Hi All,
Whether anyone has come out with Hasbrouck, Gonzalo and Granger common factor in E-views?
Regards,
Upananda Pani
Search found 5 matches
- Thu Jan 18, 2018 11:25 pm
- Forum: Programming
- Topic: Hasbrouck, Gonzalo & Granger common factor
- Replies: 2
- Views: 4795
- Wed Sep 28, 2011 6:50 am
- Forum: Econometric Discussions
- Topic: cointegration with autocorrelation problem
- Replies: 0
- Views: 1675
cointegration with autocorrelation problem
Dear All, I am looking for a cointegration relationship between Spot and Future Price of commodites. The problem i am facing follows: 1. After estimating by Engle-Grranger Method, i found that the residuals are stationary at their level I (o), which is required to fulfill the cointegration test. But...
- Mon Sep 26, 2011 7:58 pm
- Forum: Data Manipulation
- Topic: declaring time series data
- Replies: 3
- Views: 3121
Re: declaring time series data
Hi Startz,
Thanks for your reply. My problem is how to declare the data set as time series data.
With sincere regards,
Upananda
Thanks for your reply. My problem is how to declare the data set as time series data.
With sincere regards,
Upananda
- Mon Sep 26, 2011 9:23 am
- Forum: Data Manipulation
- Topic: declaring time series data
- Replies: 3
- Views: 3121
declaring time series data
Dear All, I am new to this forum and also i am using e-views for the first time in my life. I am using daily closing price data for the commodity futures. I will be having 305 trading days in a year. So how to declare as undated data as my data properties (6 days a week + 305 days in one year) is no...
- Tue May 17, 2011 3:55 am
- Forum: Estimation
- Topic: regarding arima functions
- Replies: 1
- Views: 2088
regarding arima functions
Hi All,
This is Upananda from IIT, Kharagpur, India. I am new to the e-views software. I need your suggestion regarding the following problem.
I want to write an equation for estimating ARIMA (2,1, 1) for my model. How do i accomplish this. Please help me.
With sincere regards,
Upananda
This is Upananda from IIT, Kharagpur, India. I am new to the e-views software. I need your suggestion regarding the following problem.
I want to write an equation for estimating ARIMA (2,1, 1) for my model. How do i accomplish this. Please help me.
With sincere regards,
Upananda
