Asymmetric ECM
Posted: Wed Feb 12, 2014 3:34 pm
Hey there!
I need ur help guys! I am working on a thesis. The subject is about the asymmetric behaviour of crude and gasoline prices. I already approached an ECM with the model : d(y) c d(y(-1)) d(x) d(x(-1)) u(-1) => that's what I typed in the quick->estimate box.
Now I need an asymmetric ecm, where I have to difference between positiv and negative changes in d(x). I understand the Theorie but I really don't know how to do it in eviews. Is there any case function? Like if... Then?
Please help me! It's urgent! Thank you in advance!
Best regards
I need ur help guys! I am working on a thesis. The subject is about the asymmetric behaviour of crude and gasoline prices. I already approached an ECM with the model : d(y) c d(y(-1)) d(x) d(x(-1)) u(-1) => that's what I typed in the quick->estimate box.
Now I need an asymmetric ecm, where I have to difference between positiv and negative changes in d(x). I understand the Theorie but I really don't know how to do it in eviews. Is there any case function? Like if... Then?
Please help me! It's urgent! Thank you in advance!
Best regards