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estar(exponential smoothing transition autoregressive)
Posted: Tue Aug 27, 2013 2:20 am
by eka
I've been looking for ESTAR coefficient and the results appear. but the standard error columns, t-statistics, and probability does not show results. NA word appears in that column. What is happenning?
please help me
Re: estar(exponential smoothing transition autoregressive)
Posted: Tue Aug 27, 2013 8:22 am
by EViews Gareth
EViews doesn't have ESTAR models.
Re: estar(exponential smoothing transition autoregressive)
Posted: Wed Sep 04, 2013 11:26 pm
by eka
EViews doesn't have ESTAR models.
then do you know what software to use ESTAR?
whether further eviews software also does not address the ESTAR models?
thank you so much :D
Re: estar(exponential smoothing transition autoregressive)
Posted: Mon Sep 09, 2013 10:21 pm
by eka
then do you know what software to use ESTAR?
whether further eviews software also does not address the ESTAR models?
thank you so much :D
Re: estar(exponential smoothing transition autoregressive)
Posted: Tue Sep 10, 2013 2:08 am
by trubador
Gareth means that EViews does not have any specific built-in features/commands to estimate STAR models. The following example might give you the idea as to how such models can be estimated in EViews:
http://forums.eviews.com/viewtopic.php? ... 712#p12616