Search found 18 matches

by gsourop
Thu Nov 26, 2015 11:04 am
Forum: Programming
Topic: Converting tables into series
Replies: 8
Views: 3702

Re: Converting tables into series

http://www.eviews.com/help/helpintro.html#page/EViews%25209%2520Help%2Fmatrixref.086.96.html I use EVIEWS 7. I get a message that it is an illegal name. vector(72,1) final matrix(432,432) final2 vector(432,1) final3 vector(492,1) final4 vector final=@subextract(xtr1,12,1,72,1) matrix final2=@subext...
by gsourop
Thu Nov 26, 2015 10:52 am
Forum: Programming
Topic: Converting tables into series
Replies: 8
Views: 3702

Re: Converting tables into series

Use the @subextract command to extract the first vector and the remainder sub-matrix. Then use @getmaindiagonal to extract the diagonal part, and use the @vcat function to stack them on top of each other. Thank you Gareth for the help. Though, I tried to find @vcat command on the help menu, to see ...
by gsourop
Thu Nov 26, 2015 9:39 am
Forum: Programming
Topic: Converting tables into series
Replies: 8
Views: 3702

Re: Converting tables into series

Hi everyone, I have a question on matrix to series transformation. I have a matrix of dimensions [504,433] and I want to create a vector [504,1] that will contain the following elements of my vector: the first 72 elements of column 1 and then the diagonal of the sub-matrix starting from [73,2] to [5...
by gsourop
Sat Nov 21, 2015 7:13 am
Forum: Programming
Topic: collecting fitted values/stats for rolling panel regression
Replies: 9
Views: 2702

Re: collecting fitted values/stats for rolling panel regress

Thanks for the advise! I have another question though. if my initial equation was y=c(1)+c(2)x1 +c(3)x2 and I recursively estimated my coefficients for t=1 c(1,t) c(2,t) c(3,t) for t=t+1 c(1,t+1) c(2,t+1) c(3,t+1) for t=t+2 c(1,t+2) c(2,t+2) c(3,t+2) and so on until t=432 My total sample has 504 obs...
by gsourop
Fri Nov 20, 2015 6:06 am
Forum: Programming
Topic: collecting fitted values/stats for rolling panel regression
Replies: 9
Views: 2702

Re: collecting fitted values/stats for rolling panel regress

Hi everyone, I would like some advise in the following. I want to make more than one regressions (in my example 2) a) ls Delta_lspot c(1) c(2)model_ppp , b)ls Delta_lspot c(3) c(4)model_irp and I want the coefficients to be saved on a single matrix. The coefficients derived from (a): for c(1): to ce...
by gsourop
Thu Nov 19, 2015 4:26 pm
Forum: Program Repository
Topic: Basic Rolling Regression
Replies: 133
Views: 143905

Re: Basic Rolling Regression

Hi everyone, I want to estimate a Random Walk model under a recursive window (expanding). My observations are from 1973M01 to 2014M12, and sum into 504 observartions (from which I want to exclude the first 12 from my sample-I just used them to calculate the inflation rate). I want my first estimatio...
by gsourop
Thu Nov 19, 2015 7:27 am
Forum: Estimation
Topic: How to estimate a random walk model?
Replies: 18
Views: 22426

Re: How to estimate a random walk model?

Hi everyone, I want to estimate a Random Walk model under a recursive window (expanding). My observations are from 1973M01 to 2014M12, and sum into 504 observartions (from which I want to exclude the first 12 from my sample-I just used them to calculate the inflation rate). I want my first estimatio...
by gsourop
Fri Nov 13, 2015 9:12 am
Forum: Econometric Discussions
Topic: regression
Replies: 6
Views: 2239

Re: regression

Hi everyone! I have created a group of independent variables, say x1 x2 x3 up to x150 group xs for %i x1 x2 x3 'up to 150 xs.add {%i} next and I want o regress each one to my dependent variable, say log_spot So I want to iterate the regression ls log_spot c x1 ls log_spot c x2 ls log_spot c x3 .... ...
by gsourop
Fri Nov 13, 2015 8:51 am
Forum: Programming
Topic: Loop over all variables
Replies: 10
Views: 3529

Re: Loop over all variables

Thank you very much!!!!
by gsourop
Fri Nov 13, 2015 6:02 am
Forum: Programming
Topic: Loop over all variables
Replies: 10
Views: 3529

Re: Loop over all variables

Thank you very much Gareth for the help. One last try on this issue...If I write something like: group xs for %i x1 x2 x3 x4 'up to 150 xs.add {%i} next for !i=1 to xs.@count series x{!i}=log({!i}) next EVIEWS creates 4 series and gives me log(1), log(2) and not log(x1), log(x2) etc. If I change the...
by gsourop
Thu Nov 12, 2015 5:06 pm
Forum: Programming
Topic: Loop over all variables
Replies: 10
Views: 3529

Re: Loop over all variables

I will try to regress them in my models. Each model has many specifications thus I will produce 50 models
by gsourop
Thu Nov 12, 2015 3:33 pm
Forum: Programming
Topic: Loop over all variables
Replies: 10
Views: 3529

Re: Loop over all variables

Yes, because I would prefer to do it on that way than manually, it also looks more professional :D !! I will omit the transformation of certain variables, that are not needed to be logged, such as interest rates, though, all the others have to be transformed.
by gsourop
Thu Nov 12, 2015 1:12 pm
Forum: Programming
Topic: Loop over all variables
Replies: 10
Views: 3529

Re: Loop over all variables

Hi everyone, I have series as independent variables x1,x2...x150 and I want to create the log of these series. Does anyone know if there is any other efficient way instead of doing it manually (meaning, to write for every single variable log_xi=log(xi), for i=1,2..150)? Is it possible to keep the na...
by gsourop
Wed Nov 11, 2015 3:15 pm
Forum: Program Repository
Topic: Basic Rolling Regression
Replies: 133
Views: 143905

Re: Basic Rolling Regression

I denote with asterisks "***" the corrections made. Is this correct?: ' set window size !window = 90 ' set step size !step = 1 ' get size of workfile !length = @obsrange ' declare equation for estimation equation eq1 'calculate number of rolls !nrolls = @floor((!length-!window)/!step) 'mat...
by gsourop
Wed Nov 11, 2015 2:25 pm
Forum: Program Repository
Topic: Basic Rolling Regression
Replies: 133
Views: 143905

Re: Basic Rolling Regression

That I use a period of time to produce my first coefficient and then I add an observation and re-estimate my model..I do these iterations until the end of the sample period.

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