Search found 2 matches

by bangboo
Thu Apr 09, 2009 1:30 am
Forum: Estimation
Topic: Test for Nonlinear Granger Causality
Replies: 3
Views: 7777

Re: Test for Nonlinear Granger Causality

Hi, I am looking to conduct a test for nonlinear granger causality along the lines of the test in Hiemstra & Jones 1994. - Is there a package (for any programme/language) available that does this? Where can I find it? - If not, how would you proceed in getting that test done? Thanks for your he...
by bangboo
Wed Apr 08, 2009 8:26 pm
Forum: Estimation
Topic: An error about "X-12-Arima seasonal adjustment".For help!
Replies: 1
Views: 4306

An error about "X-12-Arima seasonal adjustment".For help!

Hi, I am a freshman,yesterday ,when I did seasonal adjustment with "eviews 6.0", I met a diffused question. So,I did seasonal adjustment to a time series with month data of 52 observations.Using X-12-Arima model .But in "Arima options" ,when I choosed "select from file "...

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