I am really sorry for the bothering, but do u have any idea that which
statistical package contains functions that could allows a regressor
on variance process?
On Tue, Jun 24, 2008 at 7:31 PM, Allin Cottrell wrote:
> On Tue, 24 Jun 2008, Yifei Pei wrote:
>
>> I am sorry to bother you. But it is
On Tue, 24 Jun 2008, Yifei Pei wrote:
> I am sorry to bother you. But it is the first time i am using
> gretl, and I am in a hurry to finish a task. So i am wondering
> the way it deals with garch model. Say I want to do a Egarch or
> GJR-garch, and i also want to include a regressor in the
>
Hi Allin,
I am sorry to bother you. But it is the first time i am using gretl,
and I am in a hurry to finish a task. So i am wondering the way it
deals with garch model. Say I want to do a Egarch or GJR-garch, and i
also want to include a regressor in the vairance process. Can gretl do
that? Becas
On Tue, 24 Jun 2008, Yifei Pei wrote:
> I never used Gretl before. And when i first downloaded and
> installed it, i dont have time series model and several other
> models. Btw, I use windows. So are there any other packages that
> I need to download too?
No, you just have to specify your data
Hello,
I never used Gretl before. And when i first downloaded and installed
it, i dont have time series model and several other models. Btw, I use
windows. So are there any other packages that I need to download too?
Thanks a lot.
--
El Tuesday 24 June 2008 15:03:48 Nieves Sánchez Martínez escribió:
> Hello again,
> I have a problem with your help task. My model is something like that:
>
> log[y(t)] = c + (alpha+ betaB)log[x(t)] + N(t)
> (1 - phi(1)B - phi(2)B^2)(1-Phi(1)B^4)N(t)=a(t)
> So, past values of x are needed to do bac
Hello again,
I have a problem with your help task. My model is something like that:
log[y(t)] = c + (alpha+ betaB)log[x(t)] + N(t)
(1 - phi(1)B - phi(2)B^2)(1-Phi(1)B^4)N(t)=a(t)
So, past values of x are needed to do back forecast. Do I need to create a new
model for the new time-serie? But it
I'll try it!
Thank you very much.> From: ignacio.diaz-emparanza(a)ehu.es> To:
gretl-users(a)lists.wfu.edu> Subject: Re: [Gretl-users] Back forecasting> Date:
Tue, 24 Jun 2008 13:15:02 +0200> > El Tuesday 24 June 2008 12:00:25 Nieves
Sánchez Martínez escribió:> > Hello,> > I have two time-serie
El Tuesday 24 June 2008 12:00:25 Nieves Sánchez Martínez escribió:
> Hello,
> I have two time-series with different window observation. I have values for
> the first one in [0, T] and for the second one in [t1, T] where 0 < t1 < T.
> So, they match in a little window [t1, T]. I have an ARIMA model
On Tue, 24 Jun 2008, Gordon Hughes wrote:
> Thank you for the advice on dealing with the undefined symbol in
> Ubuntu and the pointer to the discussion of Atlas, etc. I will
> experiment with alternative versions to the libraries to see
> what works best.
OK, we'd be interested to hear what y
Hello,
I have two time-series with different window observation. I have values for the
first one in [0, T] and for the second one in [t1, T] where 0 < t1 < T. So,
they match in a little window [t1, T]. I have an ARIMA model including two
series and I would like to rebuild the second one to the
Thank you for the advice on dealing with the undefined symbol in
Ubuntu and the pointer to the discussion of Atlas, etc. I will
experiment with alternative versions to the libraries to see what works best.
On the first point, I have identified that the following types of
file can't be located
Am 23.06.2008 19:01, Allin Cottrell schrieb:
> On Mon, 23 Jun 2008, Allin Cottrell wrote:
>
>> On Mon, 23 Jun 2008, Gordon Hughes wrote:
>>
>>> A follow-up to my previous e-mail, based on further
>>> experimentation on compiling gretl 1.7.5 under both OpenSUSE &
>>> Ubuntu 8.04. It seems that t
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