Search found 2 matches

by kjb
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...
by kjb
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...

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