Abdelrazzaq Alrababa'a

7 Questions 20 Answers 0 Followers

Questions related from Abdelrazzaq Alrababa'a

Any advice on how to extract beta coefficient series from nonlinear regression in Stata?

I have the following non-linear regression: nl(dv={b0}+(dummy)*({b1}*IV1+{b2}*IV2)),vce (hac nw 8) and I want to access the b1 and b2 coefficient SERIES please advice. gen b1series=_b[/b1] gives...

12 December 2015 1,106 2 View

Output of non-liear reg from stata into word doc?

hi ; how to export the output of the non-liear reg from stata into word, can i use the outreg2? please write the command?

05 May 2015 8,523 0 View

How do I create multiple linear or non-linear regression with different variables frequencies?

Apart from MIDAS regression of Ghysels et al, what other additional method(s) someone can implement to allow for the inclusion of different variables (DV and IVs) with different frequencies in...

05 May 2015 5,684 2 View

How to forecast the volatility models in matlab? How to get the error measures RMSE,MAPE,SE,R square?

Can anybody advise how to forecast and get goodness of fit measures in Matlab. I am using different models. I already divided my full sample time series randomly into training and testing. I...

01 January 2014 862 4 View

Is ridge regression a suitable method to analyse stock price time series?

I will test the accuracy of GARCH models (EGARCH ,GARCH normal, FGARCH, APARCH), EWMA model, GA-HMM hybrid, extreme value theory on daily, weekly and monthly datasets. I used Matlab and randomly...

01 January 2014 2,742 0 View

Which is the best regularization technique to use with GA-HMM model?

I am using hybrid model in time series forecasting with Matlab and already randomly divided the data into training and testing but need to know which is the most appropriate ( and easy as...

01 January 2014 8,160 1 View

Using genetic algorithm for time series prediction and preprocessing the data?

Should I use preprocessing techniques (such as cross validation or clustering data mining) to prepare my stock price time series data before I apply the GA. What is the minimum number of...

01 January 2014 1,724 5 View