Search found 18 matches
- Tue Dec 31, 2013 4:11 am
- Forum: Econometric Discussions
- Topic: why is r square value low when data is differenced
- Replies: 0
- Views: 1674
why is r square value low when data is differenced
i have this table from an analysis i did on my data in eviews model 1.AR(2) AIC =13.57141 SIC = 13.61367 r-square=0.910038 DW= 2.023601 2.ARIMA(3,1,2) AIC =13.52903 SIC = 13.59987 r-square=0.159654 DW= 1.954061 3.D(prod,1,12) ar(1) sma(12) AIC =13.36215 SIC = 13.39133 r-square=0.619516 DW=1.995781 q...
- Wed Dec 25, 2013 6:54 am
- Forum: Programming
- Topic: creating weekly and semi annual dummies with @expand
- Replies: 32
- Views: 24395
Re: creating weekly and semi annual dummies with @expand
thanks gareth i have done first differencing and seasonal first differencing on my data. i have selected my best model for my first difference data and also selected a model for my seasonal first differenced data. i have used the models to forecast for a 4 month period outside my range. my question ...
- Wed Dec 25, 2013 6:52 am
- Forum: Programming
- Topic: creating weekly and semi annual dummies with @expand
- Replies: 32
- Views: 24395
Re: creating weekly and semi annual dummies with @expand
thanks gareth i have done first differencing and seasonal first differencing on my data. i have selected my best model for my first difference data and also selected a model for my seasonal first differenced data. i have used the models to forecast for a 4 month outside my range. my question is how ...
- Tue Dec 24, 2013 2:55 am
- Forum: Programming
- Topic: creating weekly and semi annual dummies with @expand
- Replies: 32
- Views: 24395
Re: creating weekly and semi annual dummies with @expand
when i copy the correlogram graph into msword, it doesnt show the bars of the ACF AND PACF but it shows it as " * ".
how do i copy it into microsoft word for it to show the bars of the ACF and PACF
how do i copy it into microsoft word for it to show the bars of the ACF and PACF
- Sat Nov 30, 2013 11:46 am
- Forum: Programming
- Topic: creating weekly and semi annual dummies with @expand
- Replies: 32
- Views: 24395
Re: creating weekly and semi annual dummies with @expand
is it possible to generate a table of AIC values for my equations equation arma01.ls y c ma(1) equation arma02.ls y c ma(1) ma(2) equation arma03.ls y c ma(1) ma(2) ma(3) equation arma10.ls y c ar(1) equation arma11.ls y c ar(1) ma(1) equation arma12.ls y c ar(1) ma(1) ma(2) to equation arma33.ls y ...
- Tue Nov 12, 2013 12:10 pm
- Forum: Programming
- Topic: creating weekly and semi annual dummies with @expand
- Replies: 32
- Views: 24395
Re: creating weekly and semi annual dummies with @expand
i tried it and it still gives NA
- Tue Nov 12, 2013 11:08 am
- Forum: Programming
- Topic: creating weekly and semi annual dummies with @expand
- Replies: 32
- Views: 24395
Re: creating weekly and semi annual dummies with @expand
thanks guys. i guess i better remove the spaces in the data from excel before i import it
- Tue Nov 12, 2013 10:59 am
- Forum: Programming
- Topic: creating weekly and semi annual dummies with @expand
- Replies: 32
- Views: 24395
Re: creating weekly and semi annual dummies with @expand
my alpha02 values i copied from excel appear in eviews as follows and its left aligned
6 876
7 194
7 481
7 359
8 316
it doesnt appear as
6876
7194
7481
7359
8316
6 876
7 194
7 481
7 359
8 316
it doesnt appear as
6876
7194
7481
7359
8316
- Tue Nov 12, 2013 10:40 am
- Forum: Programming
- Topic: creating weekly and semi annual dummies with @expand
- Replies: 32
- Views: 24395
Re: creating weekly and semi annual dummies with @expand
it gives me NA as the inputs
also when i imported that same data from excel to eviews it was giving me NA in the cells. But when i copy and paste it,i get my data on eviews in a group with name as alpha01
but series newnumber=@val(alpha01) gives me NA in the cells
also when i imported that same data from excel to eviews it was giving me NA in the cells. But when i copy and paste it,i get my data on eviews in a group with name as alpha01
but series newnumber=@val(alpha01) gives me NA in the cells
- Tue Nov 12, 2013 7:43 am
- Forum: Programming
- Topic: creating weekly and semi annual dummies with @expand
- Replies: 32
- Views: 24395
Re: creating weekly and semi annual dummies with @expand
i copied a set of data from excel cells into my empty worksheet.my data contained numbers. it pasted the data into my worksheet as alpha01. so i presume they are in strings. how do i convert this to numbers and generate a series from my data. i tried series newnumb=@val(alpha01) and it doesnt work c...
- Tue Oct 29, 2013 12:52 am
- Forum: Programming
- Topic: creating weekly and semi annual dummies with @expand
- Replies: 32
- Views: 24395
Re: creating weekly and semi annual dummies with @expand
thank you guys. it worked.
- Mon Oct 28, 2013 12:54 pm
- Forum: Programming
- Topic: creating weekly and semi annual dummies with @expand
- Replies: 32
- Views: 24395
Re: creating weekly and semi annual dummies with @expand
let see if i can explain it better my range is 1952q1 1996q4 180 obs sample is 1953q1 1954q4 8 obs each quarter has GDP Value in a series called GDP My question is how can i pull out the GDP VAlues from my sample 1953q1 1954q4 with an eview command from my range to analyse and name the new series as...
- Mon Oct 28, 2013 8:30 am
- Forum: Programming
- Topic: creating weekly and semi annual dummies with @expand
- Replies: 32
- Views: 24395
Re: creating weekly and semi annual dummies with @expand
i have this obs GDP 1900M1 12 1900M2 15 1900M3 5 . . . . 1990m12 29 i want to generate a new column called newGDP with GDP figures from say 1920m1 to 1925m12 with a command to get something like this obs GDP 1920M1 7 1920M2 10 . . 1925M12 8 I tried this and it gives me newGDP as a vector. smpl 1920m...
- Mon Oct 28, 2013 4:47 am
- Forum: Programming
- Topic: creating weekly and semi annual dummies with @expand
- Replies: 32
- Views: 24395
Re: creating weekly and semi annual dummies with @expand
my GDP data is from 1901m1 to 1910m12 is there a way to generate GDP data from the range say from 1905m1 to 1907m12 without coping it physically from the GDP series i tried smpl 1905m1 1907m12 stom(GDP,newGDP) But it creates it has a vector. is that a way to create it as a series so i used it to dra...
- Fri Oct 25, 2013 2:12 pm
- Forum: Programming
- Topic: creating weekly and semi annual dummies with @expand
- Replies: 32
- Views: 24395
Re: creating weekly and semi annual dummies with @expand
i want to fill out of sample data in my forecast series and standard error series with "na" when i use the forecast command my data is from 1905m1 1905m2 to 1910m12 i want to forecast yhat and yhatse series values for 1906m1 1908m12 using the forecast command so that observations before an...
