Hi
How do I add a structureal break variable when using cointegratio in eviews? thanks
Search found 14 matches
- Mon Mar 10, 2014 2:51 am
- Forum: Estimation
- Topic: Structural break, cointegration
- Replies: 0
- Views: 1892
- Fri Mar 07, 2014 12:42 pm
- Forum: Models
- Topic: Multiple models - solving
- Replies: 2
- Views: 6024
- Fri Mar 07, 2014 12:42 pm
- Forum: Models
- Topic: VAR model and forecasting
- Replies: 2
- Views: 5795
- Mon Mar 03, 2014 6:05 am
- Forum: Models
- Topic: Multiple models - solving
- Replies: 2
- Views: 6024
Multiple models - solving
Hi
I have three VAR models which I would like to solve so to get the fitted values as series. They have these "_0" suffis. Is there a way to change that so that I don't overwrite the other models when solving for a new one?
I have three VAR models which I would like to solve so to get the fitted values as series. They have these "_0" suffis. Is there a way to change that so that I don't overwrite the other models when solving for a new one?
- Mon Mar 03, 2014 5:54 am
- Forum: Models
- Topic: VAR model and forecasting
- Replies: 2
- Views: 5795
VAR model and forecasting
Hi
I have made a VAR model and made a model object. How do I make out-of-sample forecast? Any links to any tutorials etc.?
I have made a VAR model and made a model object. How do I make out-of-sample forecast? Any links to any tutorials etc.?
- Thu Feb 27, 2014 3:02 am
- Forum: Data Manipulation
- Topic: Dummy in ADF-test
- Replies: 5
- Views: 5515
Re: Dummy in ADF-test
How do I add this add-in?
- Tue Feb 25, 2014 7:35 am
- Forum: Data Manipulation
- Topic: Dummy in ADF-test
- Replies: 5
- Views: 5515
Re: Dummy in ADF-test
Woops - regarding the endogenous test I think I have to look for something lik Zivot Andreas (just what google tells me)
- Tue Feb 25, 2014 7:26 am
- Forum: Data Manipulation
- Topic: Dummy in ADF-test
- Replies: 5
- Views: 5515
Re: Dummy in ADF-test
(Or maybe if there is some kind of endougenous instead of exogenous test that would be better - I think Perron may have done something but I'm not sure)
- Tue Feb 25, 2014 7:24 am
- Forum: Data Manipulation
- Topic: Dummy in ADF-test
- Replies: 5
- Views: 5515
Dummy in ADF-test
Hi
I would like to test for a unit root in a time series but I want to add a dummy variable due to possible structural breaks. Is there anyway to perform this in eviews 7.2?
Thx
I would like to test for a unit root in a time series but I want to add a dummy variable due to possible structural breaks. Is there anyway to perform this in eviews 7.2?
Thx
- Wed Feb 19, 2014 1:26 am
- Forum: Data Manipulation
- Topic: Percentage change over period, annual rate
- Replies: 3
- Views: 6674
Re: Percentage change over period, annual rate
Hi again
I have found a command .pdf and found that @pca does the trick. Thanks for help anyway
I have found a command .pdf and found that @pca does the trick. Thanks for help anyway
- Wed Feb 19, 2014 1:20 am
- Forum: Data Manipulation
- Topic: Percentage change over period, annual rate
- Replies: 3
- Views: 6674
Re: Percentage change over period, annual rate
Hi
Thanks - but I'm not interested in the one-year percentage changes. I'm interested in the one-quarter percentage changes annualized.
Thanks - but I'm not interested in the one-year percentage changes. I'm interested in the one-quarter percentage changes annualized.
- Tue Feb 18, 2014 7:57 am
- Forum: Data Manipulation
- Topic: Percentage change over period, annual rate
- Replies: 3
- Views: 6674
Percentage change over period, annual rate
Hi
Is there any command to find the annualized percentage change over a given period (e.g. % quarter-on-quarter, annual rate). Thx in advance
Is there any command to find the annualized percentage change over a given period (e.g. % quarter-on-quarter, annual rate). Thx in advance
- Tue Feb 11, 2014 8:00 am
- Forum: Data Manipulation
- Topic: frequency conversion won't work
- Replies: 5
- Views: 5165
Re: frequency conversion won't work
Hi - I found this tutorial which solved the problem: http://forums.eviews.com/viewtopic.php?f=7&t=3799
- Tue Feb 11, 2014 4:57 am
- Forum: Data Manipulation
- Topic: frequency conversion won't work
- Replies: 5
- Views: 5165
frequency conversion won't work
Hi I'm pretty new to eviews so I guess is just me who is a newbie. I have a workfile containing two series with different frequencies (monthly and quarterly, respectively). When I made the workfile I chose the frequency to monthly. I would like to convert the quarterly series by "linear: match ...
