Search found 2 matches
- 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...
- 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 "...
