M3 method with log transformed data
Dear Group,
I want to implement M3 method with log transformed data. I want to use the
additive error model in log domain and wrote the following code and the runs
are fine. I want to make sure that I am doing this right.
$ERROR
CALLFL=0
IPRED=-3
IPRED=LOG(F)
W=THETA(4) ;LOG ADDITIVE ERROR
LOQ=LOG(0.03);loq is 0.3
DUM=(LOQ-IPRED)/W
CUMD=PHI(DUM)
IF (BQL.EQ.0) THEN
IWRES = (DV-IPRED)/W
F_FLAG=0
SIMDV = LOG(F)+W*ERR(1)
Y=F+W*ERR(1)
ENDIF
IF (BQL.EQ.1) THEN
IWRES = 0
F_FLAG=1
Y=CUMD
ENDIF
$EST METHOD=COND INTER LAPLACIAN
$SIGMA 1 FIX
Thank you for your help.
Regards,
Ayyappa