EVIEWS AR forecasting

preview_player
Показать описание
In this clip I demonstrate how to use EVIEWS for Forecasting
Рекомендации по теме
Комментарии
Автор

Thanks Prof. Becker. I av learnt a lot from your presentation.

niibarnor
Автор

Thanks prof, I have learnt some thing from your presentation

ojokwilfred
Автор

great video me out a for my thesis on hyperbolic discounting :)

farabiahmedulah
Автор

Dear Sir. Thanks a lot for the videos. I'm an MSc student in MBS. I find your videos very helpful since I have very little idea about EViews. Sir I want to know one thing that is if we have out-layers in the sample that we want to omit how can we do it? I mean if the out-layers are in the middle of the sample data, not in the beginning or ending? Thanks in advance. 

kamrulhassansunon
Автор

hi sir. i just want to ask if y c y(-1 to -4) is the same as y c ar(1) ar(2) ar(3) ar(4) in eviews. thanks a lot

jackieurrutia
Автор

thx a lot for the great video Mr. Becker,  
is there a way to keep the length of the estimation period constant, so that eviews would always use the 10 latest datapoints for the estimation?

tzett
Автор

Great tutorial! May I ask, if you used quarterly data adjusted for seasonality and differeced, do you reseasonalize the forecast and undo the differencing?

czjcastillo
Автор

Thanks Prof. Is it possible to use equations created by the VAR system for forecasting? That's to say,  first estimate  the VAR then we go to "Proc" and select "make model" then we get the equations and subsequently we use these equations for forecasting.

elsiddigobaid
Автор

Thank you for this very useful video. I need help with value at risk based garch model. I know the theory but I am wondering how to compute it in Eviews 6.
your advice will be helpful.

fateneclarke
Автор

how to manually calculate the beta coefficient (intercept and the autoregressive coefficients)? by what formula is that to get those beta value sir? thank you

rosianakurniawan
Автор

Ralf,  these are great videos.  I'm really wondering how to populate a forecast into the future.  I understand breaking the full sample into two parts and using the early part to build the model, then test it on the later part of the sample.  What is making me nuts is that I can't figure out how to populate EViews fields from, lets say NOW, out through the next 3 to 6 months or so.  Static seems to work better and I can get it to go forward one month, but then I want to go beyond that and can't seem to figure that part out...  Any help you could offer would be greatly appreciated!  Thanks for the great videos!

kcaron
Автор

Thanks for a good learning video. I have one question where do you get Y(-1 to -4). is it because you have 4 quarters And is it always going to be negative when you are forecasting. Thanks Ralf

Bklyn
Автор

what the relation between the signification of coefficient(-4) and saisonality?

tayloryakuza
Автор

Hi Ralph, thx for the videos, please guide how to check for serial correlation and heteroskedasticity for Panel data in Eviews ? thanks again 

AMFEG
Автор

Dear Prof. Becker, First of all, thank you for your wonderful tutorial video. I have a question for you. I tried to use the static forecast for forecast 4 quarters ahead, but only got one quarter forecast instead. Can you help me with this. My data set is from 1951Q1 to 1978Q2 and I tried to forecast 1978Q3 to 1979Q2, but only had forecast of 1978Q3 data. But if I choose dynamic forecast, there will be no problem to get the forecast value of 1978Q3 to 1979Q2. Can you help me with this? Thank you.

shawnrobert
Автор

Dear Ralph, first off thank you for this great video, very useful and very well explained. Then, I'd like to know what is the difference between uk_cpi and ps_uk_cpi?

elninou
Автор

hello, there is any posibility to write different values for range and sample? For example: the range to be monthly and the sample quarterly.

avrammadalina
Автор

hi
when estimate forecast which data should be used (stationary or non-stationary data)?

alimarseet
Автор

this is a model regression and it isn't a model ar :)).  
model ar : y c ar(1 to 4) 
:)).

vuang