Search found 2605 matches

by EViews Glenn
Tue Jul 30, 2019 4:07 pm
Forum: Estimation
Topic: Markov switch state probabilities forecast
Replies: 18
Views: 429

Re: Markov switch state probabilities forecast

I'm sorry, but that is correct.
by EViews Glenn
Tue Jul 30, 2019 10:10 am
Forum: Estimation
Topic: Markov switch state probabilities forecast
Replies: 18
Views: 429

Re: Markov switch state probabilities forecast

I'm afraid that I don't understand the question.
by EViews Glenn
Thu Jul 18, 2019 2:17 pm
Forum: Programming
Topic: Assigning valmap in a program
Replies: 6
Views: 205

Re: Assigning valmap in a program

Ignore him. It's on my list.
by EViews Glenn
Tue May 28, 2019 10:47 am
Forum: Data Manipulation
Topic: weighted histogram or distribution graph
Replies: 1
Views: 308

Re: weighted histogram or distribution graph

"Survey weights" is ambiguous, but I'm assuming you mean frequency weights or the equivalent... I hate to be the bearer of bad news but while there are many tasks you might want to do where you can easily do things to approximate frequency weights, the distributions calculations are going ...
by EViews Glenn
Thu Dec 27, 2018 11:19 am
Forum: Estimation
Topic: Transition Matrix Parameters
Replies: 2
Views: 420

Re: Transition Matrix Parameters

The convention that we use is as described in the documentation as P(i, j) = Pr(S_t = j | S_t-1 = i). . P21 is Pr(S_t = 1 | S_t-1 = 2), or from 2 -> 1. . So if I am thinking clearly this morning, in your case, increases in UNEMPAPR16 lowers the probability of transferring from 2->1, and increases th...
by EViews Glenn
Mon Dec 17, 2018 10:54 am
Forum: Estimation
Topic: Correlation errors in state space models
Replies: 5
Views: 1123

Re: Correlation errors in state space models

Fair enough on the suggestion for the docs. The idea seemed straightforward when written, but I can see why it might not be obvious. For now, let's try this a different way. Rather than me try to figure out your particular model, here is the basic idea for getting the correlation timing .(Note that ...
by EViews Glenn
Tue Nov 13, 2018 9:38 am
Forum: Estimation
Topic: Correlation errors in state space models
Replies: 5
Views: 1123

Re: Correlation errors in state space models

Can you be more specific about the process you want to impose for your states? How do they evolve?
by EViews Glenn
Thu Sep 13, 2018 11:47 am
Forum: Estimation
Topic: Obtaining weights with Principal component analysis
Replies: 6
Views: 4737

Re: Obtaining weights with Principal component analysis

I must admit that I don't entirely understand what you are trying to do with your calculation. The following shows the equivalence between post-multiplying the data by the eigenvectors and the score series created using normalize loadings scaling. Note that as expected the average sum of the squared...
by EViews Glenn
Thu Sep 13, 2018 10:57 am
Forum: Estimation
Topic: Fixed Effects- Industry and Year
Replies: 17
Views: 2951

Re: Fixed Effects- Industry and Year

In the language of factors, multiple terms in @expand gives the interaction effects, but not the main effects.
by EViews Glenn
Wed Sep 12, 2018 10:02 am
Forum: Suggestions and Requests
Topic: percentile function
Replies: 1
Views: 1698

Re: percentile function

How about a built-in

100 * @ranks(x) / @obs(x)
by EViews Glenn
Tue Sep 11, 2018 3:54 pm
Forum: Estimation
Topic: Confidence Intervals: Forecast vs. Makemodel
Replies: 5
Views: 1419

Re: Confidence Intervals: Forecast vs. Makemodel

Is there a chance you can share your workfile. In all of my test cases I'm not seeing this discrepancy. (Note that the model simulation doesn't include the coefficient uncertainty, but in my cases, I'm not seeing much difference from that).
by EViews Glenn
Tue Sep 11, 2018 1:14 pm
Forum: Suggestions and Requests
Topic: Fiscal/Academic year labeling
Replies: 2
Views: 1810

Re: Fiscal/Academic year labeling

Question, you can always create an undated workfile with that kind of labeling. Is there anything that you need date wise that isn't handled by an undated with custom labels?
by EViews Glenn
Tue Sep 11, 2018 1:13 pm
Forum: Suggestions and Requests
Topic: Expected to see Eviews Workfiles Encryption
Replies: 2
Views: 1744

Re: Expected to see Eviews Workfiles Encryption

It is an interesting idea and I can understand the appeal There are, however, legal issues that make this not quite as simple a request as one might think. Given this fact and the existence of third-party encryption tools which can be used to encrypt a workfile, this feature is currently not high on...
by EViews Glenn
Thu Aug 30, 2018 8:55 am
Forum: Estimation
Topic: Confidence Intervals: Forecast vs. Makemodel
Replies: 5
Views: 1419

Re: Confidence Intervals: Forecast vs. Makemodel

We are looking into this for you. It may take a bit but we will let you know what we discover.
by EViews Glenn
Tue Jun 05, 2018 10:18 am
Forum: Data Manipulation
Topic: factor based on deviation from mean
Replies: 1
Views: 1278

Re: factor based on deviation from mean

You want the comparison to the mean of the other variables for each observation?

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