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Hi, I think I have solved the problem. That is, I should direct specify the code as follow: scalar sumsq = @sumsq(y(-1)) I have another question. If I wish to obtain the sumsq of y(-1) within a range of sample, for example, if there is 100 observations and I wish to only obtain the sumsq from obs 51...

Hi Gareth, Thank you for your reply and I found an error when I try to running the code. It returns me the error stating that '-1 is not a valid index for vector-series-coefficient Y in "SCALAR SUMSQ = TEST_EQ_Y0.@SUMSQ(Y(-1))". In my program code, given two generated series Y and X, first...

Hi, I wish to calculate information criteria value of Modified AIC (MAIC) of an ARDL equation. In calculating the MAIC, it involves the calculation of modification factor and this modification factor involves the sum-of-square of lagged level of y. My question is, if I want to call out the value of ...

Hi, I know that we can know an estimating equation's information criteria values like AIC (Akaike info criterion), SC (Schwarz criterion) and HQ (Hannan-Quinn criterion) after we had estimated an equation. By default, they will be showing and stated in the estimating equation window. I would like to...

Hi, thanks for your patient on my problem. Actually I am writing a bootstrap method program. Before going to the bootstrap step, I need to estimate an equation and save the coefficients of the estimating variables. My problem here is that, I have no idea how to come out a program code that can contr...

Sorry for my unclear question. Let's consider the case: By writing a program code, I write out the general equation in my program, e.g. equation.ls y c y(-1) y(-2) y(-3) y(-4) x(-1) x(-2) x(-3) x(-4) Next, I wish to use the general equation to run several estimation by controlling the variables or l...

Hi, I wanted to know is there any trick to control the variables to be included in the estimation using programming. For example, for variables y and x. If I want to include only y(-2) and x(-2) in the estimating equation, i.e. y c y(-2) x(-2). Or if I want to include y(-3) x(-2) into the equation: ...

Ok, I got it now. Thanks lot for your efforts!

Hi Gareth, because in the generation of series y there is a cross over with series x. In order to get the observation y, we need to first generate the ith observation of dy then only can generate ith observation of y. So in the generating process, I have to complete the whole process in order to get...

Thank you for your prompt. May I know is there possible to compile the series by generating its observation one by one using loop? This is because I intend to generate the series recursively in my program. Example: Given y = series y; x = series x; resids_y = residual y; resids_x = residual x for !i...

Hi, below is my simple program. The program couldn't complete due to the problem I mentioned. Hope that you can help to resolve my problem. Thanks. workfile test u 1000 series y = nrnd series x = 0 equation estimate.ls y c @trend y(-1) vector(3) coef for !i=1 to 3 coef(!i) = estimate.@coefs(!i) next...

Hi thank you for your reply. Actually I am writing a program to help me generate series after I estimated an equation. I am working in this way: First, I estimate an equation named "Equation" involved a constant, time trend and its lagged variable using least square: Equation.ls y c @trend...

Hi, I have a question regarding to the estimation involving a time trend. Let say I had estimated an equation and obtained all the coefficients of the variables such as: equation.ls y c @trend y(-1) Coefficients obtained: 0.3 for c; 0.5 for @trend; 1.2 for y(-1). Now if I want to generate a series b...

Hi, I would like to know is there any command or code for me to go back to any number of the command line? Example I want to return me back to command line 30 after I execute a loop at line 70.

Okay, in my simulation, I need to generate a series by fitting pseudo number given by EViews into a equation and the generated series will be using to fit in a model and doing some estimation. The steps from generating series to estimation will be repeat for numbers of time. However, in running the ...