate all of the models by transforming my database in a pseudo real time database (I would like to replicate the data availabili...
- Fri Feb 18, 2011 12:46 am
- Forum: Programming
- Topic: Ho to create a subgroup from a global group
- Replies: 2
- Views: 3501
Re: Ho to create a subgroup from a global group
thanks a lot for your help !!
- Thu Feb 17, 2011 5:54 am
- Forum: Programming
- Topic: Ho to create a subgroup from a global group
- Replies: 2
- Views: 3501
Ho to create a subgroup from a global group
Hello, I have created a (global) group with 310 variables. I would like to estimate a stepwise regression based on this grlobal group but I have too much variables in my (global) group for the estimation. So, I would like to create K subgroup (with maximum 30 variables in each K subgroup) and each v...