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Questions related from Niematallah Elamin
I am quantifying the relationship between FDI (as dependent variable) and corruption ( as an independent variable) in addition to other repressors (inflation, political stability). I am...
01 March 2019 4,625 7 View
What is the difference between ARMAX model and Linear regression with ARMA errors? and how does the estimation of the 2 models differ?
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I am analyzing the effect of an unusual event (Z) on demand (Y) , I have used data up to one year after the unusual event ( daily time-series data) , I modeled the event's effect using dummy...
28 March 2017 5,779 1 View
I have daily data from Jan/1/2008 to Jan/1/2012 i would like to create dummy variable for the whole period after a specific date that is after March 2011, in addition i would like to create...
09 February 2017 2,661 4 View
I am working on a project for forecasting electricity demand, i would like to know if it is possible to model special days effect (for example: weekends and public holidays) and also counter for...
07 October 2016 1,449 10 View
Hello, How To Write ARIMA / SARIMA model mathematically? I am trying to generte the mathematical structure of ARIMA(2,1,3) and ARIMA(1,0,1)(0,1,1)12 Thanks in advance
11 August 2016 10,019 10 View
Hi, Currently I am working on a project to forecast electricity demand using quantile regression. I am so confused regarding it. I will be thankful if you can help me to understand it in a better...
04 May 2016 8,193 4 View
Hello! I would like to use ARFIMA for model estimation, as the autocorrelation function is decaying slowly . I am using Eviews, although i read the Eviews explanation of ARFIMA models. But still...
05 April 2016 6,298 7 View