Thursday, May 13, 2021

Box-Cox Transformation and the Estimation of Lambda Parameter

Authors and guest post by Eren Ocakverdi

This blog piece intends to introduce a new add-in (i.e. BOXCOX) that can be used in applying power transformations to the series of interest and provides alternative methods to estimate the optimal lambda parameter to be used in transformation.

Tuesday, May 4, 2021

SpecEval Add-In

This is the first in a series of blog posts that will present a new EViews add-in, SpecEval, aimed at facilitating time series model development. This blog post will focus on the motivation and overview of the add-in functionality. Remaining blog posts in this series will illustrate the use of the add-in.