Search found 9 matches

by flcardoso
Wed Sep 10, 2014 2:15 pm
Forum: Data Manipulation
Topic: SARIMA constant
Replies: 4
Views: 4466

Re: SARIMA constant

Ok, thank you
by flcardoso
Wed Sep 10, 2014 1:34 pm
Forum: Data Manipulation
Topic: SARIMA constant
Replies: 4
Views: 4466

Re: SARIMA constant

The parameter estimates for a SARIMA model, as the one on page 100 of the Eviews 7 Users Guide II (please refer to it), is in terms of the error ut. I'd like to know if there's a simple way of getting the coefficient estimates in terms of the observed variable. In the guide, it's equivalent to the t...
by flcardoso
Wed Sep 10, 2014 10:45 am
Forum: Data Manipulation
Topic: SARIMA constant
Replies: 4
Views: 4466

SARIMA constant

Hello,

On page 100 of the Eviews 7 User Guide II, eq (4.30) is equivalent to eq. (4.29). Is there a simple way to do that transformation on eviews, e.g. for a SARIMA with ar(1), ar(2), sar(12), ma(1), ma(2), sma(12)?
by flcardoso
Tue Aug 26, 2014 2:06 pm
Forum: Data Manipulation
Topic: Combine Boxplot with Line
Replies: 2
Views: 3122

Re: Combine Boxplot with Line

Got it, thanks!
by flcardoso
Tue Aug 26, 2014 12:25 pm
Forum: Data Manipulation
Topic: Combine Boxplot with Line
Replies: 2
Views: 3122

Combine Boxplot with Line

Hello,

Is there anyway to graph boxplots categorized by @month, and combine this graph with a line for the most recent data?

If not, is there a way to export the boxplot data categorized by month into excel as to combine two different types of graphs?

Best
by flcardoso
Tue May 20, 2014 12:27 pm
Forum: Models
Topic: Model Consistent Expectations
Replies: 0
Views: 4233

Model Consistent Expectations

Hello,

I have read that eviews expects to include stochastic simulations for models containing future value of endogenous variables, as model consistent expectations. Do you have any idea when this might come to be?
by flcardoso
Tue Apr 15, 2014 1:02 pm
Forum: Estimation
Topic: X12 Spec estimation
Replies: 0
Views: 2091

X12 Spec estimation

Hello, I'm trying to use the x12 to remove the seasonal factor using the following spec: transform{ function = auto } regression{ variables = () aictest=(easter td) user = (carnaval) format = "datevalue" usertype = holiday file="c:\users\user\dropbox\documents\documents (3)\Alexandre\...
by flcardoso
Tue Nov 19, 2013 4:33 pm
Forum: Data Manipulation
Topic: Data by identifier
Replies: 2
Views: 2952

Re: Data by identifier

Great, that seems to have worked. Thanks a lot!
by flcardoso
Tue Nov 19, 2013 4:14 pm
Forum: Data Manipulation
Topic: Data by identifier
Replies: 2
Views: 2952

Data by identifier

Hello,

I am working with panel data but I need to select data for specific individuals, e.g. series(USA), such that I have a series I can substract from all other values of another series for all other observations, for example GDP-GPD(USA). How can I do this?

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