Estimating residuals in an ARIMA(0,1,1) model
Exactly the same way, but use the difference of the variables, rather than the variables.Here's an EViews program:Code:rndseed 1create u 100series x=nrndseries y=nrndequation e1.ls(ARMA=CLS, Z,...
View ArticleNl GMM help
I am trying to simultaneously estimate two nonlinear equations using GMM. I have entered in the equations but keep receiving 'error 4194303'. Could you please tell me why I am receiving this error and...
View ArticleNl GMM help
Could you provide the workfile, along with the version of EViews and build date (Help->About EViews)?
View ArticleAdd-in for excel 2007 causes excel 2010/2013 to crash
Thank you very much. Both replies are helpful!Student version Eviews8 (my college does not have a license for me to obtain the full version for faculty). June 24, 2014 buildThe have two add-ins. One is...
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Switch Regression Model Problem
Now it works is probably a bug. Sometimes it works sometimes not, changing the series.But I have another question:if i value on a sample of 5000 when i go to estimate the model the odds are up to 5000....
View ArticleUnix time importing
Hi, is there a easy way to import a .csv with unix time?I'm working with bitcoin data for my thesis and I need to make price closes every 5 - 15 - 30 - 60 minutes.The database I'm using can be obtained...
View ArticleAdd-in for excel 2007 causes excel 2010/2013 to crash
Latest version of EViews 8 Student version patch is located here -- try installing it:http://eviewsupdates.s3.amazonaws.com/E ... 062414.exeI don't think I can get the Frontline add-in without buying...
View ArticleUnix time importing
EViews doesn't understand unixtime by default, but it is easy to work around. Bring the file in as you normally would. Then convert the unixtime stamp into an EViews date:Code:series date =...
View ArticleNl GMM help
Would using logged variables instead of the absolute values help? or is this an issue with my data itself?
View ArticleEngle Granger and ECM?
Dear all,I am doing cointegration test between 4 variables, inflation (dependent) exchange rate, interest rate and output (independent). I use the Engle & Granger cointegration test.The...
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Nl GMM help
Okay. But the syntax itself is correct and has no issues right?Thank you very much for your help! I really appreciate it
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