Search found 12 matches

by forever12
Thu Jun 17, 2021 4:36 am
Forum: Estimation
Topic: How to calculate standard error series manually?
Replies: 1
Views: 7995

Re: How to calculate standard error series manually?

I have known the reason why they are different.
by forever12
Thu Jun 17, 2021 1:05 am
Forum: Estimation
Topic: How to calculate standard error series manually?
Replies: 1
Views: 7995

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?
by forever12
Tue May 18, 2021 4:37 am
Forum: Programming
Topic: Second seasonal difference code
Replies: 0
Views: 20093

Second seasonal difference code

Who knows the second seasonal difference command in Eviews?
by forever12
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.
by forever12
Thu Jun 20, 2013 1:07 am
Forum: Data Manipulation
Topic: intraday data
Replies: 8
Views: 7255

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?
by forever12
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: 1741

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.
by forever12
Fri Jun 14, 2013 8:54 pm
Forum: Estimation
Topic: How to input the ARMAX model in Eviews?
Replies: 4
Views: 5865

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 :D
by forever12
Fri Jun 14, 2013 2:05 am
Forum: Estimation
Topic: How to input the ARMAX model in Eviews?
Replies: 4
Views: 5865

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...
by forever12
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.
by forever12
Thu Jun 13, 2013 1:43 am
Forum: Estimation
Topic: How to input the ARMAX model in Eviews?
Replies: 4
Views: 5865

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.
by forever12
Wed Jun 05, 2013 12:32 am
Forum: Econometric Discussions
Topic: Is this white noise?
Replies: 2
Views: 3870

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.
by forever12
Sat Jun 01, 2013 9:05 pm
Forum: Econometric Discussions
Topic: Is this white noise?
Replies: 2
Views: 3870

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. :oops: :oops: :oops:

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