Search found 7 matches

by xorlosch
Thu Nov 06, 2008 4:39 am
Forum: Estimation
Topic: Confusion Matrix
Replies: 1
Views: 2461

Confusion Matrix

I would like to test my model's ability to forecast the direction of the changes of a variable correctly. Therefore, I would like to compute a 2-by-2 confusion matrix in Eviews. Is this possible?
by xorlosch
Thu Oct 30, 2008 2:04 am
Forum: Programming
Topic: Combinations without repetitions
Replies: 0
Views: 1909

Combinations without repetitions

I do have a group of variables and I want to run a regression of all combinations (order does not matter and each object can be chosen once). For example, I have 3 regressors named r1, r2 and r3. Then I could run the following combinations: r1 r2 r3 r1 r2 r1 r3 r2 r3 r1 r2 r3 How can I write this in...
by xorlosch
Mon Oct 27, 2008 6:17 am
Forum: Programming
Topic: Optimal Settings for complex Calculations
Replies: 4
Views: 3945

Re: Optimal Settings for complex Calculations

Concerning the CPU usage you are right. I think Eviews can not use both cores for its calculations. But can you somehow change the RAM size Eviews is using. This might speed things up a little, don't you think so?
by xorlosch
Mon Oct 27, 2008 3:46 am
Forum: Programming
Topic: Optimal Settings for complex Calculations
Replies: 4
Views: 3945

Optimal Settings for complex Calculations

I'm currently running Eviews with the default settings. Unfortunately, it takes a lot of time to run complex programs on my dual core 2,2 GHZ with 2GB RAM. The task manager states that there are also only 50% of the CPU in use. Is there any possibility to optimize Eviews default settings for my mach...
by xorlosch
Fri Oct 24, 2008 9:10 am
Forum: Programming
Topic: How to run a ADF unit root test for multiple series
Replies: 12
Views: 15813

Re: How to run a ADF unit root test for multiple series

Thanks for your help. It worked out well.
by xorlosch
Fri Oct 24, 2008 2:58 am
Forum: Programming
Topic: How to run a ADF unit root test for multiple series
Replies: 12
Views: 15813

Re: How to run a ADF unit root test for multiple series

My code looks like this at the moment: group g * 'put every series in the workfile into a group table (50,50) ADF for !i=1 to g.@count 'loop through every series in the first group %name = g.@seriesname(!i) 'grab the current series name uroot(adf, const, dif=0,save=level1) {%name} ADF(1,1+!i)=%name ...
by xorlosch
Thu Oct 23, 2008 12:31 pm
Forum: Programming
Topic: How to run a ADF unit root test for multiple series
Replies: 12
Views: 15813

How to run a ADF unit root test for multiple series

I have a workfile with around 100 series imported. For all these series I would like to run an ADF unit root test for the levels and first differences and store the series name and the t-values in a table. The series names do not have a unique pattern. Is this possible to do without the interface? T...

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