Changes to the Data Generating Process

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

tua32581
Posts: 1
Joined: Mon Jan 06, 2014 7:48 pm

Changes to the Data Generating Process

Postby tua32581 » Mon Jan 06, 2014 7:50 pm

My issue is that I have time-series data that trends nicely except for this last quarter where the data generating process was changed. now some of the estimates don't trend. are there any statistical techniques i can apply to smooth out the data? i only have this last data point using the new data-generating process.

Thanks for your help,

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 2 guests