Search found 37 matches
- Wed Jun 15, 2022 6:34 am
- Forum: Programming
- Topic: PDL with coefficient restrictions take 2
- Replies: 0
- Views: 5452
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...
- Wed Jun 01, 2022 7:06 am
- Forum: Programming
- Topic: PDL with coefficient restrictions
- Replies: 0
- Views: 5327
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)
ls pi c pdl(pi,24,3,2)
- Tue Aug 24, 2021 10:06 am
- Forum: Programming
- Topic: EViews shuts down completely when I use close @all
- Replies: 1
- Views: 7615
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.
- 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...
- 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...
- 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?
- Tue Aug 27, 2019 6:07 am
- Forum: Programming
- Topic: storing boostrapped sims
- Replies: 1
- Views: 2557
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...
- Wed Jun 27, 2018 2:02 pm
- Forum: Data Manipulation
- Topic: copy and paste problem with EViews10
- Replies: 3
- Views: 4594
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.
- Wed Jun 27, 2018 7:20 am
- Forum: Data Manipulation
- Topic: copy and paste problem with EViews10
- Replies: 3
- Views: 4594
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.
- 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?
- Thu Jul 27, 2017 12:23 pm
- Forum: Programming
- Topic: dates in @elem
- Replies: 11
- Views: 13107
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?
%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?
- 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...
- Mon Jun 13, 2016 1:15 pm
- Forum: Programming
- Topic: forward looking moving average
- Replies: 1
- Views: 3392
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?
The @movav does not seem to work for forward moving averages. Any advice?
- Tue Apr 19, 2016 1:19 pm
- Forum: Estimation
- Topic: ipolate
- Replies: 1
- Views: 3009
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?
- Wed Oct 28, 2015 8:55 am
- Forum: Econometric Discussions
- Topic: sspace results do not make sense
- Replies: 0
- Views: 1934
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...