Search found 32 matches

by xprimexinverse
Fri Dec 07, 2018 4:44 pm
Forum: Bug Reports
Topic: Protect model possible bug?
Replies: 3
Views: 154

Protect model possible bug?

Hi, I'm trying to use the protect model feature in EViews 10+ (64-bit, Oct 16 2018 Build), but I'm running into an error. See the attachment below. eviews_protect.png I open a workfile, create a model object, protect it with a password, save the workfile, and close. Then I open the workfile and it g...
by xprimexinverse
Thu Aug 23, 2018 2:11 am
Forum: Econometric Discussions
Topic: Quadratic conversion Method
Replies: 2
Views: 814

Re: Quadratic conversion Method

Hi Roland, It's subjective to say which interpolation method is the best for converting annual GDP data into quarterly frequency. I'd hazard a guess and say that you'd guess less slack using a method like the Chow-Lin method and a suitable high frequency indicator series (e.g. a production volumes s...
by xprimexinverse
Wed Aug 22, 2018 3:19 am
Forum: Suggestions and Requests
Topic: Chart number of digits on y-axis
Replies: 3
Views: 1186

Re: Chart number of digits on y-axis

Hi Gareth, startz, Thanks for the replies. I think what I wanted was a way to set the default number of decimal places on the y-axis when creating charts. Actually, I can do this by going to Options then Graphics Defaults then Axes & Scaling then under Data axis set the number of decimal places ...
by xprimexinverse
Tue Aug 21, 2018 4:18 am
Forum: Suggestions and Requests
Topic: Chart number of digits on y-axis
Replies: 3
Views: 1186

Chart number of digits on y-axis

Hi, I often use the model object for scenario analysis and one chart that I usually create displays the shock variable. For example, the chart below shows house prices as 10% deviation from baseline. However, notice that the y-axis is by default using a very high level of precision / number of digit...
by xprimexinverse
Sun Aug 12, 2018 1:14 pm
Forum: Programming
Topic: Create a comma separated string with quotes?
Replies: 2
Views: 858

Re: Create a comma separated string with quotes?

Thanks very much, Gareth! :D

Works a charm!
by xprimexinverse
Sun Aug 12, 2018 11:10 am
Forum: Programming
Topic: Create a comma separated string with quotes?
Replies: 2
Views: 858

Create a comma separated string with quotes?

Hi everyone, I would like to use the import command in an automated way and to do this I need to pass in the string values for the column head names as options. For example, below I pass three strings into the colheadnames option of the import command. colheadnames=("Name","Unit_code&...
by xprimexinverse
Fri Mar 17, 2017 9:59 pm
Forum: Estimation
Topic: Output Gap with Dynamic HP Filter
Replies: 1
Views: 1748

Re: Output Gap with Dynamic HP Filter

Hi, Regarding (1), you don't actually need to include a lead term in the state vector. In the paper that you provide a link to, the authors have written the model using a "future version" of the state-space form. In a companion paper, the authors express the same model in the "contemp...
by xprimexinverse
Tue Mar 07, 2017 7:16 pm
Forum: Estimation
Topic: The (not so) Dynamic forecasting in State Space models
Replies: 5
Views: 1379

Re: The (not so) Dynamic forecasting in State Space models

Hi Jason, Let me try again! =) I understand that there appears to be some limitations to the sspace object; however, the state-space form is a very flexible mathematical structure, in the sense that many models, including the AR(1) model, have more than one state-space representation. The flexibilit...
by xprimexinverse
Mon Mar 06, 2017 4:26 am
Forum: Econometric Discussions
Topic: ARMA Model
Replies: 4
Views: 2353

Re: ARMA Model

Might be easier to help if you could provide the data. Otherwise, this could end up going back and forth. Thanks. By the way, my initial impression is that you have too many parameters in your model. Think from a theoretical standpoint, if stock markets are unpredictable (random walk hypothesis), th...
by xprimexinverse
Sun Mar 05, 2017 3:07 pm
Forum: Estimation
Topic: The (not so) Dynamic forecasting in State Space models
Replies: 5
Views: 1379

Re: The (not so) Dynamic forecasting in State Space models

Hi, Take a look at the program below. I think it's possible to do it if you use the makefilter command and set-up a loop. I demonstrate this below by forecasting an AR(1) model from both the equation and sspace objects. This is a simple example, but the general idea should hold. You can do variation...
by xprimexinverse
Sun Mar 05, 2017 11:41 am
Forum: Econometric Discussions
Topic: ARMA Model
Replies: 4
Views: 2353

Re: ARMA Model

Hi, I would help if you could please post a copy of the data. Alternatively, plot for us the following (1) data in levels (2) ACF and PACF of data in levels (3) data in first differences (4) ACF and PACF of data in first differences. In the meantime, below is a general response to some of your quest...
by xprimexinverse
Sat Mar 04, 2017 12:15 pm
Forum: Estimation
Topic: Problem with AR/Estimation
Replies: 3
Views: 1373

Re: Problem with AR/Estimation

Hi, Try the following commands. smpl @first 2004 ls(arma=cls, optmethod=legacy) pce c pdi ar(1) The regression output shown below displays my results and they match those which appear in the book. ar1reg.png From my vague recollection of Box and Jenkins' textbook, my understanding is that "cls ...
by xprimexinverse
Fri Mar 03, 2017 10:15 am
Forum: Estimation
Topic: Where does the HP-filter estimates come from?
Replies: 3
Views: 2876

Re: Where does the HP-filter estimates come from?

Hi, Apologies for reviving an old thread, but please see below my replication of the EViews built-in HP filter function using the state-space object. It might still be of interest to some users. Cheers, Graeme You can download the program here: hpfilter_sspace_new.prg ' -----------------------------...
by xprimexinverse
Wed Nov 23, 2016 7:07 am
Forum: Add-in Support
Topic: Conditional VAR forecast
Replies: 19
Views: 8538

Re: Conditional VAR forecast

Hi, I would like to know more details about the method used in the add-in. The program file is encrypted and the documentation, while citing two papers, is not very clear and quite short. Could additional information please be provided; for example, in terms of extended technical documentation or, b...
by xprimexinverse
Tue May 17, 2016 12:22 pm
Forum: Suggestions and Requests
Topic: Model Printview Suggestion
Replies: 2
Views: 1645

Re: Model Printview Suggestion

Excellent! Thanks, Gareth.

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