Reach data of a stochastic simulation for error bounds
Thanks,Any idea for the fan charts ?Regards,R
View ArticleARIMA (2,1,3) - insignificant coefficients?
Hi there,I estimated an ARIMA (2,1,3) model and found that AR(1), AR(2) had both significant coefficients however my MA tests were unexpected - both the MA(2) and MA(3) were significant yet the MA(1)...
View ArticleHeteroskedasticity and Autocorrelation testing in panel data
For autocorrelation use DW statistic in regression output...Eviews offers no test for Heterosck.
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Serial Correation & Heteroskedasticity
Dear GarrethPg. 280 "Panel data analysis using eviews" by I Gusti Ngura Agung (Published by Wiley, 2014) recommends applying Newey west option instead of White as the former is consistent with...
View Articlesigmasq
When I run an ARMA AR(1) model the output lists all of my independent variables and adds one called SIGMASQ. What is this calculating and can it be derived from the data on the printout?
View Articlesigmasq
This is giving the variance of the innovations. One might think it would be very close to the square of the standard error of the regression, but that doesn't seem to be the case.
View ArticleReplace NA with missing
I'm using EViews9, latest build.Is there a way to replace NA values with missing? So replace NA with a period.The error is get is . is not defined in "blah".series fcst_hpi=@recode(fcst_hpi=na,.,fcst_hpi
View ArticleReplace NA with missing
EViews treats NA as missing. What is it that you are trying to accomplish?
View ArticleSerial Correation & Heteroskedasticity
EViews does not have Newey West standard errors for panels
View ArticleHow to enter data into a panel workfile.
Hi!I have panel data set with 65 firms spread over 5 years (2009-2013)The issue that I am facing is that I have to test for heteroscedasticity. As no direct test for het. is available I have to convert...
View Articlestationer in first difference
dear all,i want to do granger causality test, the first step is unit root test.the result is data stastioner in first difference.in the next step is cointegration test which data that i must use.i use...
View ArticleHow to enter data into a panel workfile.
Just double-click the Range word at the top of the workfile and change the structure to unstructured.
View ArticleDicky Fuller Test vs. p-value
HiI am a little bit confused. I want to interpret an AR(1) Model for a financial time series and find out, whether Phi, so coefficient is equal to one (random walk), between one and zero (stationary)...
View Articlenew update is crashing eviews when I run a program
Hi -- the new patch seem to be crashing eviews when I run certain programs -- is there a way to roll back to a previous patch?
View ArticleDicky Fuller Test vs. p-value
If a series follows a random walk, then the AR(1) estimates are biased downward and the distribution of phi is nonstandard. Hence, the Dickey-Fuller test.
View ArticleReplace NA with missing
I would like to replace the NAs in the series with a period. So when I export the series to .csv there won't be any text in the field. It will le me replace it with zero. Just wondering if I can...
View ArticleReplace NA with missing
You can't replace with a period, because a series only contains numeric values. But you might be able to copy the series into an alpha, and replace missings there with a period.
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