Search found 13 matches

by fcscunha
Tue May 12, 2015 6:46 am
Forum: Estimation
Topic: Bai and Perron multiple break test
Replies: 21
Views: 49444

Re: Bai and Perron multiple break test

Dear Gareth,

how can i store the dates?
by fcscunha
Thu Apr 19, 2012 1:36 pm
Forum: Estimation
Topic: Estimating Manually Tobit Expected Values
Replies: 1
Views: 2755

Estimating Manually Tobit Expected Values

Hi, i have a doubt about the estimation of the predicted values ​​of the TOBIT model. I estimated a tobit equation with this coefficients: Coef. Std Err. t P> | t | uc_conjunt .0000131 3.91e-06 0001 -3.36 Rain .0000944 .0000608 0122 1.55 salary .0003148 .0000509 6.18 0.000 C .745279 .132751 5.61 0.0...
by fcscunha
Wed Mar 14, 2012 5:53 am
Forum: Programming
Topic: Generate Number: ttruncated distribution
Replies: 3
Views: 3626

Re: Generate Number: ttruncated distribution

thanks
by fcscunha
Tue Mar 13, 2012 3:41 pm
Forum: Programming
Topic: Generate Number: ttruncated distribution
Replies: 3
Views: 3626

Re: Generate Number: ttruncated distribution

I'm sorry.

it's a truncated normal distribution.

thanks
by fcscunha
Tue Mar 13, 2012 3:35 pm
Forum: Programming
Topic: Generate Number: ttruncated distribution
Replies: 3
Views: 3626

Generate Number: ttruncated distribution

Hi,

I would like to generate random numbers from a truncated normal dsitribution.

Can you help me?

Best regards

Fernando Cunha
by fcscunha
Tue Feb 01, 2011 10:28 am
Forum: Programming
Topic: How can i store unit root statistics?
Replies: 1
Views: 2651

How can i store unit root statistics?

Hi, i a trying to store the unit root p-value from several series independently. My commands are the following: "matrix (nsers,1) outputs_ur for !i=1 to guc.@count %iname = guc.@seriesname(!i) 'freeze(tab_) %iname.uroot(adf,const,info=sic) outputs_ur(!i,1) = @val(tab_(7,5)) d pvalue d tab_ next...
by fcscunha
Thu May 20, 2010 3:04 pm
Forum: Programming
Topic: How to store residual tests
Replies: 2
Views: 3546

Re: How to store residual tests

Thanks
by fcscunha
Thu May 20, 2010 1:26 pm
Forum: Programming
Topic: How to store residual tests
Replies: 2
Views: 3546

How to store residual tests

Hi, i want to store the test statistics of White, Breusch-Pagan and ARCH tests from a several regressions in a "for" loop. i was trying to use inside the "for" loop the command: scalar white_test_%name = %name.white(c); for example, where "%name" is the string that is t...
by fcscunha
Thu Jan 21, 2010 6:41 am
Forum: Programming
Topic: Forecasting Trouble Due to Missing Values
Replies: 2
Views: 3912

Re: Forecasting Trouble Due to Missing Values

I forgot to say that i don't have missing values in my range.
by fcscunha
Thu Jan 21, 2010 6:40 am
Forum: Programming
Topic: Forecasting Trouble Due to Missing Values
Replies: 2
Views: 3912

Forecasting Trouble Due to Missing Values

Hi, I estimated several different models using y(L) and x(L) from 1994m08 to 2008m03, as below: yt = c + S yt(L) +S xt(L) where S yt(L) is the polynomial distributed lag, varying from 1 to 11 S xt(L) is the polynomial distributed lag, varying from 0 to 11 i am trying to do forecasts from 2008m04 to ...
by fcscunha
Tue Nov 10, 2009 12:38 pm
Forum: Programming
Topic: Saving a Loop Regression
Replies: 1
Views: 2987

Saving a Loop Regression

Hi, i want to estimate several regression saving them as the follow: for !k = 1 to 74 for !i = 1 to 11 for !j = 0 to 11 series mat_temp = wt(!k) series www = @str(!i) + @str(!j) + @str(wt(k!)) equation eqwww.ls h c h(-i!) mat_temp(-!i) next next next where wt ia group that contains 74 variables mat_...
by fcscunha
Tue Oct 20, 2009 6:24 am
Forum: Programming
Topic: Left Division of a non-quadratic Matrix
Replies: 2
Views: 3851

Re: Left Division of a non-quadratic Matrix

Thanks
by fcscunha
Mon Oct 19, 2009 10:01 am
Forum: Programming
Topic: Left Division of a non-quadratic Matrix
Replies: 2
Views: 3851

Left Division of a non-quadratic Matrix

Hi,

i am trying to do the left division of A\B, where A is mXn and m is higher than n and B is 1X1.

how can i do that?

Many thanks in advance!

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