Search found 4 matches
- Mon Jan 13, 2020 9:38 am
- Forum: Estimation
- Topic: Confidence Intervals for Quantile Regression
- Replies: 1
- Views: 5019
Confidence Intervals for Quantile Regression
Hello, I know I can see a chart of the confidence intervals for various quantile thresholds by going to: View ->Quantile Process->Process Coefficients-> Graph (specifying my level of confidence.) How do I see numerically the upper and lower bound of these intervals? The table, rather than graph, onl...
- Tue Jan 28, 2014 8:59 am
- Forum: Estimation
- Topic: Forecasts as differenced data vs actual data
- Replies: 2
- Views: 3616
Re: Forecasts as differenced data vs actual data
Thank you for your prompt answer. This makes sense now and I could derive the same output as eViews.
- Mon Jan 27, 2014 1:34 pm
- Forum: Estimation
- Topic: Forecasts as differenced data vs actual data
- Replies: 2
- Views: 3616
Forecasts as differenced data vs actual data
I created a model in second differences. My equation is d(y,2) = c + mx + AR(1). If I am working in static space, under "forecast equation," I am given the option to forecast d(y,2) OR y. How is it that when I forecast "y", the second differences of this forecast do NOT equal the...
- Mon Nov 25, 2013 3:45 pm
- Forum: Econometric Discussions
- Topic: VECM lag length after VAR/ADF testing
- Replies: 1
- Views: 4220
VECM lag length after VAR/ADF testing
1) I have three I(1) variables--I tested and found that they were individually I(1) via ADFs on each series. 2) When I run a VAR on LEVELS, I find that the optimal lag length is lag = X. 2a) When I run a VAR on FIRST DIFFERENCES, I find that the optimal lag length is lag = Y. Should I be running my ...
