Search found 83 matches
- Mon May 15, 2023 4:33 pm
- Forum: Suggestions and Requests
- Topic: large-scale macro-model database
- Replies: 1
- Views: 43957
Re: large-scale macro-model database
Ray Fair's Fairmodel is one, The Fed Model is another (but is DSGE). both can be downloaded.
- Mon May 15, 2023 4:18 pm
- Forum: Program Repository
- Topic: Journal for discussing software?
- Replies: 1
- Views: 63023
Re: Journal for discussing software?
Journal of Statistical Software
- Sun Mar 20, 2022 4:37 pm
- Forum: Estimation
- Topic: VARSEL Auto-Search / Gets
- Replies: 6
- Views: 4988
Re: VARSEL Auto-Search / Gets
I'd like to make some suggestions to improve this and make it more like Autometrics. First, I'd suggest that when the GUM fails a test and gives and error that EViews suggest to use indicator saturation methods. A message could be "GUM failed X specification tests : List of tests failed: X1, X2...
- Sun Feb 10, 2019 1:54 pm
- Forum: Estimation
- Topic: Forecast Evaluation in EViews 10+
- Replies: 1
- Views: 2711
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?
It seems completely random. Anyone else experience this?
- Mon Jan 28, 2019 2:23 pm
- Forum: Programming
- Topic: Programming a table
- Replies: 23
- Views: 14199
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.
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.
- Mon Jan 23, 2017 1:53 am
- Forum: Estimation
- Topic: GARCH with variables
- Replies: 29
- Views: 54403
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?
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?
- Mon Jan 02, 2017 8:18 pm
- Forum: Data Manipulation
- Topic: Differencing in worksheet with NA-filled holidays
- Replies: 2
- Views: 3865
Re: Differencing in worksheet with NA-filled holidays
Thanks Gareth!
- Mon Jan 02, 2017 6:26 pm
- Forum: Data Manipulation
- Topic: Differencing in worksheet with NA-filled holidays
- Replies: 2
- Views: 3865
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...
- Thu Dec 29, 2016 10:01 pm
- Forum: Data Manipulation
- Topic: Copying series between two workfiles
- Replies: 1
- Views: 3688
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.
- Thu Dec 29, 2016 9:46 pm
- Forum: Data Manipulation
- Topic: Copying series between two workfiles
- Replies: 1
- Views: 3688
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...
- 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: 13160
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...
- 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: 13160
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...
- Mon Dec 19, 2016 11:17 pm
- Forum: Programming
- Topic: Simple Renaming Script Help
- Replies: 2
- Views: 3558
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!!!
Ali was not the greatest...Gareth is the GREATEST!!!
Float like a butterfly, sting like a bee!!!
You are the best. Happy Holidays!!!
- Mon Dec 19, 2016 7:59 pm
- Forum: Programming
- Topic: Simple Renaming Script Help
- Replies: 2
- Views: 3558
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.....
- 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: 13167
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...