Search found 3 matches

by fatyma
Tue May 24, 2011 2:33 pm
Forum: Econometric Discussions
Topic: ADF- trend and intercept
Replies: 4
Views: 20819

ADF- trend and intercept

Hello, i wanted to ask that when we apply ADF test on eviews, it gives us 3 options, none, intercept and trend, intercept. How can we know that wether to go for trend and intercept or none. Is there any command on eviews through which we can know about our data generating process? Thanks, looking fo...
by fatyma
Mon May 02, 2011 4:40 am
Forum: Econometric Discussions
Topic: ARIMA (0,1,0)
Replies: 3
Views: 6881

Re: ARIMA (0,1,0)

It is very disappointing that no one has replied to my problem not even the eviews moderators. this is extremely astonishing. I wasant expecting this kind of response from eviews moderators
by fatyma
Fri Apr 29, 2011 6:31 am
Forum: Econometric Discussions
Topic: ARIMA (0,1,0)
Replies: 3
Views: 6881

ARIMA (0,1,0)

I have a problem regarding Box jenkins ARIMA method of forecasting I have exports in US dollars at constant prices . There are 50 0bservations. The series was non stationary as indicated by ADF test. Moreover, ACF correlogram has shown a linear decay to zero whereas PACF shows a signifcant spike at ...

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