Dear Sayed Hossain, Im having problems with my coursework on e-views (uni year 2) that i need to complete by Friday, its finished I just dont know if its right, its too hard to ask you questions as every things interlinked. Is there any chance that you can have a look at it and tell me where Ive gone wrong please? But main questions are regarding ... serial correlation- does the prob.f and prob. chi-square need to be above 5%? ramsey test- is the higher the probability for t,f and likelihood ratio good e.g. close to 1 is better. hetroskedasticity- for prob f, prob.chi-squared (both) have to be around 5% or is the higher the better? then i need to amend- things that i could do include lagging, logging, ^2, dummy, ar(1) ect... but i feel like my initial models better, but when i forecast i done the best model with the changes as its needed for dynamic forecasts but its not better than the initial. (im really unclear) its hard to explain, is there any chance you can look at my work its not very long and im pretty sure you will understand it. I have tried for a month to do this work... i really have tried and im getting stressed. please get back to me asap, (also if others can help with the questions please message me back). yours faithfully, Nurel Huseyin
Posted on: Tue, 30 Dec 2014 18:51:05 +0000
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