Search found 8 matches
- Fri Sep 13, 2013 10:06 pm
- Forum: Econometric Discussions
- Topic: interpret unit root test
- Replies: 1
- Views: 9462
interpret unit root test
I have 3 times for unit root, firstly is intercept, secondly is intercept and trend, lastly is none. What will happen, if intercept is stationary, but the others are non-stationary. And how can i interpret this test at critical 5% values? 1.Intercept Null Hypothesis: MINT has a unit root Exogenous: ...
- Sat Aug 31, 2013 8:33 am
- Forum: Estimation
- Topic: how to use RMSE
- Replies: 1
- Views: 2975
how to use RMSE
I've wonder that where i can find RMSE method in Eviews. Pls tell me as soon as possible Thank you so much.
- Tue Jul 16, 2013 10:57 pm
- Forum: Econometric Discussions
- Topic: Interpret Correlogram
- Replies: 0
- Views: 4797
Interpret Correlogram
I want to know, How to interpret this correlogram? How many ARIMA model and what is the number of p and q for ARIMA? Thanks
- Mon Jul 15, 2013 8:56 am
- Forum: Estimation
- Topic: ARIMA(2,1,1)-GARCH(1,0)
- Replies: 1
- Views: 3505
ARIMA(2,1,1)-GARCH(1,0)
I would like to know, how can i type an equation of ARIMA(2,1,1)-GARCH(1,0) and what method for this equation? Can i use ls method? How about an equation for ARIMA(2,1,1)-GARCH(1,1) and ARIMA(2,1,1)-GARCH(2,1) Thank you.
- Fri Jul 12, 2013 1:42 am
- Forum: Estimation
- Topic: ARIMA (2,1,1)
- Replies: 7
- Views: 8566
Re: ARIMA (2,1,1)
Can i put the independent variables after ma(1)? For example d(y) c x ar(1) ar(2) ma(1) df dg dh.
- Fri Jul 12, 2013 12:11 am
- Forum: Estimation
- Topic: ARIMA (2,1,1)
- Replies: 7
- Views: 8566
Re: ARIMA (2,1,1)
i got it. Thanks
- Thu Jul 11, 2013 8:12 am
- Forum: Estimation
- Topic: ARIMA (2,1,1)
- Replies: 7
- Views: 8566
Re: ARIMA (2,1,1)
thank you, but i want to know, why i have to type ar 2 times. I'm so confused.
- Thu Jul 11, 2013 8:08 am
- Forum: Estimation
- Topic: ARIMA (2,1,1)
- Replies: 7
- Views: 8566
ARIMA (2,1,1)
If my arima model is 2,1,1, What i should type in my estimate equation for run this model or equation
