Abhishek Chand

4 Questions 3 Answers 0 Followers

Questions related from Abhishek Chand

How to model a back series for the CPI?

I have CPI Combined(rural + urban) (Base year 2012) data since 2011, and CPI -Industrial worker(IW) data with Base year 2001(data available from jan 2006 to mar 2017) plus CPI-IW with base year...

06 June 2017 8,356 3 View

How to disaggregate annual data of weighted average lending rate into quarterly data.

I want to disaggregate annual data of weighted average lending rate into quarterly data. But i am stuck as to which method to use and how to, in eviews. Chow Lin, litterman are some of the...

06 June 2017 6,556 4 View

Which method is the best in Eviews to convert a low frequency data into high frequency data (Temporal disaggregation of time series)?

Please ,if possible, give pros and cons of each method

01 January 1970 3,073 0 View

If a variable is not stationary according to both adf anf pp tests, but on applying zivot-andrews test it becomes stationary and a break date is given

I have 2 such variables in my var model that exhibit the above given condition. Should i do something special in my Var model. Different methods give different break dates. If we should be...

01 January 1970 2,064 3 View