Search found 7 matches

by sachin
Mon May 03, 2010 9:54 pm
Forum: Data: Reading, Writing, Transforming
Topic: Outliers
Replies: 3
Views: 8281

Re: Outliers

My whole idea is to find outliers(event) before choosing the model. In the data of monthly frequency, I just want to figure out the months as outliers. I do not like to eliminate them, but just to see which months appear as outliers.
by sachin
Sun May 02, 2010 9:19 pm
Forum: Data: Reading, Writing, Transforming
Topic: Outliers
Replies: 3
Views: 8281

Outliers

I have time-series data with monthly frequency for two variables-- room rate and hotels occupancy. I need to find out outliers on the series of these data.I will simply appreciate your help in coding for detecting outliers.
by sachin
Sun Dec 20, 2009 2:45 pm
Forum: Data: Reading, Writing, Transforming
Topic: Changing bi-montly data into monthly
Replies: 1
Views: 6303

Changing bi-montly data into monthly

hey,
can anybody help for me to make codes to change bi-monthly data into monhtly and yearly data into quarterly?
by sachin
Tue May 26, 2009 10:19 pm
Forum: VARs (Vector Autoregression Models)
Topic: Impulse response function
Replies: 1
Views: 6069

Impulse response function

hey,
Can anybody help me with codes in finding the size and speed of demand and supply shocks under the impulse response function?
by sachin
Sat May 09, 2009 3:44 pm
Forum: VARs (Vector Autoregression Models)
Topic: demand and supply shocks
Replies: 5
Views: 9571

Re: demand and supoply shocks

hey, Thank you very much for reply. But it does not work to me. I am confused. I coded in the following way. Could you let me know where it went wrong. I am using Rats 6.2 version. I have been struggling and struggling to solve it. Please help me once again. cal 1970 allocate 2007:1 open data in.txt...
by sachin
Sat May 09, 2009 1:33 pm
Forum: VARs (Vector Autoregression Models)
Topic: demand and supply shocks
Replies: 5
Views: 9571

Re: demand and supoply shocks

hey, thanks for the reply with commendable help. I did what u said, but i got such results, which i have hereby posted. I may be stupid, but i am still unable to figure out demand and supply shocks from this result. Could you also let me know codes for making graphs in rats for demand and supply sho...
by sachin
Fri May 08, 2009 8:19 pm
Forum: VARs (Vector Autoregression Models)
Topic: demand and supply shocks
Replies: 5
Views: 9571

demand and supply shocks

hey,

I got confused how to graph demand and supply shocks and how to get the exact single value of demand and supply shocks under the Blanchard-Quah decomposition. Earliest reply will be appreciated.