Search found 12 matches
- Thu Jun 17, 2021 4:36 am
- Forum: Estimation
- Topic: How to calculate standard error series manually?
- Replies: 1
- Views: 8001
Re: How to calculate standard error series manually?
I have known the reason why they are different.
- Thu Jun 17, 2021 1:05 am
- Forum: Estimation
- Topic: How to calculate standard error series manually?
- Replies: 1
- Views: 8001
How to calculate standard error series manually?
Hello everyone:
I'm making a model comparison. I use fit command to get the forecast values and _se series, but I get different results by using the formula se=SD/N^0.5. Where is the problem?
I'm making a model comparison. I use fit command to get the forecast values and _se series, but I get different results by using the formula se=SD/N^0.5. Where is the problem?
- Tue May 18, 2021 4:37 am
- Forum: Programming
- Topic: Second seasonal difference code
- Replies: 0
- Views: 20182
Second seasonal difference code
Who knows the second seasonal difference command in Eviews?
- Wed Dec 10, 2014 9:34 am
- Forum: Estimation
- Topic: No value in front of 1-4 lags
- Replies: 1
- Views: 2142
No value in front of 1-4 lags
Hell all,
I was trying to test an ARCH effect for an ARIMA model using Correlogram Squared Residuals, but I found that there was no p-value in front of 1-4 lags,why? I am very worried about it.
I was trying to test an ARCH effect for an ARIMA model using Correlogram Squared Residuals, but I found that there was no p-value in front of 1-4 lags,why? I am very worried about it.
- Thu Jun 20, 2013 1:07 am
- Forum: Data Manipulation
- Topic: intraday data
- Replies: 8
- Views: 7266
Re: intraday data
rumarianna wrote:It's Ok! I've understood how uploading the dataset irregular intraday. thank you very much
Hi,how did you resolve your question?Could you tell me?
- Wed Jun 19, 2013 12:11 am
- Forum: Econometric Discussions
- Topic: how to reset the upper and lower bounds of the default value
- Replies: 0
- Views: 1742
how to reset the upper and lower bounds of the default value
Dear all:
how to reset the upper and lower bounds of the default value(95%) of cross correlation in Eviews? Thanks in advance.
how to reset the upper and lower bounds of the default value(95%) of cross correlation in Eviews? Thanks in advance.
- Fri Jun 14, 2013 8:54 pm
- Forum: Estimation
- Topic: How to input the ARMAX model in Eviews?
- Replies: 4
- Views: 5867
Re: How to input the ARMAX model in Eviews?
EViews Gareth wrote:You did everything correctly.
Really? dear Eviews Gareth,i am a newbee and maybe my question make fun of you,but your confirmation can encourage me to continue to use Eviews,thank you again
- Fri Jun 14, 2013 2:05 am
- Forum: Estimation
- Topic: How to input the ARMAX model in Eviews?
- Replies: 4
- Views: 5867
Re: How to input the ARMAX model in Eviews?
http://www.eviews.com/Learning/timeseries_c.html Dear EViews Gareth: Thanks for your reply, in my examples,i type in equation blank(i don't know its correctness): y c x x1 ar(1) ma(1) ,but the variable coefficient prob. were not significant entirely,so i couldn't follow the next step for testing th...
- Thu Jun 13, 2013 1:57 am
- Forum: Econometric Discussions
- Topic: Is arma model must be with constant term?
- Replies: 0
- Views: 1842
Is arma model must be with constant term?
Dear all:
please allow me to ask a small question if c is must be when input an arma model in eviews? Or can delete it if its p-value is not significant in results? Many thanks.
please allow me to ask a small question if c is must be when input an arma model in eviews? Or can delete it if its p-value is not significant in results? Many thanks.
- Thu Jun 13, 2013 1:43 am
- Forum: Estimation
- Topic: How to input the ARMAX model in Eviews?
- Replies: 4
- Views: 5867
How to input the ARMAX model in Eviews?
Dear all:
I‘m making a ARMAX model with two exogenous variables(e.g.x,x1),y is output series,I have determine the ccf plot between x-y pairs and x1-y pairs, and lag=0 and 1 respectively,then what should i input in eviews for a armax model? please help and guide me.Many Thanks.
I‘m making a ARMAX model with two exogenous variables(e.g.x,x1),y is output series,I have determine the ccf plot between x-y pairs and x1-y pairs, and lag=0 and 1 respectively,then what should i input in eviews for a armax model? please help and guide me.Many Thanks.
- Wed Jun 05, 2013 12:32 am
- Forum: Econometric Discussions
- Topic: Is this white noise?
- Replies: 2
- Views: 3872
Re: Is this white noise?
jason_ll wrote:It doesn't seem white noise. You can tell because the numbers in the "probability" column are so tiny after the second lag...
Typically, white noise should show higher numbers in the column.
You did me a great favor,thank u for ur warm heart again,a good person.
- Sat Jun 01, 2013 9:05 pm
- Forum: Econometric Discussions
- Topic: Is this white noise?
- Replies: 2
- Views: 3872
Is this white noise?
I am running a ADF test in Eviews,the results like the attachment(I(1)),but i don't decide the p and q value for ARMA model?Anyone knows? Is this white noise? How to judge the white noise series in Eviews? I would greatly appreciate the help.