hello
I was running arima and arfima model for forecasting index, but the residuals weren't normal, what do I do for normalization?
best regards.
Search found 4 matches
- Fri Nov 15, 2013 7:45 am
- Forum: Econometric Discussions
- Topic: normalization residual in time series model
- Replies: 0
- Views: 2143
- Thu Aug 08, 2013 7:23 am
- Forum: Estimation
- Topic: ARFIMA model
- Replies: 0
- Views: 2155
ARFIMA model
hello I want to compare arima and arfima model in predicting index. in arima model because of static forecast i can compare actual data with the forecasted data. in arfima model after fracdiff and writing the equation,i can do dynamic forecast. how can i compare this with actual data? how can return...
- Mon Aug 05, 2013 2:00 pm
- Forum: Add-in Support
- Topic: fonction fracdiff
- Replies: 4
- Views: 7223
Re: fonction fracdiff
thanks for your reply, you mean i cant do arfima model in eviews at all or static forecasting cant be done.what should i do?
should i use another software?
should i use another software?
- Mon Aug 05, 2013 8:28 am
- Forum: Add-in Support
- Topic: fonction fracdiff
- Replies: 4
- Views: 7223
Re: fonction fracdiff
hello
I use arfima model.I used fractional difference add-in and i write a equation with the fracdiff data.
how can do static forecast with the new data?
please answer.thanks alot
I use arfima model.I used fractional difference add-in and i write a equation with the fracdiff data.
how can do static forecast with the new data?
please answer.thanks alot
