## Search found 2601 matches

Thu Dec 27, 2018 11:19 am
Forum: Estimation
Topic: Transition Matrix Parameters
Replies: 2
Views: 204

### 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...
Mon Dec 17, 2018 10:54 am
Forum: Estimation
Topic: Correlation errors in state space models
Replies: 5
Views: 846

### 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 ...
Tue Nov 13, 2018 9:38 am
Forum: Estimation
Topic: Correlation errors in state space models
Replies: 5
Views: 846

### 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?
Thu Sep 13, 2018 11:47 am
Forum: Estimation
Topic: Obtaining weights with Principal component analysis
Replies: 6
Views: 4032

### 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...
Thu Sep 13, 2018 10:57 am
Forum: Estimation
Topic: Fixed Effects- Industry and Year
Replies: 17
Views: 2055

### Re: Fixed Effects- Industry and Year

In the language of factors, multiple terms in @expand gives the interaction effects, but not the main effects.
Wed Sep 12, 2018 10:02 am
Forum: Suggestions and Requests
Topic: percentile function
Replies: 1
Views: 1466

### Re: percentile function

100 * @ranks(x) / @obs(x)
Tue Sep 11, 2018 3:54 pm
Forum: Estimation
Topic: Confidence Intervals: Forecast vs. Makemodel
Replies: 5
Views: 1138

### 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).
Tue Sep 11, 2018 1:14 pm
Forum: Suggestions and Requests
Replies: 2
Views: 1536

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?
Tue Sep 11, 2018 1:13 pm
Forum: Suggestions and Requests
Topic: Expected to see Eviews Workfiles Encryption
Replies: 1
Views: 1426

### 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...
Thu Aug 30, 2018 8:55 am
Forum: Estimation
Topic: Confidence Intervals: Forecast vs. Makemodel
Replies: 5
Views: 1138

### 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.
Tue Jun 05, 2018 10:18 am
Forum: Data Manipulation
Topic: factor based on deviation from mean
Replies: 1
Views: 1119

### Re: factor based on deviation from mean

You want the comparison to the mean of the other variables for each observation?
Mon Jun 04, 2018 6:27 pm
Forum: Data Manipulation
Topic: Copy values from cross-section to entire vector
Replies: 3
Views: 1289

### Re: Copy values from cross-section to entire vector

Code: Select all

`series var2a = @meansby(var2, country, date)`
Fri Jun 01, 2018 4:24 pm
Forum: Data Manipulation
Topic: Copy values from cross-section to entire vector
Replies: 3
Views: 1289

### Re: Copy values from cross-section to entire vector

Can you be a bit more specific about what you are doing? What values in AA need to be copied? Is it the value for one date, or values for a range of dates? Are we matching up observations by-date?
Thu May 31, 2018 11:13 am
Forum: Estimation
Topic: Second Order Differencing
Replies: 7
Views: 1977

### Re: Second Order Differencing

Forecast of data at t+4 given information at t.
Thu May 31, 2018 11:12 am
Forum: Estimation
Topic: State Space - Prediction Intervals?
Replies: 1
Views: 510

### Re: State Space - Prediction Intervals?

You can request the forecast standard errors and construct intervals from those.