Search found 6 matches

by modeler_ST
Fri Apr 26, 2013 8:04 am
Forum: Estimation
Topic: How to observe the MA() term
Replies: 10
Views: 5485

Re: How to observe the MA() term

Thanks a lot guys for your help. Yes you're right I put a constant first. I wished to have an aswer for both cases actually. I am quite new to eviews so I didn't think that would make a big change. So now I'm putting: equation insolv.ls Y X1 X2 MA(2) series maTerm = resid +c(3)*resid(-2) And the maT...
by modeler_ST
Fri Apr 26, 2013 7:55 am
Forum: Estimation
Topic: How to observe the MA() term
Replies: 10
Views: 5485

Re: How to observe the MA() term

I am not using a constant in my model. And the MA is an MA(2)
by modeler_ST
Fri Apr 26, 2013 7:47 am
Forum: Estimation
Topic: How to observe the MA() term
Replies: 10
Views: 5485

Re: How to observe the MA() term

So in my program, I put:

equation insolv.ls Y X1 X2 MA(2)

series maTerm = resid +c(4)*resid(-2)

However it doesn't seem to work out. The maTerm value is too high.
by modeler_ST
Fri Apr 26, 2013 7:33 am
Forum: Estimation
Topic: How to observe the MA() term
Replies: 10
Views: 5485

Re: How to observe the MA() term

The whole expression.
by modeler_ST
Fri Apr 26, 2013 7:23 am
Forum: Estimation
Topic: How to observe the MA() term
Replies: 10
Views: 5485

Re: How to observe the MA() term

Its value.
by modeler_ST
Thu Apr 25, 2013 5:22 pm
Forum: Estimation
Topic: How to observe the MA() term
Replies: 10
Views: 5485

How to observe the MA() term

Hi, After regressing the following model, Y c X1 X2 MA(2) I wished to verify manually the results in Excel. I have the values of all variables Y, X1, X2 and their coefficients. However I don’t know how to observe the MA(2) term. Do you have any clue ? Thanks a lot I have been looking for it for days...

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