Search found 4 matches

by wlai4
Wed Mar 13, 2013 8:46 pm
Forum: Estimation
Topic: Estimating a SUR with quarterley data.
Replies: 1
Views: 2438

Estimating a SUR with quarterley data.

Hi, Im working with about 12 years of quarterley data. I would like to work out a long run trend based on the 12 years of data. I would also like to work out 4 seperate regression models each one based on a specific quarter so that i can stack the 4 regression and do an SUR. Is there a way of doing ...
by wlai4
Wed Feb 20, 2013 6:05 pm
Forum: Estimation
Topic: Problems about DOLS(Dynamic ordnary least square)
Replies: 2
Views: 3188

Re: Problems about DOLS(Dynamic ordnary least square)

Hi, Im using DOLS at the moment so i was just wondering if i need to truncate the data to allow for the leads and lags in my equation. I have read that in order to account for the leads and lags we need to truncate the data first to allow for the leads and lags in our estimation. So if i have data f...
by wlai4
Sat Sep 08, 2012 1:44 am
Forum: Programming
Topic: Deperately seeking rolling forecast help
Replies: 22
Views: 35982

Re: Deperately seeking rolling forecast help

Hi, i have played around with the program lines but i dont think i am getting the correct results. I have attached a file of the program i used to run the one step ahead rolling window forecast with eq.01 been a ARMA23 model. Basically my in sample is 1388 observations from 1/05/2007 6/22/2012 and m...
by wlai4
Sat Sep 08, 2012 12:44 am
Forum: Programming
Topic: Deperately seeking rolling forecast help
Replies: 22
Views: 35982

Re: Deperately seeking rolling forecast help

Hi all, i am very new to eviews and i am trying to do a rolling window one step ahead forecast using a arma23 model and then a garch11 model. in the LOOP program im not too sure how to specify these equations. i see in the discussion that the forecast can be done by simply opening the equation in ev...

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