Search found 3 matches

by freddyg_7
Sat Mar 26, 2016 9:45 pm
Forum: Models
Topic: interactive dummy variables in forecasting
Replies: 1
Views: 1430

interactive dummy variables in forecasting

Hi Trust all is well. If you put in interactive dummy variables in an equation like so: equation {%asset}_m.ls(cov="hac") dlog({%asset}) dlog({%asset}(-1))*@recode(vix>22,1,0) dlog(world_us)*@recode(vix>22,1,0) dlog(vix)*@recode(vix>22,1,0) c dlog({%asset}(-1))*@recode(vix<22,1,0) dlog(wor...
by freddyg_7
Wed Jul 22, 2015 12:56 am
Forum: Programming
Topic: Stationary Bootstrap with variable block size
Replies: 8
Views: 2486

Re: Stationary Bootstrap with variable block size

Hi Gareth
Thanks for the prompt reply.
OK this makes sense the code reads !getnew OR !ob=!n

Would "if !getnew=1 or !ob=!n" make sense, i.e qualifying that !getnow would need to equal 1?

Thanks
Fred
by freddyg_7
Tue Jul 21, 2015 4:50 pm
Forum: Programming
Topic: Stationary Bootstrap with variable block size
Replies: 8
Views: 2486

Re: Stationary Bootstrap with variable block size

Hi Eviews Gareth Trust all is well. I Believe I understand how you have set up your code, but I have a few questions. !getnew = @rnd>!prob -'generates a binary outcome, which then feeds into the top of the loop. Apart from when !getnew or !ob =the number of observations(!n), when does if !getnew or ...

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