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I have to do now with OLS. Could you please help me the steps I have to do for OLS estimate?

I mean, firstly do I need to check the unit root test for each time series of dependent variables and independent variable as well? After that, testing the cointegration?

Thank you so much for your help!

Hi all, In the ARIMA model, is it a must to add the constant (c) in the model? Traditionally, ARMA models assume the data has zero mean. You need to either or subtract off the mean or include C. Most people do the latter. An ARIMA model is a little different. The mean of the data automatically disa...

Hi all,

In the ARIMA model, is it a must to add the constant (c) in the model?

Thank you for your help!

BTW, could you please share me the tips and materials fo running seasonal Arima model? I know how to run ARIMA model but I am confused whenever it is seasonal.

I find it already. Thank you very much for your help.

I mean when i logarize the time series and take difference it by the command d(a,0,6) (I do this for the time series to become stationary) the value of the new series now is much smaller in comparison with the original one. After that I use the new series to make a forecast. And I got the result. Th...

No, D(a,6) = (1-L)^6 If you're doing a forecast from an equation, the forecast gives you the option to forecast the original series, xyz. Thank you so much for your help. To be honest, I am not familiar with Eviews. Could you show me how can I choose the option to forecast the original series, xyz?...

ok, you misplaced a parenthesis in your original post. D(a,0,6) = (1-L^6)*a = a-a(-6) where L is the lag operator. Thank you. But I wonder what is the difference between the command D(a,6) and the command D(a,0,6)? I think D(a,6) =(1-L^6)*a = a-a(-6) either. BTW, the result forecasted will be respe...

Are you sure that that is a) an EViews command, or b) you've copied it correctly? It is not a valid EViews command. I copied exactly that example: D(A,0,6)) (with time series A=log(xyz), you can generate 2 times: First one: typing Gen and write the command: A=log(xyz) and Second one: B=D(a,0,6)) I ...

When I run the ARIMA model, I find out that it has seasonal lag. Therefore, I use the seasonal ARIMA. I have a question with it. For example, I read in a SARIMA guiding material, they logarize a time series and find out that the new time series has seasonal factor s=6. They then use the Gen function...