Problem with historical and smoothed variables
Posted: Wed Aug 19, 2015 5:38 amDe
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Problem with historical and smoothed variables
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Posted: Wed Aug 19, 2015 5:38 amRe: Problem with historical and smoothed variables
Posted: Wed Aug 19, 2015 8:24 amHow are they different? Just a shift in mean? Or different dynamics? The smoothed variables are typically saved as deviations from the mean. If the data mean is not 0, there will appear a shift.
Re: Problem with historical and smoothed variables
Posted: Wed Aug 19, 2015 11:50 amDe
Re: Problem with historical and smoothed variables
Posted: Wed Aug 19, 2015 1:55 pmThat looks weird. Please provide the codes to replicate the issue.
Re: Problem with historical and smoothed variables
Posted: Fri Aug 21, 2015 9:27 amI
Re: Problem with historical and smoothed variables
Posted: Fri Aug 21, 2015 10:51 amThere must be something in the model that tightly links these. But I still wonder what happens that there are differences in observed and smoothed series, because this requires measurement error.