Real time principal components analysis
Posted: Wed Apr 30, 2014 10:09 am
Hi all,
Looking to estimate an output gap using PCA but would like to do create a real-time series.
Anyone know if there is some functionality in eviews for this or whether it requires a program to be written?
Very grateful of assistance,
Jamie
Looking to estimate an output gap using PCA but would like to do create a real-time series.
Anyone know if there is some functionality in eviews for this or whether it requires a program to be written?
Very grateful of assistance,
Jamie