All Questions
Tagged with ardl forecasting
7 questions
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Lag between forecasted and actual values ARDL
I am computing forecasts with ARDL models of different lag length across both dependent and independent variables.
Regardless of the lag lengths, the actual observations for the dependent variable lag ...
- 25
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Good books on autoregressive distributed lags (ARDL)
I would like to find a book on ARDl not part of a general time series book, but focused on ARDL primarily (I have read books on time series and articles on ARDL already - I want an extensive treatment ...
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Time series with autoregressive distributed lags: Forecasting for future
I have daily data from last 2 years.
I want to do ARIMAX and the regressor component being autoregressive distributed lag of the same variable. Since it has impact, along with dummy variables to ...
- 1,124
4
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Analysis of Multiple Time Series Data with Exogenous Shocks
Real Life ProblemThis one is a tough one and some crowd sourcing seems like a good way to get some feedback. I am trying to determine the effect of Non-Farm Payroll surprises on a subsector of the ...
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Autoregressive distributed lag model
I have one dependent variable (water consumption) and one independent variable (rainfall). The water consumption variable is non-stationary, so I differenced it to make it stationary. Meanwhile, ...
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ARIMAX model or ARDL?
I would like to study the impact the advertising of a product on its sales (weekly data for 5 years).
As the final aim is to forecast what would be the impact on sales of a change in the advertising ...
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Forecasting an ADL model
I am fairly new to Stata, currently taking an undergrad time series econometric class. The economic significance of the regression I am running and attempting to forecast is all but zero; this is ...
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