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by Mike
Fri Jan 06, 2012 9:20 am
Forum: Econometric Discussions
Topic: equation needed for heteroscedasticity test
Replies: 3
Views: 4343

Re: equation needed for heteroscedasticity test

I see, thanks, I am not an expert ... So, then I would need to transform my forecast from SPSS to Eviews. In SPSS, let's say I found the following seasonal model appropriate ARIMA (1,2,3)(4,5,6) with 12 periods. How to write the equation in Eview? Something like: ls(forecast) c ar(1) i(2) ma(3) sar(...
by Mike
Fri Jan 06, 2012 7:46 am
Forum: Econometric Discussions
Topic: equation needed for heteroscedasticity test
Replies: 3
Views: 4343

equation needed for heteroscedasticity test

any tip is appreciated... I like to test heteroscedasticity using Eview. From another program, I have demand data, forecast data, and forecast errors (residuals). How to formulate my equation in Eviews?? forecast=c(1)+(c2)*demand does work but the residuals do not equal my forecast errors... however...

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