In over my head
Posted: Wed Mar 14, 2012 9:11 am
Hi, I'm a student at university studying forecasting, and I am very much out of my depth when it comes to Eviews. Most of my fellow students had previously done a course in Eviews so I feel very much behind on the subject, as we have been given a coursework based on Eviews with little to no help from the lecturer.
I have looked at numerous help sections and guides to no avail.
Would anybody please be able to point me in the right direction with regards to the following techniques?
The coursework is accompanied by a 2500 word essay which I comfortable researching, it's just the Eviews!
I've been given monthly stock prices from 1960 to 2002:
1) How do I create a log return series?
2) How do I carry unit root tests?
3) How to estimate an AR(p) model, a pure MA(q) model and an ARMA(1,1) model?
4) Produce a forecast (using the last 12 observations).
5) Construct a 95% confidence interval for a two-step ahead forecast from the model.
Any help would be greatly appreciated!
Thanks
Josh
I have looked at numerous help sections and guides to no avail.
Would anybody please be able to point me in the right direction with regards to the following techniques?
The coursework is accompanied by a 2500 word essay which I comfortable researching, it's just the Eviews!
I've been given monthly stock prices from 1960 to 2002:
1) How do I create a log return series?
2) How do I carry unit root tests?
3) How to estimate an AR(p) model, a pure MA(q) model and an ARMA(1,1) model?
4) Produce a forecast (using the last 12 observations).
5) Construct a 95% confidence interval for a two-step ahead forecast from the model.
Any help would be greatly appreciated!
Thanks
Josh