Search found 24 matches

by fmantessof
Thu Sep 20, 2018 7:43 am
Forum: Estimation
Topic: specific quarter from specific year dummy
Replies: 1
Views: 61

specific quarter from specific year dummy

How can I create a dummy for a specific quarter date ? For years I could do @year="2015", but how to do it for 2015Q3 ?
by fmantessof
Mon Jul 16, 2018 7:41 pm
Forum: Programming
Topic: constrains / boundaries
Replies: 2
Views: 184

Re: constrains / boundaries

Thanks ! Perfect
by fmantessof
Thu Jul 12, 2018 8:15 pm
Forum: Programming
Topic: constrains / boundaries
Replies: 2
Views: 184

constrains / boundaries

I am running a model with different scenarios to forecast vacancy rates in a commercial real estate market. Please see the screenshot attached with the model equations. I want to restrict the occupied space series (occupspc_sp) to not surpass 95% of the total stock series (stock_sp), so that the vac...
by fmantessof
Fri Jun 29, 2018 3:16 pm
Forum: Programming
Topic: Loop to run equation
Replies: 10
Views: 397

Re: Loop to run equation

Issue solved !..Thanks Matt, sorry for the parenthesis error
by fmantessof
Thu Jun 28, 2018 5:29 pm
Forum: Programming
Topic: Loop to run equation
Replies: 10
Views: 397

Re: Loop to run equation

Matt, The equation that I want to calculate and which is shown in the Excel spreadsheet I attached in the last post is: idxpricereal = idxpricereal(1)/((1+(idxprice(1)/idxprice-1))*(1+inflation(1)/100)). However the script below does not have show the same results of this former equation. genr(r) id...
by fmantessof
Wed Jun 27, 2018 11:21 am
Forum: Programming
Topic: Loop to run equation
Replies: 10
Views: 397

Re: Loop to run equation

Thanks Matt, however the results are different than the math calc. I made an excel spreadsheet with the result series calculated by Eviews and the correct one calculated by Excel, please see attached. I also adjusted your formula so it matches the previous idxprice script and the inflation (which sh...
by fmantessof
Tue Jun 26, 2018 6:03 pm
Forum: Programming
Topic: Loop to run equation
Replies: 10
Views: 397

Re: Loop to run equation

Illegal date too...But that's fine, I can go with @now only. However the issue in my next steps comes when I try to deflate this series to transform it in real prices (discounted by inflation). To do this you have to go backwards, how can I do it ? The math formula is this, however Eviews can't calc...
by fmantessof
Tue Jun 26, 2018 3:59 pm
Forum: Programming
Topic: Loop to run equation
Replies: 10
Views: 397

Re: Loop to run equation

Great ! It worked, however I got to change the second line to aapool_reits.genr idxprice? = price? * 100 / @elem(price?, @now), as the %tmp version gives me a message "illegal date %tmp". How can I do If I want to use @now-1 or @now-4 as it does not work in this script ?
Thanks
by fmantessof
Mon Jun 25, 2018 7:30 pm
Forum: Programming
Topic: Loop to run equation
Replies: 10
Views: 397

Loop to run equation

Hi, I am trying to create a same base price index for many series that starts with 100 at the most recent year and goes backwards based on the period price change. However for this to work, as it is calculated backwards I need to execute the equation many times until the first observation for each s...
by fmantessof
Sun Jan 21, 2018 11:15 am
Forum: Estimation
Topic: Problem with Dynamic Panel Data Forecast
Replies: 6
Views: 1297

Re: Problem with Dynamic Panel Data Forecast

Gareth, could you please then explain how to forecast with the equations created from Dynamic Panel Data with difference ?
by fmantessof
Sun Aug 16, 2015 5:15 am
Forum: Data Manipulation
Topic: Date Issues When Importing
Replies: 11
Views: 1479

Re: Date Issues When Importing

Gareth, I found out what is going on...I use Quandl to download the data in Excel, however Quandl is delivering the dataset with missing dates both through Google and Yahoo
by fmantessof
Sun Aug 16, 2015 4:54 am
Forum: Data Manipulation
Topic: Date Issues When Importing
Replies: 11
Views: 1479

Re: Date Issues When Importing

Gareth, I tried with a file that seemed to be a correct data set, and it worked the same....This one is a direct download of BXP ticker from yahoo finance, see attached
by fmantessof
Sat Aug 15, 2015 6:21 pm
Forum: Data Manipulation
Topic: Date Issues When Importing
Replies: 11
Views: 1479

Re: Date Issues When Importing

I found the mistake ! This data series came from Wiki and comparing to Yahoo's one there is some dates missing...I downloaded again and the series came again with the missing dates..tks
by fmantessof
Sat Aug 15, 2015 6:04 pm
Forum: Data Manipulation
Topic: Date Issues When Importing
Replies: 11
Views: 1479

Re: Date Issues When Importing

That's the issue, I know, but why is this a non valid date series ? This are date series downloaded directly from yahoo finance or google finance, what can I do as a process to find the error and fix it ? tks
by fmantessof
Sat Aug 15, 2015 3:50 pm
Forum: Data Manipulation
Topic: Date Issues When Importing
Replies: 11
Views: 1479

Re: Date Issues When Importing

This happens frequently in different type of files and I couldn't find a reason for this yet. I selected to send you a very simple file as an example of one of the cases this is happening

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