Search found 2 matches
- 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(...
- 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...
