Search found 17 matches

by kjd31
Mon Apr 21, 2014 12:57 pm
Forum: General Information and Tips and Tricks
Topic: How do I find coefficients/equations from cointegration test
Replies: 2
Views: 4980

How do I find coefficients/equations from cointegration test

When I run the Johansen Cointegration test where can I see the true coefficients for each variable? The coefficients I see now don't make sense (i.e. are negative when the relationship is clearly positive, and in a normal regression the coefficients are positive). I've determined the two series are ...
by kjd31
Thu Dec 19, 2013 9:21 am
Forum: Add-in Support
Topic: Set Up Using BMA & ExpSmooth Add-Ins
Replies: 3
Views: 9170

Re: Set Up Using BMA & ExpSmooth Add-Ins

What documentation comes with the add-in? When you download the add-in from your website it's just the .aipz file...?
by kjd31
Thu Dec 19, 2013 9:10 am
Forum: Add-in Support
Topic: Set Up Using BMA & ExpSmooth Add-Ins
Replies: 3
Views: 9170

Set Up Using BMA & ExpSmooth Add-Ins

Hi there, I'm looking to install and run the BMA and ExpSmooth add-ins. I'm using EViews 8 64-bit. Currently, I just have R installed on my computer, and have downloaded the files for the forecast package listed under the ExpSmooth add-in. Otherwise, there is no documentation or direction as to how ...
by kjd31
Thu Sep 05, 2013 9:29 am
Forum: Bug Reports
Topic: Eviews 8 64b Can't Print Error "Out of Memory"
Replies: 5
Views: 6963

Re: Eviews 8 64b Can't Print Error "Out of Memory"

No, there are several printers to print from. None of which work
by kjd31
Thu Sep 05, 2013 5:41 am
Forum: Bug Reports
Topic: Eviews 8 64b Can't Print Error "Out of Memory"
Replies: 5
Views: 6963

Re: Eviews 8 64b Can't Print Error "Out of Memory"

"Enterprise Edition - August 27, 2013 build"

What should I do? Thanks
by kjd31
Wed Sep 04, 2013 2:19 pm
Forum: Bug Reports
Topic: Eviews 8 64b Can't Print Error "Out of Memory"
Replies: 5
Views: 6963

Eviews 8 64b Can't Print Error "Out of Memory"

Hi there,

Whenever I try and print anything in EViews 8 64 bit it returns an error "Eviews8_64 Out of Memory." I used to be able to print from within EViews, and can print fine otherwise in other applications so it is not my printer... how do I fix this??

Thank you in advance.
by kjd31
Fri Aug 30, 2013 9:17 am
Forum: Econometric Discussions
Topic: Interpreting "S.E. of regression"
Replies: 1
Views: 3890

Re: Interpreting "S.E. of regression"

Bump!
by kjd31
Wed Aug 28, 2013 6:33 am
Forum: Econometric Discussions
Topic: Interpreting "S.E. of regression"
Replies: 1
Views: 3890

Interpreting "S.E. of regression"

So obviously the "S.E. of regression" varies depending on what type of data you're predicting. When you read a report and it says, "the standard error of this model is 3.2%" for example, how do you get that figure? Do you divide (S.E. of regression)/(Mean dependent var)? Then rep...
by kjd31
Thu Jul 25, 2013 1:44 pm
Forum: Econometric Discussions
Topic: What does "S.E. of Regression" mean exactly?
Replies: 0
Views: 2602

What does "S.E. of Regression" mean exactly?

What does this number mean exactly? More importantly, how do you know if it's a good or bad number. If my SE is 6678 - is that remarkably high? Normal? Depends? I read as long as your SE is less than ~10% of the mean of the dependent variable than it's fine. Further explanation would be great and th...
by kjd31
Thu Jul 25, 2013 11:35 am
Forum: Estimation
Topic: Use to EViews to Determine Optimal Lag for Variables & Trend
Replies: 6
Views: 7574

Re: Use to EViews to Determine Optimal Lag for Variables & T

"For forecasting, the automatic exponential smoothing models built into EViews 8 can do auto-univariate forecasting for you."

How do I set up an "auto-univariate" forecasting? Just run a dynamic model with the dependent variable as an explanatory variable?
by kjd31
Thu Jul 25, 2013 10:10 am
Forum: Estimation
Topic: Use to EViews to Determine Optimal Lag for Variables & Trend
Replies: 6
Views: 7574

Re: Use to EViews to Determine Optimal Lag for Variables & T

It's also spitting out a regression where the forecast is literally identical to the actual values and the R^2=1.0. It can't be that good of a regression... why is it doing this? Thanks again
by kjd31
Thu Jul 25, 2013 10:07 am
Forum: Estimation
Topic: Use to EViews to Determine Optimal Lag for Variables & Trend
Replies: 6
Views: 7574

Re: Use to EViews to Determine Optimal Lag for Variables & T

Great call. But for some variables the regression is using both variable(-1) and variable(-2). Is there anyway to avoid that and have it use only 1 version of the variable - be it lagged 1 month vs. 2 month vs. no lag? I want it to pick the ONE that correlates highest. Thanks for such quick response...
by kjd31
Thu Jul 25, 2013 9:38 am
Forum: Estimation
Topic: Using Census Bureau's X12 ARIMA within EViews
Replies: 2
Views: 8108

Using Census Bureau's X12 ARIMA within EViews

How do I seasonally adjust my data in the same fashion the US Census Bureau does using X12-ARIMA within EViews?

Thanks in advance.

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