Search found 3 matches
- Sat Mar 26, 2016 9:45 pm
- Forum: Models
- Topic: interactive dummy variables in forecasting
- Replies: 1
- Views: 4994
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...
- Wed Jul 22, 2015 12:56 am
- Forum: Programming
- Topic: Stationary Bootstrap with variable block size
- Replies: 8
- Views: 6884
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
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
- Tue Jul 21, 2015 4:50 pm
- Forum: Programming
- Topic: Stationary Bootstrap with variable block size
- Replies: 8
- Views: 6884
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 ...