Search found 5 matches
- 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...
- Sun Jun 03, 2012 11:18 pm
- Forum: Estimation
- Topic: ARIMA model
- Replies: 7
- Views: 9016
Re: ARIMA model
Thanks startz.Use the difference of the log on your regression.
- 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...
- 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...
- 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...
