Search found 7 matches
- Sat Jun 09, 2018 3:10 pm
- Forum: Estimation
- Topic: initial conditions in SSPACE
- Replies: 4
- Views: 4385
Re: initial conditions in SSPACE
I used the program below and the three parameters are keeped fixed Also try vector C(1) = eq414.@coef(1) vector C(2) = (eq414.@se)^2 vector C(1) = c(2) /2 and get an error also try without the @param and it did not work ' ols for petrobras_pn equation eq414.ls rcpetrobras_pn c rcibovespa scalar ols_...
- Fri Jun 08, 2018 4:46 pm
- Forum: Estimation
- Topic: initial conditions in SSPACE
- Replies: 4
- Views: 4385
Re: initial conditions in SSPACE
But if you set the C vector outside the State Space Object it will treat it as fixed and I want them as initial conditions
- Wed May 23, 2018 8:55 am
- Forum: Estimation
- Topic: initial conditions in SSPACE
- Replies: 4
- Views: 4385
initial conditions in SSPACE
I am estimating the following state space after estimating by ols and want to use as initial conditions for the SSPace the ols residual variance of C(2) and for C(3) But the @param only allows number but not scalar equation eq1.ls rcpetrobras_on c rcibovespa scalar ols_petrobras_pn=eq1.@coef(2) scal...
- Mon Mar 17, 2014 5:49 am
- Forum: Add-in Support
- Topic: Selec arima add in
- Replies: 1
- Views: 3623
Selec arima add in
The addin selec arima is not correct because it doesn't keep the same size fixed. If you start with an ARMA(7,7) your size is 8 to T and when you estimate an ARMA(6,6) the new estimation size is 7 to T instead of the previous one. Therefore the two AIC or SIC are not comparable Best regards Pedro Va...
- Fri Jan 29, 2010 4:53 am
- Forum: Data Manipulation
- Topic: ; in open file not available
- Replies: 2
- Views: 4230
; in open file not available
custom delimiters in open foreign data is not available
If you have a data set that uses ; as delimiters the file doesnot read properly
This bug was in the beta version and remind in the commercial version 7
Best Regards
Pedro Valls
If you have a data set that uses ; as delimiters the file doesnot read properly
This bug was in the beta version and remind in the commercial version 7
Best Regards
Pedro Valls
- Wed Oct 22, 2008 12:52 pm
- Forum: Estimation
- Topic: Rolling Estimation in VAR
- Replies: 4
- Views: 12762
Re: Rolling Estimation in VAR
Gareth
Thank´s very much
Pedro Valls
Thank´s very much
Pedro Valls
- Wed Oct 22, 2008 6:35 am
- Forum: Estimation
- Topic: Rolling Estimation in VAR
- Replies: 4
- Views: 12762
Rolling Estimation in VAR
I am using the following program to estimate a SVAR with restriction and using a rolling window I get the following error message "Invalid or duplicate specification in DO-VAR1.SVAR(RTYPE=TEXT) If a use the entire sample the program runs ok Pedro Valls __________________________________________...