EViews.com

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...

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

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...

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

A gentle reminder: Any news on this (non?) issue? Thanks in advance... Sam

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...

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...