Search found 7 matches

by pvalls
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_...
by pvalls
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
by pvalls
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...
by pvalls
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...
by pvalls
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
by pvalls
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
by pvalls
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 __________________________________________...

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