Search found 5 matches

by sven77
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...
by sven77
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...
by sven77
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.
by sven77
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...
by sven77
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.

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