Dear Friends,
Mymodel yt = Dct + BXt + error
ct = ct-1 + error 2. Error and error 2 are independent. This my multivariate time series non stationary model . ct is the common trend and it is random walk. Xt is explanatory variable and B is regression coefficient. yt is response variables.
I want to do the forecasting using this model. Can you advice me how to do this? or relavent materials or web address. I am one research student from developing country and in my country not enough materials.
Thank you.
Yours sincerely,
Ramani
---------------------------------
Post your free ad now! Yahoo! Canada Personals
|