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Hi! Full disclosure: this is part of a homework, but only 1/4th of one of 5 excercises. So here goes: I have two AR(2) time series generated(both are in the attached datafile). Their specifications are: Xt = 0.2 - 0.6Xt-1 + 0.3Xt-2 + et Yt = 0.2 + 0.6Xt-1 - 0.3Xt-2 + et The text of the excercise is ...

I have log data on monthly time series of average gross wages, for Jan 2002 till Aug 2008. I need to figure out the correct ARIMA(p,d,q) model for the annual growth rate of wages. Is there something I need to do, for example a data transformation, before I perform Box-Jenkins modeling?

Thanks!

Thank you!

Hi everyone! I have an ARIMA (2,1,0) that, unfortunately, doesn't have a normal distribution. On the boxplot of the DX series I can see several outliers, which I would like to correct by using dummy variables. How can I see which months in the time series are the outliers? The boxplot doesn't show t...

Thanks! That solved it!

Hello! I need to randomly generate some time series data using EViews. They are as follows: 1) Xt = 0.2 - 0.6 Xt-1 + 0.3 Xt-2 + et Yt = 0.2 + 0.6 Yt-1 - 0.3 Yt-2 + et (sample size 400, the beginning values are to be set to zero, and et is N(0,1)) 2) A trend-stationary time series with the specificat...