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Problem with historical and smoothed variables

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Problem with historical and smoothed variables

Postby econ86 » Wed Aug 19, 2015 5:38 am

De
Last edited by econ86 on Sun Nov 29, 2015 10:32 am, edited 1 time in total.
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Re: Problem with historical and smoothed variables

Postby jpfeifer » Wed Aug 19, 2015 8:24 am

How 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.
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Re: Problem with historical and smoothed variables

Postby econ86 » Wed Aug 19, 2015 11:50 am

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Re: Problem with historical and smoothed variables

Postby jpfeifer » Wed Aug 19, 2015 1:55 pm

That looks weird. Please provide the codes to replicate the issue.
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Re: Problem with historical and smoothed variables

Postby econ86 » Fri Aug 21, 2015 9:27 am

I
Last edited by econ86 on Sun Nov 29, 2015 10:32 am, edited 1 time in total.
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Re: Problem with historical and smoothed variables

Postby jpfeifer » Fri Aug 21, 2015 10:51 am

There 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.
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