Search found 18 matches

by ray2013
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...
by ray2013
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 ...
by ray2013
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 ...
by ray2013
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
by ray2013
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 ...
by ray2013
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
by ray2013
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
by ray2013
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    
by ray2013
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
by ray2013
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...
by ray2013
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.
by ray2013
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...
by ray2013
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...
by ray2013
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...
by ray2013
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...

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