Search found 4 matches
- Wed Jul 31, 2013 3:19 am
- Forum: Programming
- Topic: Best ARMA multivariate model
- Replies: 0
- Views: 2990
Best ARMA multivariate model
Hello everyone, The following subroutine searches for the best ARMA model according to Information criteria, taking into account the maximum amount of lags that we want it to analyse, which are specified in the second code, which calls the subroutine: Subroutine: ' subroutine that estimates all arma...
- Tue Jul 30, 2013 6:38 am
- Forum: Programming
- Topic: Rolling forecast more than 1 variable
- Replies: 7
- Views: 10373
Re: Rolling forecast more than 1 variable
Yeah Gareth.
I looked today again at it and I found that in one of the regressors.
Sometimes a good night of sleep changes everything
Thank you
I looked today again at it and I found that in one of the regressors.
Sometimes a good night of sleep changes everything
Thank you
- Mon Jul 29, 2013 9:26 am
- Forum: Programming
- Topic: Rolling forecast more than 1 variable
- Replies: 7
- Views: 10373
Rolling forecast more than 1 variable
Hi everyone, I am trying to perform some rolling forecasts with an equation that include lags of other variables besides the lags of the dependent variable (a multivariate ARMA model I suppose). I am using the code that first code for roll forecasts that is stored in the sample files of Eviews 8. We...
- Mon Jul 22, 2013 5:58 am
- Forum: Programming
- Topic: How to use Eviews sample files?
- Replies: 1
- Views: 2523
How to use Eviews sample files?
I am trying to learn how to program. I am using the example files Eviews has. I go to sample files and copy the equation folder to the Desktop. Then, I open testarma and below "* fill series" I erase what is there and put: read(sheet1,a1) book2.xlsx v. Book2 is an excel file which is in th...