Thank you for the comments and catching the error message.
- Angela
Search found 7 matches
- Wed Sep 03, 2014 4:21 pm
- Forum: Add-in Support
- Topic: BayesLinear - Linear Gaussian model estimated using MCMC
- Replies: 8
- Views: 25112
- Wed Sep 03, 2014 1:19 pm
- Forum: Add-in Support
- Topic: BayesLinear - Linear Gaussian model estimated using MCMC
- Replies: 8
- Views: 25112
BayesLinear - Linear Gaussian model estimated using MCMC
This thread is about the add-in BayesLinear. This add-in estimates a linear Gaussian model using Gibbs sampling. The add-in requests the user input the dependent variable and regressors. The user may select default or custom options for the priors, the number of MCMC draws, and the burn-in sample. T...
- Wed Feb 26, 2014 11:46 am
- Forum: Add-in Support
- Topic: DMtest - Diebold-Mariano Forecast Evaluation Test
- Replies: 32
- Views: 72130
Re: DMtest - Diebold-Mariano Forecast Evaluation Test
Hi Metrix,
Yes, this add-in is for the asymptotic test. I will look into these other suggestions.
Thanks,
Angela
Yes, this add-in is for the asymptotic test. I will look into these other suggestions.
Thanks,
Angela
- Wed Jan 22, 2014 2:37 pm
- Forum: Add-in Support
- Topic: DMtest - Diebold-Mariano Forecast Evaluation Test
- Replies: 32
- Views: 72130
Re: DMtest - Diebold-Mariano Forecast Evaluation Test
Hi ecofin, if the p-value is above your desired significance level, the results indicate that the researcher cannot reject the hypothesis of equal expected forecast error, or forecast accuracy. Hope this helps! - Angela
- Wed Jan 22, 2014 2:32 pm
- Forum: Add-in Support
- Topic: DMtest - Diebold-Mariano Forecast Evaluation Test
- Replies: 32
- Views: 72130
Re: DMtest - Diebold-Mariano Forecast Evaluation Test
Hi Annibal,
Thanks for bringing this to attention. The file has been updated and uploaded so this shouldn't be an issue anymore.
Let me know if there's anything else,
-Angela
Thanks for bringing this to attention. The file has been updated and uploaded so this shouldn't be an issue anymore.
Let me know if there's anything else,
-Angela
- Mon Jan 20, 2014 4:18 pm
- Forum: Add-in Support
- Topic: DMtest - Diebold-Mariano Forecast Evaluation Test
- Replies: 32
- Views: 72130
DMtest - Diebold-Mariano Forecast Evaluation Test
This thread is about the add-in DMtest. This add-in carries out Diebold and Mariano's (1995) test for the equality of forecast accuracy of two forecasts. The add-in requests the user to input 2 equation objects, the forecast sample, and to select a loss function (squared or absolute). The output is ...
- Fri Dec 20, 2013 4:38 pm
- Forum: Add-in Support
- Topic: JennrichCorr - Jennrich Correlation Equality Test
- Replies: 0
- Views: 7509
JennrichCorr - Jennrich Correlation Equality Test
This thread is about the add-in JennrichCorr . This add-in carries out Jennrich's (1970) test for equality of correlation matrices. The user inputs a group object which is tested against an already opened group object. To carry out this test from the command line, type "group1.JennrichCorr gro...