Search found 4 matches

by dy1107
Mon Feb 04, 2013 10:38 am
Forum: Estimation
Topic: Command for the Predicted Value of ∆Yt
Replies: 6
Views: 9058

Re: Command for the Predicted Value of ∆Yt

I found that the variables of interest are nonstationary and integrated of I(1), but they are cointegrated. Can I estimate the equation in levels using OLS? I read somewhere that the equation of cointegrate variables is less likely to produce spurious results. I just wonder whether I can run the ana...
by dy1107
Thu Jan 31, 2013 8:18 am
Forum: Estimation
Topic: Command for the Predicted Value of ∆Yt
Replies: 6
Views: 9058

Re: Command for the Predicted Value of ∆Yt

My first equation in Eviews’ words would be d(y) c d(x) y(-1) x(-1), and I am not sure how I can transcribe the second statistical algorism into Eviews’ words? Do you mean this? - y c equation.fit x d(x). I did but some error message appear about “equation.fit.”
by dy1107
Wed Jan 30, 2013 2:21 pm
Forum: Estimation
Topic: Command for the Predicted Value of ∆Yt
Replies: 6
Views: 9058

Re: Command for the Predicted Value of ∆Yt

I am trying to use the single equation error correction model. Since the long term effect is a ratio of two coefficients, the single equation ECM does not report the standard error and confidence level of the total long term effect of an IV on DV. Thus, I need to estimate the standard error and conf...
by dy1107
Wed Jan 30, 2013 1:20 pm
Forum: Estimation
Topic: Command for the Predicted Value of ∆Yt
Replies: 6
Views: 9058

Command for the Predicted Value of ∆Yt

Please tell me, what Eviews’ command I should use to operate the predicted values of ∆Yt. For example, in STATA, “deltaYhat” is used in the equation for the predicted value of ∆Yt, such as regress y deltaYhat x dif_x. For Eviews, what command should I substitute for deltaYhat. - ls y (??? instead of...

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