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1 - Using Statistica to... (estimate a IS based model...)

Statistica (1)

Internal Statistica spreadsheet (2)

Using Statistica to...

This document describes how I used Statistica, from http://www.statsoft.com, to estimate a IS based Model, as requested in the terms of one assignment, using raw data provided as an excel spreadsheet. Check the final references for URLs that link to the assignment, to the spreadsheet and to the Statistica workbook that built the solution.

The model was built step-by-step and every step was recorded as a component of the Statistica workbook.
The final Statistica file holds 75 tables, 7 graphs and 3 raw data spreadsheets. You don’t have to have any previous Statistica experience to be able to read the workbook; however, if you download and open it, you’ll be able to understand in greater detail the steps taken towards the solution.

The workbook is neatly organized as a tree with branches corresponding to requests/suggestions of the original assignment. This document is a “digest” of the workbook, illustrated with selected snapshots and explaining the why and the how of the relevant steps.

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Download the full document in PDF format.

arturmarques_dot_com_econometrics.pdf [518 KB]


You might enjoy some of the following books on Econometrics.

for european costumers, here is a selection of titles from amazon.co.uk:

title: Introduction to Econometrics (International Edition)
author(s): James H. Stock, Mark W. Watson
price: £42.99
url: http://www.amazon.co.uk/exec/obidos/ASIN/0321223519/arturmarques
edition: paperback 696 pages (18 July, 2003)
publisher: Addison Wesley; ISBN: 0321223519
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for american costumers, here is a selection of titles from amazon.com:

title: Econometric Analysis
author(s): William H. Greene (Author), William H Greene
price: $125.00
url: http://www.amazon.com/exec/obidos/tg/detail/-/0130661899/arturmarquesc-20
edition: hardcover: 1056 pages ; Dimensions (in inches): 1.64 x 9.50 x 7.80
publisher: Prentice Hall; 5th edition (August 22, 2002); ISBN: 0130661899
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for real time monetary conversions, please use the XE service.

More nice graphics from Statistica (3)

Observed and predicted values (4)