Garrett Gilmore

4 Questions 2 Answers 0 Followers

Questions related from Garrett Gilmore

How can I model the long-term (compounding) nature of my exogenous variables?

I am searching for a model and I feel like it has to be out there and relatively simple. The relationship which I theorize and wish to test is that WebUsage is affected immediately by Television...

10 March 2016 8,201 0 View

How can I isolate the natural functional form of a series with exogenous long-term shocks over time?

I have modeled daily data using an ARMAX model with seasonal ARMA components. My dependent variable is the amount of web visits to a web site due to daily TV commercial airings. MY variables are...

03 March 2016 1,710 1 View

Is it possible to obtain an IRF for an exogenous variable in Stata?

I've been using VAR's for quite some time but have not found literature on obtaining an IRF for a exogenous shock to the VAR. An SVAR would seem to come closest to resembling exogenous shocks to...

13 October 2015 7,242 1 View

What is the best type of model for determining the effect of weekend advertising on Monday sales?

I have daily TV advertising, sales data, and website visitor data for a product and would like to estimate the effect (drag) of weekend advertising on Monday sales. The hypothesis is that...

08 June 2015 9,278 3 View