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That's what I did so far, but now I would like to compare these results to a transfer function model.

Has anyone written a program to estimate a transfer function model?

Hi! Is there a way to set up a transfer function model in eviews? I couldn't find anythin in the forum nor in the User's guide concerning ARIMAX or transfer function modelling. A description for TF models can be found here: http://www.google.de/url?sa=t&rct=j&q=transfer%20function%20models&a...

The difference between start (%1pers) and end (%1pere) points should be 1 so that you can write the program as follows: ' 1-period-ahead forecast %1pers = @otod(@dtoo(%start)+!i+!window-1) 'start point %1pere = @otod(@dtoo(%start)+!i+!window) 'end point Hi Esther, is this really a one-period-ahead ...

Thank you for this thread! It is so much easier to get into rolling regression and forecasting by examples. It works fine, but if i log my dependent variable, i get the error message: "Overflow in "DO_EQ1.Forecast(F=NA) yf". The forecast for the last period (doing 1 step forecasts) mi...

Thank you, Trubador! I tried transforming the variable the way you described it and in the end I could get rid of the serial correlation by adding more lagged endogenous variables. I would like to estimate seasonally adjusted data as well - the only problem I have is, that I have to forecast the sea...

I am estimating monthly GDP, which works pretty good until I control for the number of working days per month. When I include this variable into the models (AR, DL and ARMA), I get serious problems with autocorrelation in the residuals, the R2 is higher though. Does anybody have an idea why this is ...

Hi there,

is there a way how one can easily compute the ESACF for ARIMA model identification in EViews or do I have to compute it manually?

Thank you,

best regards, dave

Hi there,

I cant print ACFs and cross correlograms in color as a pdf clicking on print / choose pdf creator / ok. It works fine with graphs though.

How can i fix that problem? Screenshots dont look good....

thanks in advance, dave

Thank you for your answer! 1) Through log transformation and a trending variable I controlled for the nonstationarity and it works fine. 2) I thought the estimated coefficients determine the forecast value, don't they? If I had biased estimators the forecast would be biases as well. If i get the lit...

Univariate regression: one regressor.

Multivariate regression: multiple regressors. With four explanatory variables this would be a multivariate model.

nobody there who knows under which assumptions NLS is consistent?

I am looking for a set of assumptions (like Gauss Markov without linearity) which can be checked in the postestimation analysis. So far I just found some not understandable mathematical articles about that.

Thank you for help.

Hi! I am writing my bachelor thesis pursuing a GDP-Forecast in a simple one equation model. Is it suitable to estimate an ADL, e.g. GDP = C + AR(1) + SAR(12) + MA(1) + SMA(12) + Consumption(-1) + TREND model with nonlinear LS? I couldn t find an answer in the EViews manual and on the web. Do you hav...