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Questions related from S.C Thushara
Hi, There are arguments for and against adjusting data for seasonality before estimating a VAR model (and then Granger causality). I've monthly tourist arrival data for three countries (for 18...
05 November 2019 8,096 2 View
HI, In a DCC-GARCH(1,1) model (dependent variable is first difference of logarithm of the series) based on monthly data, 1. How do you interpret unconditional and conditional correlation in a...
22 December 2018 205 5 View
Hi, Does the eviews allow to estimate ARIMA models assuming a student's t distribution or GED distribution? I have estimated some ARIMA models and found that some residuals are not normally...
16 September 2018 7,550 4 View
Hi, I was trying to estimate an ARIMA model with both seasonal and non-seasonal ar and ma terms. However, when estimating the model, an error message saying "flat or discontinuous region...
10 March 2018 8,138 5 View
Hi, I am currently working on a research project which aims to develop a forecasting model for international tourist arrivals. I am mainly using ARIMA/SARIMA methods for this purpose. I am not...
26 July 2017 612 3 View
hi, Is normality a necessary condition for a SARIMA or ARIMA forecasting model? Does the violation of the normality of residuals mean that there are omitted variables (such as AR, MA, SAR or SMA...
15 July 2017 8,150 3 View
Hi, How can I estimate the multiplicative and additive SARIMA in Eviews? For example what command I should use to estimate the models SARIMA(1,1,1) x(1,1,1)12 and SARIMA(1,1,1) +(1,1,1)12 in Eviews?
13 July 2017 5,265 3 View
Hi, When estimated the DCC-GARCH in stata at the end of the output pairwise quasi correlations are given. What does it mean in practice? is it the mean value of dynamic correlations or something...
01 January 1970 3,664 1 View
