Search found 20 matches

by jacarandas
Wed Nov 15, 2017 2:01 pm
Forum: Estimation
Topic: SUR estimation for shares that sum up to 1
Replies: 7
Views: 268

Re: SUR estimation for shares that sum up to 1

EViews Gareth wrote:Ah, sorry, I thought you wanted the coefficients to sum to one, not the variables. I’m now not sure I understand what you are trying to do


Hi Gareth,

Just wondering if you understand what I am trying to do now. See posts below?

Thanks!
by jacarandas
Mon Nov 13, 2017 11:25 pm
Forum: Data Manipulation
Topic: Importing into transposed data skipping columns
Replies: 2
Views: 106

Importing into transposed data skipping columns

Hi, I was reading through http://www.eviews.com/help/helpintro.html#page/content/matrixcmd-import.html. But I can't figure out how can I import in a dataset that is transposed, but with my variable names only starting in Column C, while actual data starts in Column D. This is what I have done, which...
by jacarandas
Sun Nov 12, 2017 4:18 pm
Forum: Add-in Support
Topic: Multiple rows in R code
Replies: 7
Views: 2555

Re: Multiple rows in R code

Hi!

Just wondering if the latest EViews 10 support multiple rows in R code to be run without having to put xrun in each line?

For example, would it be possible to run an entire R script in EViews using a single line command to call for it?

Cheers
by jacarandas
Sun Nov 05, 2017 6:54 pm
Forum: Estimation
Topic: SUR estimation for shares that sum up to 1
Replies: 7
Views: 268

Re: SUR estimation for shares that sum up to 1

Ah, sorry, I thought you wanted the coefficients to sum to one, not the variables. I’m now not sure I understand what you are trying to do Hi! Just wondering it’ll be able to get some help on this: - I’ve Alpha, beta and gamma shares that add up to 1. I have the same explanatory variables for all o...
by jacarandas
Wed Nov 01, 2017 1:57 pm
Forum: Estimation
Topic: SUR estimation for shares that sum up to 1
Replies: 7
Views: 268

Re: SUR estimation for shares that sum up to 1

Hi! I’m trying to estimate a SUR system of market shares. But, as they sum up to 1, I know I’ve to drop an equation to avoid singularity. But, in doing so, - should I impose a constraint in the system such that the shares still add up to 1, even though I’ve dropped an equation out. - I’ve tried drop...
by jacarandas
Wed Nov 01, 2017 12:34 pm
Forum: Estimation
Topic: SUR estimation for shares that sum up to 1
Replies: 7
Views: 268

Re: SUR estimation for shares that sum up to 1

Thanks Gareth! Do I have to drop the Gamma equation as alpha, beta and gamma sums up to 1 in my SUR estimation? So, is this what I end up estimating? model.append alpha = my usual regressors model.append beta = my usual regressors model.append @identity gamma = 1-alpha-beta Won’t gamma be an identit...
by jacarandas
Tue Oct 31, 2017 11:37 pm
Forum: Estimation
Topic: SUR estimation for shares that sum up to 1
Replies: 7
Views: 268

SUR estimation for shares that sum up to 1

Hi, I am trying to estimate and forecast a system of market shares equations (J) with the same RHS exogenous regressors. As the market shares sum up to 1, I will be dropping one equation and estimating J-1 equations instead. The EViews help manual says that "since the system of equations may co...
by jacarandas
Tue Apr 11, 2017 7:49 pm
Forum: Estimation
Topic: Override/exclude in a model
Replies: 3
Views: 592

Re: Override/exclude in a model

Hi! I sidetracked from this issue and am faced with it again. So, I managed to exclude the series from my model. It solves. But, do you have to rerun the model to use override? If the excluded series is called series1, what should the override be called? I assume the override will be the trajectory ...
by jacarandas
Mon Jan 16, 2017 10:55 pm
Forum: Estimation
Topic: Restricting the dependent variable
Replies: 3
Views: 563

Re: Restricting the dependent variable

I've a set of ratios that sums up to 1 in history. I would like to forecast them ahead of time. But, how do I ensure that these forecast ratios in the model sums up to 1 and remain positive? Is there an estimation method I can use or an identity I can append to my model? Currently, I am using a leas...
by jacarandas
Mon Jan 16, 2017 10:11 pm
Forum: Estimation
Topic: Restricting the dependent variable
Replies: 3
Views: 563

Restricting the dependent variable

Hi, So, I have been trying to figure this out. I know it's possible to impose restrictions on the coefficients of the independent variables. But, is there any way to have a constraint on the dependent variables of a model of equations, in which all the dependent variables must sum up to 1 by constru...
by jacarandas
Tue Dec 06, 2016 9:50 pm
Forum: Estimation
Topic: Override/exclude in a model
Replies: 3
Views: 592

Override/exclude in a model

Hi, I am trying to replace an endogenous variable with the series that has the trajectory I want in a model. How do I do so with command? I have read up on the commands exclude and override, but am not sure if that can be done. So, rather than EViews solving for the variable endogenously, I want thi...
by jacarandas
Wed Nov 30, 2016 3:54 pm
Forum: Estimation
Topic: Non negativity constraints on forecasts
Replies: 5
Views: 1070

Re: Non negativity constraints on forecasts

Hi, Here's what I have done so far. The identity was one way I thought would ensure that the ratios sum up to 1 in the forecasts. But, I am doubtful now. Here are the constraints I am hoping to implement: - Forecast ratios in each group sum up to 1 - None of the forecast ratios are <1 Any help on ho...
by jacarandas
Tue Nov 29, 2016 9:43 pm
Forum: Estimation
Topic: Non negativity constraints on forecasts
Replies: 5
Views: 1070

Re: Non negativity constraints on forecasts

Hi, My ai's in this example are: shares_a system - a1, a2, a3 shares_b system - b1, b2, b3, b4 shares_c system - c1, c2, c3, c4, c5 So, these are historical ratios I have calculated, and they add up to 1. But, I wasn't sure how to ensure that when the system is solved, the forecasts of these ratios ...
by jacarandas
Tue Nov 29, 2016 2:17 am
Forum: Estimation
Topic: Non negativity constraints on forecasts
Replies: 5
Views: 1070

Re: Non negativity constraints on forecasts

Hi, Just wondering if anyone is able to help? I have a large number of identities in each model. But, I'm not entirely sure how to go about imposing the inequality as follows: Mixed equality and inequality A commonly encountered mixed type of restriction is to have all parameters non-negative and su...
by jacarandas
Wed Nov 23, 2016 2:50 pm
Forum: Estimation
Topic: Pairwise subtraction for variables in groups
Replies: 1
Views: 569

Pairwise subtraction for variables in groups

Hi, I am able to do pairwise regressions between variables. I thought the same logic would work for variables in groups if I just want to do a simple subtraction between variables in groups. But, it doesn't. For example, I have groups A, B, A1 and B1 with 3 variables in each group. I want to subtrac...

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