Search found 5 matches

by upani
Thu Jan 18, 2018 11:25 pm
Forum: Programming
Topic: Hasbrouck, Gonzalo & Granger common factor
Replies: 2
Views: 4795

Re: Hasbrouck, Gonzalo & Granger common factor

Hi All,

Whether anyone has come out with Hasbrouck, Gonzalo and Granger common factor in E-views?

Regards,
Upananda Pani
by upani
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...
by upani
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
by upani
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...
by upani
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

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