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How to calculate iterative forecasts using VAR(1) model
Hi all, I am using a VAR(1) model to make some predictions. I have estimated my model with OLS, I have both estimates for the...
oltre 9 anni fa | 0 risposte | 0
0
risposteDomanda
Forecasting with VAR(1) model
Hi, Which function would you suggest me to use for generating iterated forecasts with a VAR(1) model ??? Many thanks
oltre 9 anni fa | 0 risposte | 0
0
risposteDomanda
FOR loop and keep every 10th iteration
Hi, I am looking for a tricky command which I can use it inside a 'for' loop which will enables me to allow the loop works in...
quasi 10 anni fa | 1 risposta | 0
1
rispostaDomanda
For loop and omitting every 10th step
Hello, I am doing some Bayesian by running a Gibbs sampler. My issue is that I would like to omit (drop) the draws I get in e...
quasi 10 anni fa | 3 risposte | 0
3
risposteDomanda
Any help how to Backcast ???
Hi guys, Does anyone know how to backcast a time-series lets say with an AR(2) model ?? any link or whatever?? Many thanks...
circa 10 anni fa | 0 risposte | 0
0
risposteDomanda
Calculating coefficients Standard errors for significance test
Hi guys, I have used the Gibbs sampler (Bayesian techinque) and then their posterior mean, to get estimates for my betas. ...
oltre 10 anni fa | 0 risposte | 0
0
risposteDomanda
Desperate help for using the B-spline function !!!
Hi guys, I have a time-series (quarterly GDP) and I would like to smoothing it (de-trend) using the B-spline function.I think...
oltre 10 anni fa | 1 risposta | 0
1
rispostaDomanda
Forecasting with AR(1) model and fixed parameters
Hi guys. Allow me to share my issue with you. I have a variable with 150 observations and I want to generate forecasts with a...
oltre 10 anni fa | 0 risposte | 0
0
risposteDomanda
Warning: Name is nonexistent or not a directory
Hi guys, Every time I run my script I got at the following Warning: "Warning: Name is nonexistent or not a directory: func...
oltre 10 anni fa | 1 risposta | 0
1
rispostaDomanda
Problem reading my results
Dear friends I got the below results but I dont know how to read the (E-..) parts 7.41E-08 4.20E-06 2.34E-05 2.36E-06 9....
oltre 10 anni fa | 2 risposte | 0
2
risposteDomanda
Quadratic time detrending. Any help or code ???
Hi guys!! I have a question. For linearly detrending a time-series you can use the detrend(..) function. If you want to e...
oltre 10 anni fa | 1 risposta | 0
1
rispostaDomanda
Forecasting using AR(p) model with real-time data. NEED HELP !!!!!
Hi there ! I would like to share with you my problem. I want to forecast recursively the next 12 (unknown) observations. I ha...
oltre 10 anni fa | 0 risposte | 0
0
risposteDomanda
Forecasting with an AR(8) model
Hi, I am totally newly in Matlab and I have a question. I have a time series and I want to apply an AR(8) model to forecast ...
oltre 10 anni fa | 1 risposta | 0
1
rispostaDomanda
Can I install the Matlab&Simulink student version (R2013a) in more than one of my PCs??
Hi there Can I install the Matlab&Simulink student version (R2013a) in more than one of my PCs?? Does the license work in ...
oltre 10 anni fa | 1 risposta | 0
1
rispostaHow can I convert a dataset of numbers into a dataset of logarithms of these numbers
I have already imported the dataset using 'Import Data' button and I have the dataset in my workspace with 'Value' <269x195 data...
oltre 10 anni fa | 0
Domanda
How can I convert a dataset of numbers into a dataset of logarithms of these numbers
Hi I have imported an Excel dataset of real-time GDP. Which is a dataset of numbers in a triangular format. So I want to c...
oltre 10 anni fa | 2 risposte | 0