Search found 37 matches

by EviewsUser1
Wed Jun 15, 2022 6:34 am
Forum: Programming
Topic: PDL with coefficient restrictions take 2
Replies: 0
Views: 5409

PDL with coefficient restrictions take 2

I am estimating an old-fashioned Phillips curve using a polynomial distributed lag with a zero end-point restriction on lagged inflation. The data are quarterly and I have 24 lags of inflation. In addition to the PDL restriction I wish to restrict the sum of the lagged coefficients to equal 1. equat...
by EviewsUser1
Wed Jun 01, 2022 7:06 am
Forum: Programming
Topic: PDL with coefficient restrictions
Replies: 0
Views: 5272

PDL with coefficient restrictions

I am estimating a PDL and I would like to restrict the sum of the coefficients to equal 1. How can I do that?

ls pi c pdl(pi,24,3,2)
by EviewsUser1
Tue Aug 24, 2021 10:06 am
Forum: Programming
Topic: EViews shuts down completely when I use close @all
Replies: 1
Views: 7611

EViews shuts down completely when I use close @all

normally when I type close @all that command closes down workfiles and databases but now that command completely boots me out of EViews. I am using EViews 10 in case that matters. I hope to get upgraded to EViews 12 soon so let me know if this a problem that will go away with my upgrade.
by EviewsUser1
Thu Jul 15, 2021 10:53 am
Forum: Estimation
Topic: saving the date identified in the Quandt Andrews test
Replies: 1
Views: 8112

saving the date identified in the Quandt Andrews test

I estimated Okun's law using annual data: equation okun.ls gdp_gr c du and tested for structural break using the Quandt-Andrews test: okun.ubreak(p) 15 the test showed a significant break in 2006. Is there a way to extract the break date and store it as a string so I can use it in subsequent command...
by EviewsUser1
Mon Sep 23, 2019 1:41 pm
Forum: Data Manipulation
Topic: Box Plot
Replies: 1
Views: 5343

Box Plot

I am trying to create a box plot. I have annual data on 17 countries, 1871-2018. When I tried the box plot option in the pull down menu it gave me a graph with the median, upper and lower quartiles (etc.) for each individual country over time. I instead want the median, quartiles etc across countrie...
by EviewsUser1
Mon Sep 16, 2019 7:52 am
Forum: Estimation
Topic: stationary variables in VECM
Replies: 0
Views: 5705

stationary variables in VECM

I am estimating a 4-variable VECM -- only 3 of the series are I(1) so I tested the three series and found one cointegrating relationship. Now I want to estimate the the full model with the cointegrating relationship and the fourth stationary series as well. How do I do that in EViews?
by EviewsUser1
Tue Aug 27, 2019 6:07 am
Forum: Programming
Topic: storing boostrapped sims
Replies: 1
Views: 2556

storing boostrapped sims

I did a stochastic simulation of a model using boostrapped errors. I saved the simulated series to a new page and Eviews put each series in one long vector (139000 obs = 139 sample size x 1000 sims). Is there a way to save the sims as individual series? Instead of all of the X's being in one long ve...
by EviewsUser1
Wed Jun 27, 2018 2:02 pm
Forum: Data Manipulation
Topic: copy and paste problem with EViews10
Replies: 3
Views: 4592

Re: copy and paste problem with EViews10

yes, my IT department updated my program late yesterday and I it still have the problem with copy and paste.
by EviewsUser1
Wed Jun 27, 2018 7:20 am
Forum: Data Manipulation
Topic: copy and paste problem with EViews10
Replies: 3
Views: 4592

copy and paste problem with EViews10

whenever I right click to copy and past a graph EViews10 shuts down. I tried copying from the pull-down menu and encountered the same problem.
by EviewsUser1
Thu Feb 22, 2018 8:29 am
Forum: Programming
Topic: deleting rows containing NA's from a vector
Replies: 1
Views: 2516

deleting rows containing NA's from a vector

I have a vector that contains NA's. I would like to construct a vector that contains only the rows of the original vector for which there are values. Is there a simple command for that?
by EviewsUser1
Thu Jul 27, 2017 12:23 pm
Forum: Programming
Topic: dates in @elem
Replies: 11
Views: 13102

dates in @elem

I define the start date of the sample:

%start="1984q1"

and I want to extract a single data point for that series dat using @elem

scalar first_actual=@elem(dat,"1984q1")

but instead of using "1984q1" I would like to use %start

but that does not work. Any suggestions?
by EviewsUser1
Tue Jun 13, 2017 9:00 am
Forum: Programming
Topic: makeresids
Replies: 1
Views: 2356

makeresids

I have a program with the following line of code: stacked_sys.makeresids resid06 resid07 resid08 resid09 resid10 resid11 resid12 resid13 resid14 resid15 resid16 it used to run but now it not only does not run but it completely shuts down Eviews when it gets to this line. I am using eviews 9. What sh...
by EviewsUser1
Mon Jun 13, 2016 1:15 pm
Forum: Programming
Topic: forward looking moving average
Replies: 1
Views: 3391

forward looking moving average

Is there an automatic way (a function perhaps) to calculate a forward moving average? I have a variable rff and I would like to construct a series rff_forward = (rff+rff(1)+rff(2)+......+rff(119))/120.

The @movav does not seem to work for forward moving averages. Any advice?
by EviewsUser1
Tue Apr 19, 2016 1:19 pm
Forum: Estimation
Topic: ipolate
Replies: 1
Views: 3007

ipolate

I have two series s1 and s2, ipolate works fine for s2 but leaves a gap of na's in s1 in 2009-10. Any idea what I am doing wrong or is there a but in the program?
by EviewsUser1
Wed Oct 28, 2015 8:55 am
Forum: Econometric Discussions
Topic: sspace results do not make sense
Replies: 0
Views: 1933

sspace results do not make sense

I am running a fairly simple state space model but the smoothed state smsv4 is behaving bizarrely. The model does not converge using the default algorithm but even when I switch to eviews legacy I get bizarre results for smsv4. Workfile is attached. series gap_res=gap-1.27*gap(-1)+.333*gap(-2) serie...

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