Thanks for the response,
Daniel
Search found 7 matches
- Mon Jun 04, 2018 6:31 am
- Forum: Bug Reports
- Topic: Cointegration Test gives wrong P-Value
- Replies: 3
- Views: 4892
- Tue May 15, 2018 5:53 am
- Forum: Bug Reports
- Topic: Cointegration Test gives wrong P-Value
- Replies: 3
- Views: 4892
Cointegration Test gives wrong P-Value
Dear EViews-Team When I perform a Johansen Cointegration Test for a VAR and the Trace od ME Test Statistic are much larger than the critical value, the p-value should be close to zero. Instead, I shows the Prob: 1.0000. The programm code I used, just as an example, was: wfcreate(wf=Koint) u 10000 sm...
- Mon Aug 17, 2015 4:30 am
- Forum: Bug Reports
- Topic: generating interdependent series goes wrong
- Replies: 5
- Views: 4883
Re: generating interdependent series goes wrong
I'm not quite sure what you expect to happen. EViews programs are computed line by line. Hi, thanks for the reply. Well I thought that EViews would automatically handle this. I mean, treating a vector as a series so that you dont need a for loop but only need to write y=alpha*y(-1) is a neat featur...
- Fri Aug 14, 2015 6:30 am
- Forum: Bug Reports
- Topic: generating interdependent series goes wrong
- Replies: 5
- Views: 4883
generating interdependent series goes wrong
Hi all, I want to create three series that are dependent on each others past, as for simulating VAR-model or cointegrated data. I have the following code: workfile u 1000 smpl @all series common_root=0 series var1=0 'Just three variables var1, 2 and 3 series var2=0 series var3=0 smpl 2 @last common_...
- Wed Jul 15, 2015 12:01 pm
- Forum: Estimation
- Topic: Residuals of a GARCH-Model
- Replies: 0
- Views: 1987
Residuals of a GARCH-Model
Dear all, I am looking for the error of a GARCH-Model. More precisely: I estimated an AR(1) with GARCH(1,1) errors for stock market data. Now I wanted to plot the residuals of the model. To my surprise they still showed the same conditional heteroskedasticity as without the GARCH-modelling. So I gue...
- Mon Jun 15, 2015 7:13 am
- Forum: Programming
- Topic: Conditional sum (i.e.: sum if) over a vector
- Replies: 2
- Views: 3317
Re: Conditional sum (i.e.: sum if) over a vector
Thanks a lot trubador!
That does the job.
(I combined it to save space scalar count = @sum(@elt(pwerte_05,0.05*@ones(!mcmax)))
That does the job.
(I combined it to save space scalar count = @sum(@elt(pwerte_05,0.05*@ones(!mcmax)))
- Mon Jun 15, 2015 3:12 am
- Forum: Programming
- Topic: Conditional sum (i.e.: sum if) over a vector
- Replies: 2
- Views: 3317
Conditional sum (i.e.: sum if) over a vector
Dear Members, I am having a presumably very common problem: Simulating a time series many times, then conducting a test, and then check how often the Null hypothesis was rejected. That way I can test the size and power of the test. At the end I store the p-values in a vector (not a series). I need t...