Search found 18 matches

by Sammoland
Tue Apr 19, 2016 7:16 am
Forum: Programming
Topic: Rolling forecast more than 1 variable
Replies: 7
Views: 2589

Re: Rolling forecast more than 1 variable

I seem to have gotten myself confused. So once I have done the sample adjustment, I need to then set the forecast sample equal to the last date point, "{%rolfore}" +1. I have tried setting the sample in the forecast to {%rolfore}, but I keep getting a message that says "Unable to comp...
by Sammoland
Tue Apr 19, 2016 5:57 am
Forum: Programming
Topic: Rolling forecast more than 1 variable
Replies: 7
Views: 2589

Re: Rolling forecast more than 1 variable

Thanks Gareth.
by Sammoland
Tue Apr 19, 2016 5:40 am
Forum: Programming
Topic: Rolling forecast more than 1 variable
Replies: 7
Views: 2589

Re: Rolling forecast more than 1 variable

Hi all I am trying something similar to above. I am running a loop that runs through a number of variables, estimates equations and then produces a forecast for each variable. The trick comes in that the variables update at different times of the year, so at certain times I'll have data for, say 201...
by Sammoland
Tue Apr 19, 2016 1:40 am
Forum: Add-in Support
Topic: ARIMASel (Automatic ARIMA selection)
Replies: 85
Views: 85249

Re: ARIMASel (Automatic ARIMA selection)

Thanks. I figured it out, it was a case of adding %lagstring to [code]%lagstring = %lagstring + "dlog("+ %var+"(-" + @str(!i) + "))"[\code] Is there a way to specify including variables if they show p-value significance? Or barring that, a minimum lag length? While the ...
by Sammoland
Tue Apr 19, 2016 12:52 am
Forum: Add-in Support
Topic: ARIMASel (Automatic ARIMA selection)
Replies: 85
Views: 85249

Re: ARIMASel (Automatic ARIMA selection)

Correct. So whichever is the best single lag length, then run all the lags up to that. Although I see your point, we are identifying the single best lag length and then throwing it out the window by just adding other lags. Is there a way to automatically code to find that best cumulative lags? Possi...
by Sammoland
Mon Apr 18, 2016 11:35 pm
Forum: Add-in Support
Topic: ARIMASel (Automatic ARIMA selection)
Replies: 85
Views: 85249

Re: ARIMASel (Automatic ARIMA selection)

Hi Gareth Does that mean that one cannot find the best lag according to an information criteria, and then just add lags going back to -1 automatically through a loop? So say the code identifies the best lag as -4, can we include code that says "For !maxlag back to -1, add to the regression"...
by Sammoland
Mon Apr 18, 2016 7:06 am
Forum: Add-in Support
Topic: ARIMASel (Automatic ARIMA selection)
Replies: 85
Views: 85249

Re: ARIMASel (Automatic ARIMA selection)

Hi Gareth Thanks for your help. I put in in the first loop where the code exists, but I get the error message "-1 TO -1 is not a valid index for variable name in "EQUATION {%EQNAME}.LS DLOG(Y1) C DLOG( VARIABLE NAME (-1 TO -1))" As far as I understand, the equation is trying to read t...
by Sammoland
Mon Apr 18, 2016 5:21 am
Forum: Add-in Support
Topic: ARIMASel (Automatic ARIMA selection)
Replies: 85
Views: 85249

Re: ARIMASel (Automatic ARIMA selection)

Hi all Is there a way to regress a variable, where the lags on the independent variables are selected automatically, according to the SIC or AIC or HQ? I modified an autoARMA code to look as follows, but the problem is that the code selects the best lag and adds it, but does not include the lags bef...
by Sammoland
Fri Apr 15, 2016 7:40 am
Forum: Program Repository
Topic: Automatic ARMA selection
Replies: 47
Views: 43300

Re: Automatic ARMA selection

Hi All I am attempting to run a program that runs an ols equation where the lag length of the independent variables are selected automatically. The idea is to run through each independent variable, select the optimum lags, and then forecast the dependent variable based on this. The code is a variati...
by Sammoland
Thu Apr 14, 2016 2:24 am
Forum: Programming
Topic: An introduction to EViews programming.
Replies: 118
Views: 153943

Re: An introduction to EViews programming.

Hi All This post is in reference to an earlier post, but I wasn't sure how to reply to that. I am trying to create a for loop that loops through a group of variables, and then runs an auto ARMA process through each individual equation. The auto ARMA is quite basic, and the loop begins to run, but af...
by Sammoland
Wed Apr 13, 2016 6:20 am
Forum: Programming
Topic: Exporting to Excel
Replies: 13
Views: 4948

Re: Exporting to Excel

Ah, I have figured it out, thanks. Is there a way to calculate the top ten most correlated variables for a certain variables, then separate them into a group and perform calculation on them? Can this be done in eViews?
by Sammoland
Wed Apr 13, 2016 6:10 am
Forum: Programming
Topic: Exporting to Excel
Replies: 13
Views: 4948

Re: Exporting to Excel

Thanks! I've tried it but have struggled to freeze the matrix and assign it to a table, but it says "Only strings or numbers can be placed in tables in "Test_T1(2,2)=M1". This is my code: group g1 R_SALES_r ABSA_HPI VEH_SALES W_SALES_R FNB_HPI FCP M3 FCH MIN_SALES_EXCLG MIN_SALES g1.c...
by Sammoland
Tue Apr 12, 2016 6:40 am
Forum: Programming
Topic: Exporting to Excel
Replies: 13
Views: 4948

Re: Exporting to Excel

That should work. How do I do that?
by Sammoland
Tue Apr 12, 2016 6:05 am
Forum: Programming
Topic: Exporting to Excel
Replies: 13
Views: 4948

Re: Exporting to Excel

Hi Gareth

Thank you for the help on this. I ran the correlation matrix variation and exported to excel, but the problem is the names in the matrix do not export. Is there any way to export the variable names along with the values of the correlation matrix to excel?

Thanks in advance
by Sammoland
Tue Mar 22, 2016 12:30 am
Forum: Estimation
Topic: principal component factor analysis
Replies: 13
Views: 7617

Re: principal component factor analysis

Thanks Trubador.

I will switch over to Matlab to finish up the calcuation.

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