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Hi there, I was wondering how to approach predicting the length an individual/observation is in a specific process. Basically, I have a dataset which contains a positive number of days that an individual is in a process, which I am trying to predict. This lead me fairly quick to modelling count data...

Hi there, I have a question about the paper by Diebold and Li (2006). They estimated a time-series of three factors subsequently they want to forecast these parameters to forecast the yield curve. I have exactly the same estimated factors, however, when I want to forecast the factors I get different...

Hi there! I have a question concerning the interpretation of the results of my probit model. I have estimated a probit model with only a constant and 1 lagged regressor for mutiple lags of this regressor. So simply said Y = a + B*X[i-k] for several k,s and my dependent variable is binary. Now when I...

Greeting to you all I was wondering the following: I want to fit a VAR model to two time series. I would like to base the model on part of the data and subsequently use the model to make a forecast of the last few months of my data. Now I'm wondering if there is some kind of rule of thumb of how muc...