Search found 2 matches
- Sat Jun 02, 2012 6:38 pm
- Forum: Estimation
- Topic: MA(2) intercept question
- Replies: 1
- Views: 1760
MA(2) intercept question
I wish to estimate the following moving average MA(2) model: X_t = theta_0*E_t + theta_1*E_t-1 + theta_2*Et-2, where theta_0 must equal 1. If I put: c MA(1) MA(2) into Eviews, will c be the value of E_t? How am I to interpret the intercept? Is it the standard deviation? Where can I obtain the varian...
- Tue Feb 21, 2012 9:14 am
- Forum: Econometric Discussions
- Topic: Number of Observations Question
- Replies: 0
- Views: 1711
Number of Observations Question
I am currently completing a research project on a certain type of fund. I would like to conduct a time series. It is my aim to analyse the influence of the following on fund performance: 1) the performance of the underlying asset market in which the fund invests 2) the liquidity of the fund, which i...
