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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...

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 ...

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...

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...

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...

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...

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...

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 .... ...

Thank you very much!!!!

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...

I will try to regress them in my models. Each model has many specifications thus I will produce 50 models

Yes, because I would prefer to do it on that way than manually, it also looks more professional !! 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.

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...

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...

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.