Search found 80 matches

by JimForest
Sun Feb 10, 2019 1:54 pm
Forum: Estimation
Topic: Forecast Evaluation in EViews 10+
Replies: 1
Views: 136

Forecast Evaluation in EViews 10+

Sometimes when I try to produce out of sample forecast evaluation statistics by clicking the box, they do not appear - just a chart.

It seems completely random. Anyone else experience this?
by JimForest
Mon Jan 28, 2019 2:23 pm
Forum: Programming
Topic: Programming a table
Replies: 23
Views: 1624

Re: Programming a table

I want to freeze and rename, can it be done in two lines?

equation eq6.ls(optmethod=opg) depvar c
freeze eq6.ls equation1

(and rename it as a table called equation1)

When I run above it won't accept the name. I get an error when I run RENAME in a separate line.

I am sure this is very simple.
by JimForest
Mon Jan 23, 2017 1:53 am
Forum: Estimation
Topic: GARCH with variables
Replies: 29
Views: 33700

Re: GARCH with variables

I am performing a wald test on exogenous regressors in the variance equation of a garch model.

EViews output provides t-, f- and chi-squared tests. I am not particularly sure which to report in this scenario.

Anyone familiar with this situation?
by JimForest
Mon Jan 02, 2017 6:26 pm
Forum: Data Manipulation
Topic: Differencing in worksheet with NA-filled holidays
Replies: 2
Views: 1404

Differencing in worksheet with NA-filled holidays

I am trying to calculate a change in an an interest rate data series and I am having a problem. The issue seems to be due to holidays and other days when the market was closed. Data is in 5-day week format. I tried to work around it by adding an IF condition to the sample statement, doing the follow...
by JimForest
Thu Dec 29, 2016 10:01 pm
Forum: Data Manipulation
Topic: Copying series between two workfiles
Replies: 1
Views: 1274

Re: Copying series between two workfiles

It appears I found the answer by adjusting the frequency conversion method. Not sure what I did for one page to behave differently, but it appears to be solved.
by JimForest
Thu Dec 29, 2016 9:46 pm
Forum: Data Manipulation
Topic: Copying series between two workfiles
Replies: 1
Views: 1274

Copying series between two workfiles

I am attempting to copy data from one workfile to another. The source workfile has an irregular date format and the target is a regular five day week format. I want to copy the data from the source to the target so that it fills target workfile with the source data only on the dates in the source, l...
by JimForest
Sun Dec 25, 2016 12:42 am
Forum: General Information and Tips and Tricks
Topic: R and statconnDCOM setup notes for use with EViews
Replies: 3
Views: 6908

Re: R and statconnDCOM setup notes for use with EViews

If you still have problems, try this: (from: http://homepage.univie.ac.at/erich.neuwirth/php/rcomwiki/doku.php?id=wiki:how_to_install ) Installation of R, R(D)COM server and RExcel R needs to be installed on the machine. The current version of the statconn tools and RExcel need R version 2.15.1 or h...
by JimForest
Sun Dec 25, 2016 12:39 am
Forum: General Information and Tips and Tricks
Topic: R and statconnDCOM setup notes for use with EViews
Replies: 3
Views: 6908

Re: R and statconnDCOM setup notes for use with EViews

FYI, this thread was very helpful. I had installed on a machine before and it worked fine. However, tonight I tried to run a script I wrote in the past on my new machine and had no luck. So I decided to remove my version of R and statconnDCOM and start from scratch. I encountered difficulties that i...
by JimForest
Mon Dec 19, 2016 11:17 pm
Forum: Programming
Topic: Simple Renaming Script Help
Replies: 2
Views: 1174

Re: Simple Renaming Script Help

Thank you Gareth!!!

Ali was not the greatest...Gareth is the GREATEST!!!

Float like a butterfly, sting like a bee!!!

You are the best. Happy Holidays!!! :D :D :D
by JimForest
Mon Dec 19, 2016 7:59 pm
Forum: Programming
Topic: Simple Renaming Script Help
Replies: 2
Views: 1174

Simple Renaming Script Help

Hello, Hoping someone can help me with a question. I want to rename series in workfile pages with a script, as I have series with the same names in each page but I want to differentiate between them in a combined worksheet. For example, I want to create the following strings- prefix1, prefix2, etc.....
by JimForest
Mon Dec 12, 2016 4:38 pm
Forum: Data Manipulation
Topic: Huge Bond Data File - Filtering out Bonds I don't need
Replies: 16
Views: 4039

Re: Huge Bond Data File - Filtering out Bonds I don't need

%start = dates_table(2,3) %end = dates_table(3,3) smpl {%start} {%end} I'll be honest, between this thread, your other thread and the emails you've sent, I have absolutely no idea what you're trying to achieve. But there is something somewhere that tells me you're making it far more complicated tha...
by JimForest
Mon Dec 12, 2016 3:02 pm
Forum: Data Manipulation
Topic: Huge Bond Data File - Filtering out Bonds I don't need
Replies: 16
Views: 4039

Re: Huge Bond Data File - Filtering out Bonds I don't need

Okay, that at least makes sense. Even though there are dates in the file, because it is unstructured it can't be sampled using smpl.

So what can be done? Can it be sent to a database object and then queried one CUSIP at a time based on dates in a table?

I have no clue how to do this... :shock:
by JimForest
Mon Dec 12, 2016 2:41 pm
Forum: Data Manipulation
Topic: Huge Bond Data File - Filtering out Bonds I don't need
Replies: 16
Views: 4039

Re: Huge Bond Data File - Filtering out Bonds I don't need

Thank you. Ok, I see that with the braces I can specify the contents in a smpl statement. The cusip and sample in the source file (undated irregular format) is going to change at every iteration in the loop - there are many bonds and many dates for each bond. Each bond starts on a different date. My...
by JimForest
Mon Dec 12, 2016 2:10 pm
Forum: Data Manipulation
Topic: Importing Data to Matrix that includes Dates and Charachters
Replies: 12
Views: 2669

Re: Importing Data to Matrix that includes Dates and Charachters

Thank you Gareth. I am aware that a table can hold various forms of data. But the question was regarding reading the cell contents so that the information in the cell can be passed to a smpl function. This is the problem I am having. More detail is in the other thread, originally about filtering a l...

Go to advanced search