Randimal Herath

9 Questions 9 Answers 0 Followers

Questions related from Randimal Herath

What is the difference between dynamic forecast and static forecast in EViews? which gives the most accurate forecasts?

I'm using stock price data to model the volatility and forecast volatility using EViews. In forecasting when I use the static forecast, the mean absolute percentage error is high but it is low...

05 May 2023 5,910 5 View

If ARDL model require only one cointegration relationship, how the bound test is used to test the no. of cointegration relationships?

In many articles I saw that ARDL model can be used when there is only 1 cointegration relationship. Therefore, to check the number of cointegration relationships I used Johansen cointegration test...

28 April 2023 5,551 2 View

How to impute stock prices when the stock market was closed continuously for two months due to the COVID-19 pandemic?

I am analyzing the behavior of the Sri Lankan stock market. For the analysis, I considered daily stock prices from 2015 to 2021. But the stock market was closed for two months in 2020 when the...

27 February 2023 312 7 View

Is it correct to impute missing values in a time series when the percentage of missing observations is 36% of the total observations?

I am analyzing the Sri Lankan stock market performance during COVID-19. I considered daily stock prices from 2015 to 2021. The total number of days in the series is 2555, but 905 of them are...

26 February 2023 3,240 16 View

What imputation methods can use when whole records are missing in multiple time series?

I'm using multiple time series measured daily from 2015 to 2021. but records for some days are missing for all time series. How can I impute the records for missing days?

02 February 2023 9,054 4 View

How do I split training and test set if I'm using pre Covid period and current Covid period to predict stock prices?

I'm expecting to use stock prices from the pre-covid period up to now to build a model for stock price prediction. I doubt regarding the periods I should include for my training and test set. Do I...

30 January 2023 6,146 5 View

What are the statistical models that can be used to analyze the relationship between few time series variables?

In my time series dataset, I have 1 dependent variable and 5 independent variables and I need to find the independent variable that affects the dependent variable the most (the independent...

02 January 2023 5,729 16 View

In panel data if variables are in different scales, should we standardize variables to bring them into same scale?

I can't understand if is it necessary to standardize variables in panel data to properly compare the coefficients because all variables are measured in different scales (eg; currencies, counts)....

01 December 2022 8,619 7 View

What is the modulation index (ma) in inverter for 3 phase induction motor?

To obtain dq components of the inverter voltage for unity power factor correction of a 3 phase induction motor What is the modulation index (ma ) which is mentioned in the 2.2 equation?

04 May 2021 8,688 3 View