Other Time Series Analysis
Questions and discussions on Time Series Analysis
79 topics • Page 2 of 4 • 1, 2, 3, 4
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- RATS 8.2: Free Trial Version
by moderator » Tue Sep 25, 2012 5:10 pm - 0 Replies
- 2333 Views
- Last post by moderator
Wed Mar 27, 2013 12:39 pm
- RATS 8.2: Free Trial Version
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- Procedures for ARFIMA
by sbriggs » Sat Jul 07, 2012 12:47 pm - 1 Replies
- 408 Views
- Last post by moderator
Sat Jul 07, 2012 7:49 pm
- Procedures for ARFIMA
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- ARDL, Impulse Response and Variance Decomposition
by sanjeev » Tue Jun 19, 2012 2:53 am - 1 Replies
- 491 Views
- Last post by TomDoan
Tue Jun 19, 2012 2:22 pm
- ARDL, Impulse Response and Variance Decomposition
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- Granger Causality & ARDL Models
by TomDoan » Tue Jun 05, 2012 1:30 pm
- 0 Replies
- 1000 Views
- Last post by TomDoan
Tue Jun 05, 2012 1:30 pm
- Granger Causality & ARDL Models
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- how to forecast level and CIs from difference eq using RATS
by anozman » Sat Jun 02, 2012 8:29 am - 6 Replies
- 554 Views
- Last post by anozman
Mon Jun 04, 2012 5:12 pm
- how to forecast level and CIs from difference eq using RATS
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- Naive forecasting problem
by Snow » Sat Jun 02, 2012 3:46 pm - 3 Replies
- 686 Views
- Last post by TomDoan
Sun Jun 03, 2012 2:22 pm
- Naive forecasting problem
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- Why data samples are changing
by anozman » Thu May 31, 2012 9:56 am - 3 Replies
- 368 Views
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Fri Jun 01, 2012 10:48 am
- Why data samples are changing
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- How RATS preduce FITTED values when some inputs are missing
by anozman » Tue May 22, 2012 3:04 am - 4 Replies
- 694 Views
- Last post by anozman
Mon May 28, 2012 3:25 am
- How RATS preduce FITTED values when some inputs are missing
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- Moving Average Prewhitening
by sbriggs » Thu May 17, 2012 11:06 am - 3 Replies
- 428 Views
- Last post by TomDoan
Fri May 18, 2012 12:33 pm
- Moving Average Prewhitening
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- Forecasting based on an ECM
by challenges » Fri Feb 17, 2012 1:59 pm - 1 Replies
- 609 Views
- Last post by TomDoan
Sun Feb 19, 2012 1:33 pm
- Forecasting based on an ECM
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- IRF from the univariate model
by lnw » Thu May 26, 2011 12:22 pm - 9 Replies
- 2532 Views
- Last post by TomDoan
Fri Feb 10, 2012 9:19 am
- IRF from the univariate model
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- Intra-Daily High Frequency Time Series Econometrics Examples
by ac_1 » Sun Feb 05, 2012 10:04 am - 1 Replies
- 1144 Views
- Last post by TomDoan
Sun Feb 05, 2012 11:48 am
- Intra-Daily High Frequency Time Series Econometrics Examples
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- Giacomini-White test
by TWG » Sat Dec 17, 2011 9:33 am - 3 Replies
- 756 Views
- Last post by TomDoan
Tue Dec 20, 2011 10:45 am
- Giacomini-White test
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- Bootstrapping confidence bands for spectrum
by rod1 » Tue Sep 13, 2011 2:36 pm
- 9 Replies
- 1709 Views
- Last post by rod1
Thu Oct 27, 2011 1:01 pm
- Bootstrapping confidence bands for spectrum
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- Unit root tests applied to data with strong seasonality
by alvarezcc » Wed Oct 19, 2011 1:53 pm - 2 Replies
- 1260 Views
- Last post by alvarezcc
Wed Oct 19, 2011 4:59 pm
- Unit root tests applied to data with strong seasonality
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- GMM non-nested tests.
by pete » Fri Dec 04, 2009 4:11 am - 3 Replies
- 1379 Views
- Last post by Tranquyl
Mon Jun 27, 2011 3:40 am
- GMM non-nested tests.
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- VECM IRF confidence bands with "we" variables
by ylijohtaja » Wed May 11, 2011 6:20 am
- 2 Replies
- 1382 Views
- Last post by ylijohtaja
Thu May 12, 2011 5:19 am
- VECM IRF confidence bands with "we" variables
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- Hodrick(1992) Standard Errors
by TomDoan » Thu Feb 18, 2010 11:17 am
- 5 Replies
- 2839 Views
- Last post by Dario
Fri Mar 25, 2011 8:49 pm
- Hodrick(1992) Standard Errors
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- Problems with Perron and Ng unit root procedure
by Javi » Tue Mar 22, 2011 12:27 pm
- 1 Replies
- 582 Views
- Last post by moderator
Tue Mar 22, 2011 1:05 pm
- Problems with Perron and Ng unit root procedure
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- BoxJenk Instruction
1, 2 by ivory4 » Mon Jun 14, 2010 6:08 am
- 21 Replies
- 3272 Views
- Last post by TomDoan
Fri Feb 18, 2011 11:54 am
- BoxJenk Instruction
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- varmadlm.src
by T_FIELD » Tue May 18, 2010 2:33 am - 13 Replies
- 2245 Views
- Last post by TomDoan
Thu Jan 20, 2011 12:33 pm
- varmadlm.src
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- Time Varying Parameter Example
by TomDoan » Wed Mar 10, 2010 1:23 pm
- 6 Replies
- 2257 Views
- Last post by TomDoan
Sun Jan 09, 2011 2:55 pm
- Time Varying Parameter Example
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- uradf code
by bizi_rats_10 » Mon Sep 27, 2010 2:59 pm
- 2 Replies
- 924 Views
- Last post by bizi_rats_10
Mon Sep 27, 2010 4:00 pm
- uradf code
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