Search found 5 matches

by gkavcak
Thu Jan 03, 2013 3:01 am
Forum: Econometric Discussions
Topic: Residuals as Independent Variables
Replies: 0
Views: 2119

Residuals as Independent Variables

Hi, I am working on a regression model to estimate sales prices by using 5 independent variables. Before I start to formulize my regression model, I was advised to use "clean" residuals in my main model. I suppose using residuals in the main model is a method to avoid adding to many additi...
by gkavcak
Sun Jun 03, 2012 11:18 pm
Forum: Estimation
Topic: ARIMA model
Replies: 7
Views: 9016

Re: ARIMA model

Use the difference of the log on your regression.
Thanks startz.
by gkavcak
Fri Jun 01, 2012 9:12 am
Forum: Estimation
Topic: ARIMA model
Replies: 7
Views: 9016

Re: ARIMA model

Startz, Actually I found the solution but I have a different problem related with an ARIMA model. Briefly, I have a time series from 2009 to 2012 with monthly freq. I firstly transformed it to logaritmics. Then I checked the correlogram (pic 1) but the graph shows me a non-stationary form. Then I cr...
by gkavcak
Fri May 25, 2012 9:17 am
Forum: Estimation
Topic: ARIMA model
Replies: 7
Views: 9016

Re: ARIMA model

Basically, you just need to include an AR(1) term on the right of a regression, using the D() function on the left. What have you tried so far? Hi Startz, I have a question related with your answer. I have the same problem. I have a ARIMA(1,0,0). I estimated an equation like this... D(euro) = c + A...
by gkavcak
Fri May 25, 2012 8:29 am
Forum: Econometric Discussions
Topic: Forecasting with Single Independent Variable
Replies: 0
Views: 1513

Forecasting with Single Independent Variable

Hi All, I'd like to know whether it is possible to use forecasting of Eviews if the reg. model has the lag(1) of the dependent variable. Looks like.. X = c + trend + X(1) + e For instance, I am using euro as my dependent variable and I want to use lag(1) of euro (no unit root) as independent variabl...

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