Search found 4 matches

by sasha
Fri Nov 15, 2013 7:45 am
Forum: Econometric Discussions
Topic: normalization residual in time series model
Replies: 0
Views: 2143

normalization residual in time series model

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.
by sasha
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...
by sasha
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?
by sasha
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

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