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Hello all, I have 2 time series data series (daily frequency). What tests can I use to understand whether the relationship between them is linear or non linear? In case, the relationship is non linear, what models can I fit to describe that relationship? Are there any tests I can perform for this? T...

Hi, I am trying to forecast copper demand for China using a linear regression model. However the problem seems to be that the model is consistently underestimating the demand and the difference with the actual demand appears to be widening over the years. How can I try to improve my model? I have al...

Hi, I am trying to do a cross sectional analysis of invoice processing for 3 countries. I have x types of invoices for each country. My end objective is to find out which of the factors (independent variables) influence 80% of productivity (no. of invoices processed per person) in each country and t...

Hi, I am trying to run a linear regression with some time series variables. My explanatory variables are correlated probably because of which I am getting wrong signage on coffecients of certain variables. For example, for a regressor which is positively correlated with my dependant variable, I am g...

Hi,

Is there a way by which after running an ARIMA model on a transformed series (log/differenced) I can forecast for the original series.

When I do a Proc Forecast/ Make Model I get forecasts for the transformed series only.

Thanks,
Sreeja

Hi, I am trying to build an ARIMA model in Eviews with GDP data. The data is quarterly and I have 69 observations. On trying to understand whether the data has seasonality I am having the following problem: For the level series, the ACF is showing increasing spikes in intervals of 4, like, s, 4s, 8s...

I have installed an Eviews Add-In in Excel 2010. I am using Eviews 7. However, when I click on "get data" from the eviews add-in I get the following message: "unable to obtain license: licensing has not been configured on this machine" However, my eviews is showing as registered ...

Hi,

I am looking for a way to link an excel database with eviews such that when I update data in excel, the data series in eviews gets updated as well. How can this be done?

Regards,
Sreeja