Other Time Series Analysis
Questions and discussions on Time Series Analysis
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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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- modified R/S Statistic
by ba79B » Fri Aug 07, 2009 12:20 pm - 6 Replies
- 2056 Views
- Last post by TomDoan
Mon Aug 23, 2010 11:54 am
- modified R/S Statistic
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- Bootstrapping ARMA Model
by TomDoan » Tue Jul 06, 2010 10:36 am
- 10 Replies
- 2123 Views
- Last post by TomDoan
Tue Jul 27, 2010 4:34 pm
- Bootstrapping ARMA Model
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- Confidence interval of Spectrum
by ivory4 » Wed Jun 16, 2010 10:19 am
- 11 Replies
- 2880 Views
- Last post by TomDoan
Tue Jul 06, 2010 10:38 am
- Confidence interval of Spectrum
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- Time Varying Parameter model
1, 2 by ivory4 » Mon Aug 24, 2009 9:52 pm
- 16 Replies
- 4866 Views
- Last post by ivory4
Tue Mar 09, 2010 7:01 am
- Time Varying Parameter model
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- IRF from the VARMA model
by luxu1983 » Mon Mar 01, 2010 10:57 am - 3 Replies
- 1015 Views
- Last post by TomDoan
Wed Mar 03, 2010 2:19 pm
- IRF from the VARMA model
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- Band-pass filter of King-Baxter type or Christiano?
by ivory4 » Tue Feb 16, 2010 10:55 pm - 1 Replies
- 884 Views
- Last post by TomDoan
Wed Feb 17, 2010 9:38 am
- Band-pass filter of King-Baxter type or Christiano?
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- fractional cointegration
by luxu1983 » Thu Nov 05, 2009 11:12 am - 1 Replies
- 1053 Views
- Last post by ckhd
Thu Jan 21, 2010 8:35 am
- fractional cointegration
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- ARDL Bounds Test
by JM74 » Thu Dec 10, 2009 10:32 pm - 0 Replies
- 1656 Views
- Last post by JM74
Thu Dec 10, 2009 10:32 pm
- ARDL Bounds Test
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- How to perform rolling regressions in RATS
by alvarezcc » Wed Mar 25, 2009 4:28 pm - 14 Replies
- 4135 Views
- Last post by shruti
Fri Nov 13, 2009 4:54 am
- How to perform rolling regressions in RATS
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- CCF and Q-stats
by MST » Tue Jun 30, 2009 1:29 pm - 6 Replies
- 1641 Views
- Last post by TomDoan
Fri Oct 23, 2009 9:57 am
- CCF and Q-stats
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- Record the results from a series of rolling regression
by ivory4 » Mon Aug 24, 2009 2:04 pm - 2 Replies
- 911 Views
- Last post by ivory4
Thu Oct 01, 2009 10:22 pm
- Record the results from a series of rolling regression
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- URADF with GETS-procedure
by Anna » Fri Sep 18, 2009 8:39 pm - 1 Replies
- 692 Views
- Last post by TomDoan
Sat Sep 19, 2009 9:10 am
- URADF with GETS-procedure
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- About tvarset.src
by ivory4 » Tue Sep 01, 2009 2:53 am - 0 Replies
- 817 Views
- Last post by ivory4
Tue Sep 01, 2009 2:53 am
- About tvarset.src
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- ECM for FMOLS and DOLS
by Nadiarock1 » Fri Aug 28, 2009 10:58 am - 1 Replies
- 1900 Views
- Last post by TomDoan
Fri Aug 28, 2009 11:40 am
- ECM for FMOLS and DOLS
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- FM-OLS
by Nadiarock1 » Thu Aug 20, 2009 2:40 pm - 1 Replies
- 981 Views
- Last post by TomDoan
Fri Aug 21, 2009 10:43 am
- FM-OLS
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- Phillips-Perron - @PPUNIT
by ba79B » Fri Jun 19, 2009 11:16 am - 9 Replies
- 2574 Views
- Last post by TomDoan
Tue Aug 11, 2009 10:32 am
- Phillips-Perron - @PPUNIT
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- Testing cointegration with two unknown regime shifts
by IVY2009 » Mon Jul 13, 2009 8:24 am - 0 Replies
- 863 Views
- Last post by IVY2009
Mon Jul 13, 2009 8:24 am
- Testing cointegration with two unknown regime shifts
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- State space model with seasonal components
1, 2by Jennylai » Mon Jul 06, 2009 4:06 am - 15 Replies
- 4015 Views
- Last post by Jennylai
Mon Jul 13, 2009 3:02 am
- State space model with seasonal components
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- ADF Z Test & Phillips Perron
by ba79B » Wed Jun 17, 2009 10:02 am - 2 Replies
- 1374 Views
- Last post by ba79B
Fri Jun 19, 2009 9:52 am
- ADF Z Test & Phillips Perron
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- Time varying coefficient models with kalman filter
by Aktar » Tue May 26, 2009 10:23 am - 8 Replies
- 2622 Views
- Last post by TomDoan
Mon Jun 01, 2009 1:06 pm
- Time varying coefficient models with kalman filter
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- Hanan-Queen Inf. Criterion
by alvarezcc » Mon Apr 27, 2009 10:52 pm
- 4 Replies
- 1150 Views
- Last post by TomDoan
Thu Apr 30, 2009 8:54 am
- Hanan-Queen Inf. Criterion
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- bivariate common cycle test a la Engle-Kozicki(1993)
by rylsnat » Thu May 31, 2007 3:49 pm - 2 Replies
- 3327 Views
- Last post by nightwalk
Thu Nov 13, 2008 7:22 am
- bivariate common cycle test a la Engle-Kozicki(1993)
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- test for break point in panel data
by prakash » Tue Sep 16, 2008 12:41 am - 0 Replies
- 874 Views
- Last post by prakash
Tue Sep 16, 2008 12:41 am
- test for break point in panel data
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- Nonlinear causality
by selindevrim » Wed May 14, 2008 9:36 am - 0 Replies
- 1422 Views
- Last post by selindevrim
Wed May 14, 2008 9:36 am
- Nonlinear causality
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