Search found 7 matches

by souliaris
Mon Feb 01, 2010 9:05 am
Forum: Bug Reports
Topic: Why is this happening?
Replies: 3
Views: 2888

Why is this happening?

Could you kindly advise why this happening in E7 and how to get around it...it may not be a bug, but we are not sure why the view is changing on its own. Please find attached a screen shot and the workfile we are using. Appreciate a quick turn around as the file is being used in a course tomorrow. B...
by souliaris
Thu Jan 21, 2010 3:54 pm
Forum: Program Repository
Topic: Ideal Band Pass Filter For Stationary/Non-Stationary Series
Replies: 18
Views: 25286

Re: Ideal Band Pass Filter For Stationary/Non-Stationary Series

Thanks Gareth. Code has been changed in the original post. The correct condition is (s>=2), allowing a maximum e (in terms of fraction of [0 to pi]) of 1. Apologies. Sam
by souliaris
Thu Jan 21, 2010 3:02 pm
Forum: Program Repository
Topic: Ideal Band Pass Filter For Stationary/Non-Stationary Series
Replies: 18
Views: 25286

Re: Ideal Band Pass Filter For Stationary/Non-Stationary Series

There were a few bugs in the original code that have (hopefully) been fully addressed in the attached version (fdfilter.prg). First, as Gareth noted, the initial code checking for "periods" rather than fractions was incorrect (s1 was not declared). Second, "p!" (invalid syntax) w...
by souliaris
Wed Dec 16, 2009 6:46 am
Forum: Bug Reports
Topic: Johansen Procedure --
Replies: 3
Views: 3888

Re: Johansen Procedure --

Hi Chris: I was starting from a VAR (2) object in Eviews -- and didn't notice the switch to the VECM framework when testing for cointegration. Thank you for the explanation.

Regards, Sam
by souliaris
Tue Dec 15, 2009 9:52 am
Forum: Bug Reports
Topic: Johansen Procedure --
Replies: 3
Views: 3888

Re: Johansen Procedure --

A gentle reminder: Any news on this (non?) issue? Thanks in advance... Sam
by souliaris
Thu Nov 12, 2009 9:22 am
Forum: Bug Reports
Topic: Johansen Procedure --
Replies: 3
Views: 3888

Johansen Procedure --

Hi: I am not sure whether this is a bug/problem, but I have not been able to replicate known results for the Johansen procedure using Eviews. EViews files with the data are attached with this post (see the VAR object called "var_issue" in the page "UKM1EM" for the VAR run). Upfro...
by souliaris
Thu Oct 29, 2009 11:43 am
Forum: Program Repository
Topic: Ideal Band Pass Filter For Stationary/Non-Stationary Series
Replies: 18
Views: 25286

Ideal Band Pass Filter For Stationary/Non-Stationary Series

Implements the IdealBandPass filter as described in Corbae and Ouliaris (2006), "Extracting Cycles From Non Stationary Data", Econometric Theory and Practice, pp. 167-177, Cambridge University Press. Involves detrending the series in the frequency domain. Series can be stationary, or it c...

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