In the first source, for instance, 1961Q1 hourly real wage index is 53.258 while in the second source hourly nominal wage index is 8.12. While the BLS series gives original data value (in nominal term). The Fred one gives ‘Nonfarm Business Sector: Real Compensation Per Hour’ and the description says all historical data were revised. I do not understand clearly why the hourly wage data for Nonfarm Business sector for US appear so different in FRED database (series ID: COMPRNFB) and in BLS series PRS85006103. This point is not about Dynare, but any comment will be highly appreciated.The filtered variables and the 1-step ahead prediction contains the same values.Generates the autocorrelation coefficient for var1, then why they are different? For Y, autocorr(1) appears 0.88 in E-views but in oo_, the mean autocorrelations_first order is 0.88. Later, after estimation, I collected the filtered variables from estimation result and put them into E-views to see the S.D and correlograms (which gives autocorrelations (AC) and partial ACs) and match with those in the Theoretical moments file. Setelah kita memilih model Fixed Effect Model yaitu diketahui jumlah n30 dan K4 (variabel bebas dan intersep) (Ghozali,2013:141. Lakukan Screening Data dan Transformasi Data Sebelum Melakukan Analisis Kuantitatif. Contoh Kasus Uji Beda (Independent Sample T Test) dan Cara Membaca Hasilnya. For example, autocorr (1) for Y_obs was 0.90. Contoh Kasus Mengatasi Autokorelasi Pakai Eviews.
Originally after one-sided HP-Filtering of the historical data in E-views, I checked the autocorrelation and S.D there.I still have questions and will be grateful to have your comments on the following:
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