Search found 5 matches
- Fri May 23, 2014 10:43 pm
- Forum: Econometric Discussions
- Topic: Cochrane–Orcutt procedure
- Replies: 3
- Views: 6766
Re: Cochrane–Orcutt procedure
so in this case CO method shouldnt have been implemented? I checked the stationarity matter before but the results are kind of misleading (adf test showed unit root, but kpps test cannot reject the null hypothesys). Anyway, looking at the graphs indicates nonstationarity. Is CO procedure dealing onl...
- Fri May 23, 2014 10:54 am
- Forum: Econometric Discussions
- Topic: Cochrane–Orcutt procedure
- Replies: 3
- Views: 6766
Cochrane–Orcutt procedure
Hi people. I'm trying to estimate potential GDP using a 3-input cobb douglas production function. A first estimation of the linear equation (after taking logs of both sides) shows autocorrelation amongst residuals (dw stat equals ~0.6). After implementing CO procedure (rho=0.6966685366345294), Dw st...
- Sat Apr 19, 2014 11:39 am
- Forum: Econometric Discussions
- Topic: Seasonal adjustment graph
- Replies: 1
- Views: 3673
Seasonal adjustment graph
Hi.
I would like to know if there is necessary to perform seasonal adjustment on employment just by looking on the graphs mentioned below (raw data).
Thanks in advance.
I would like to know if there is necessary to perform seasonal adjustment on employment just by looking on the graphs mentioned below (raw data).
Thanks in advance.
- Sat May 11, 2013 12:46 pm
- Forum: Econometric Discussions
- Topic: large time series database
- Replies: 1
- Views: 3593
large time series database
I know it sounds like a stupid request, but I need some links where I can find large data sets like inflation rate from, let's say, 1880-2010, economic growth, interest rate, gold return, etc. I searched everywhere: eurostat, imf, nber, worldbank, proved to be useless. All I found is this http://sdw...
- Fri May 10, 2013 9:28 am
- Forum: Estimation
- Topic: ACF graph
- Replies: 1
- Views: 9182
ACF graph
Hello guys. I'm using Eviews 7 and I have a question regarding how to plot the AC/PAC into a graph. I'll be glad if somene could help me.
