Search found 2 matches
- Mon Feb 23, 2009 6:33 am
- Forum: Estimation
- Topic: Autocorrelation in Eviews
- Replies: 3
- Views: 9091
Re: Autocorrelation in Eviews
QMS Gareth, I followed your suggestions but still found differences in the Eviews generated forecasts (static and dynamic) versus the Excel generated one. If you send me an email address, I will send you the details. You have my email address. Alternatively, you can tell me where to send the details...
- Thu Feb 19, 2009 9:16 pm
- Forum: Estimation
- Topic: Autocorrelation in Eviews
- Replies: 3
- Views: 9091
Autocorrelation in Eviews
I recently ran a model with an AR(1) term in Eviews and in SAS. The coefficients were different. (1) How does Eviews estimate rho and (2) how does it transform data in the presence of an AR(1) term for reruns? In addition, the predicted values from the data and the estimated coefficients are differe...
