Other Time Series Analysis

New Topic

Mark topics read • 182 topics

Page 4 of 8
- Jump to page:
Previous
1
2
3
4
5
6
…
8
Next

Announcements

Replies

Views

Last post

RATS Version 11.1

Last post by TomDoan « Fri Jan 23, 2026 1:01 pm
Posted in Forum Announcements

by TomDoan » Tue Jun 06, 2017 12:04 pm » in Forum Announcements

0 Replies

2731455 Views

Last post by TomDoan
Fri Jan 23, 2026 1:01 pm
RATS 11: Free Trial Version

Last post by RK2509 « Sun Apr 05, 2026 9:17 pm
Posted in RATS Product Announcements
Replies: 2
by TomDoan » Wed Mar 27, 2013 12:39 pm » in RATS Product Announcements

2 Replies

2622128 Views

Last post by RK2509
Sun Apr 05, 2026 9:17 pm

Topics

Replies

Views

Last post

Granger Causality Lag Length

Last post by TomDoan « Fri Jun 26, 2015 10:26 am
Replies: 3
by menykeko » Fri Jun 26, 2015 8:44 am

3 Replies

7702 Views

Last post by TomDoan
Fri Jun 26, 2015 10:26 am
Interpreting stationarity test output

Last post by TomDoan « Thu Jun 11, 2015 2:33 pm
Replies: 5
by upani » Thu Jun 11, 2015 4:17 am

5 Replies

9831 Views

Last post by TomDoan
Thu Jun 11, 2015 2:33 pm
Non-linear system vs. GMM - same results

Last post by TomDoan « Mon Dec 22, 2014 11:08 am
Replies: 1
by Kraus » Mon Dec 22, 2014 7:23 am

1 Replies

6449 Views

Last post by TomDoan
Mon Dec 22, 2014 11:08 am
Coherence critical values

Last post by Ulrich Fritsche « Fri Dec 05, 2014 5:35 am
Replies: 6
by Ulrich Fritsche » Wed Dec 03, 2014 10:00 am

6 Replies

10919 Views

Last post by Ulrich Fritsche
Fri Dec 05, 2014 5:35 am
about the method of probability weighted moments (PWM)

Last post by Frank « Thu Nov 27, 2014 1:00 pm

by Frank » Thu Nov 27, 2014 1:00 pm

0 Replies

5256 Views

Last post by Frank
Thu Nov 27, 2014 1:00 pm
Procedure for Estimation of Variance Inflation Factors

Last post by TomDoan « Tue Nov 11, 2014 9:22 am
Replies: 3
by Petros » Fri Nov 07, 2014 4:55 am

3 Replies

8133 Views

Last post by TomDoan
Tue Nov 11, 2014 9:22 am
Correction for higher order autocorrelation

Last post by Petros « Fri Oct 31, 2014 3:26 am
Replies: 2
by Petros » Thu Oct 30, 2014 10:36 am

2 Replies

7146 Views

Last post by Petros
Fri Oct 31, 2014 3:26 am
newey west estimator

Last post by TomDoan « Tue Oct 28, 2014 8:22 pm
Replies: 1
by fan » Tue Oct 28, 2014 4:52 pm

1 Replies

7439 Views

Last post by TomDoan
Tue Oct 28, 2014 8:22 pm
2-pass regression with time series data

Last post by TomDoan « Thu Oct 02, 2014 8:02 pm
Replies: 5
by fan » Thu Oct 02, 2014 4:17 am

5 Replies

10534 Views

Last post by TomDoan
Thu Oct 02, 2014 8:02 pm
Forecast Performance using Loop

Last post by TomDoan « Thu Sep 25, 2014 10:24 am
Replies: 7
by Husnain » Fri Sep 19, 2014 1:27 am

7 Replies

12991 Views

Last post by TomDoan
Thu Sep 25, 2014 10:24 am
Cointegrating regression OK but EC term insignificant

Last post by TomDoan « Wed Sep 03, 2014 8:09 am
Replies: 3
by Petros » Tue Sep 02, 2014 10:18 am

3 Replies

8964 Views

Last post by TomDoan
Wed Sep 03, 2014 8:09 am
Cointegrating Regression Durbin Watson

Last post by Petros « Tue Sep 02, 2014 10:15 am
Replies: 2
by Petros » Sat Aug 30, 2014 10:33 am

2 Replies

7051 Views

Last post by Petros
Tue Sep 02, 2014 10:15 am
Cointegration, dependent variable of different order

Last post by TomDoan « Thu Aug 28, 2014 11:05 am
Replies: 3
by Petros » Thu Aug 28, 2014 6:43 am

3 Replies

8328 Views

Last post by TomDoan
Thu Aug 28, 2014 11:05 am
Lag difference and significant

Last post by TomDoan « Wed Aug 27, 2014 10:51 am
Replies: 3
by alim » Tue Aug 26, 2014 10:07 am

3 Replies

7859 Views

Last post by TomDoan
Wed Aug 27, 2014 10:51 am
Out of sample forecast

Last post by May-June « Sun Aug 17, 2014 6:00 am
Replies: 1
by May-June » Sun Aug 17, 2014 5:01 am

1 Replies

6099 Views

Last post by May-June
Sun Aug 17, 2014 6:00 am
Testing cointegration with two unknown regime shifts

Last post by sakamuk « Thu Jul 24, 2014 12:01 am
Replies: 1
by IVY2009 » Mon Jul 13, 2009 8:24 am

1 Replies

8272 Views

Last post by sakamuk
Thu Jul 24, 2014 12:01 am
linear and nonlinear causality tests

Last post by TomDoan « Sun Jul 13, 2014 12:02 pm
Replies: 1
by upani » Sun Jul 13, 2014 7:44 am

1 Replies

6204 Views

Last post by TomDoan
Sun Jul 13, 2014 12:02 pm
could rats estima wavelet?

Last post by hardmann « Sun Jul 13, 2014 3:54 am

by hardmann » Sun Jul 13, 2014 3:54 am

0 Replies

5229 Views

Last post by hardmann
Sun Jul 13, 2014 3:54 am
Joint hypothesis test with unit root test

Last post by TomDoan « Mon Jul 07, 2014 5:58 pm
Replies: 3
by upani » Mon Jul 07, 2014 1:16 pm

3 Replies

7596 Views

Last post by TomDoan
Mon Jul 07, 2014 5:58 pm
Lag Length for Unit Root Test

Last post by TomDoan « Mon Jul 07, 2014 4:58 pm
Replies: 3
by upani » Mon Jul 07, 2014 3:29 pm

3 Replies

8266 Views

Last post by TomDoan
Mon Jul 07, 2014 4:58 pm
Estimation of Granger Causality through Error Correction

Last post by TomDoan « Wed Jul 02, 2014 7:35 am
Replies: 3
by upani » Tue Jul 01, 2014 3:44 am

3 Replies

8534 Views

Last post by TomDoan
Wed Jul 02, 2014 7:35 am
inclusion of deterministic term into cointegration

Last post by TomDoan « Mon Jun 30, 2014 9:55 am
Replies: 1
by upani » Sat Jun 28, 2014 8:15 pm

1 Replies

6681 Views

Last post by TomDoan
Mon Jun 30, 2014 9:55 am
Granger Causality Test with Non-Stationary Data

Last post by TomDoan « Wed Jun 04, 2014 1:12 pm

by TomDoan » Wed Jun 04, 2014 1:12 pm

0 Replies

8583 Views

Last post by TomDoan
Wed Jun 04, 2014 1:12 pm
NAs generated when bootstrapping forecasts from an LSTAR mod

Last post by nybammer « Thu May 29, 2014 5:44 am
Replies: 11
by nybammer » Fri May 23, 2014 6:13 am

11 Replies

16565 Views

Last post by nybammer
Thu May 29, 2014 5:44 am
problem with time varying parameter code

Last post by allister « Wed May 21, 2014 7:52 pm
Replies: 4
by allister » Wed May 21, 2014 12:42 pm

4 Replies

8616 Views

Last post by allister
Wed May 21, 2014 7:52 pm

New Topic

Mark topics read • 182 topics

Page 4 of 8
- Jump to page:
Previous
1
2
3
4
5
6
…
8
Next

Return to Board Index

Forum permissions

You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum