Search found 3 matches
- Mon Sep 23, 2013 6:28 pm
- Forum: Programming
- Topic: @drop
- Replies: 2
- Views: 3662
@drop
Hi, I want to drop an observation that I think is an outlier from my mnothly time series data. I tried to use '@drop=2009m10' but that didn't work. Could anyone help me, I used EViews 8? Thanks, L
- Mon Aug 26, 2013 11:28 pm
- Forum: Add-in Support
- Topic: ARIMASel (Automatic ARIMA selection)
- Replies: 85
- Views: 214806
Re: ARIMASel (Automatic ARIMA selection)
I've tried that, but the coefficients became insignificant. here is the specification: AR(2) MA(3), SAR(12), SMA(12), differencing 1 and my regression: ls d(y) c AR(2) MA(3) SAR(12) SMA(12). My time series data is from June 2003 to July 2013. what could be the problem? Also, what is the syntax to cr...
- Thu Aug 08, 2013 4:57 am
- Forum: Add-in Support
- Topic: ARIMASel (Automatic ARIMA selection)
- Replies: 85
- Views: 214806
Re: ARIMASel (Automatic ARIMA selection)
Hi, I am new to eviews (using eviews8). How to forecast with ARIMA after getting the the specification from running ARIMSel? For example, for my monthly time series the ARIMASel gave me differencing order 1, ar(1 to 2), ma(1), sra(4) and sma(4). Do I have to run the regression first to perform the f...