Search found 47 matches

by Kavorka
Fri Nov 30, 2018 2:38 pm
Forum: Programming
Topic: Speeding up simulations
Replies: 5
Views: 1844

Re: Speeding up simulations

Thanks for previous answers, but only one more thing. Is it possible to call routines from R in size/power Monte Carlo simulations - or will this be too slow to work in practice (especially regarding panel-data simulations)? I know that this R integration works for empirical data https://www.youtube...
by Kavorka
Wed Nov 28, 2018 10:15 pm
Forum: Programming
Topic: Speeding up simulations
Replies: 5
Views: 1844

Re: Speeding up simulations

Thanks for good advice
by Kavorka
Thu Nov 22, 2018 9:33 am
Forum: Programming
Topic: Speeding up simulations
Replies: 5
Views: 1844

Speeding up simulations

Please provide some advice on how to avoid loss of speed in Monte Carlo (MC) simulations. I have 4 cores on the computer. Obviously, I choose "Quiet" and not "Verbose update of screen...". 1. If I have to run 4 different MC simulations, is it faster if I run them in a sequence on...
by Kavorka
Tue Jan 10, 2017 5:10 am
Forum: Programming
Topic: Extract t-stats from a panel
Replies: 1
Views: 835

Extract t-stats from a panel

Any advice on how to estimate the following model? I guess that I can calculate ybar(t-1) and d(ybar(t)) by using @bymeans. series y_timemeans = @meansby(y_, @date) cadf_.jpg Something like: d(y_) c y_(-1) y_timemeans(-1) d(y_timemeans) d(y_(-1)) However, how can I save the series/vector of the t-st...
by Kavorka
Mon Sep 05, 2016 5:58 am
Forum: Add-in Support
Topic: Ridge (Ridge Regression and Ridge Trace)
Replies: 47
Views: 44123

Re: Ridge (Ridge Regression and Ridge Trace)

You would have to modify the original program to add standard errors. There is no @resample equivalent for matrices :( I ask this since this is a 5-year-old post. Is there any matrix equivalent to the series' "@resample in the newest version of EViews. Especially when having start-up values fo...
by Kavorka
Thu Sep 01, 2016 7:50 pm
Forum: Suggestions and Requests
Topic: Prg font colors are now missing?
Replies: 2
Views: 1275

Re: Prg font colors are now missing?

I guess you are interested in tips possible bugs, after installing the new patch for 9.5. It seems as if the "capture" window for capturing the syntax cannot be "cleared". I have tried both using right click "select all" and "Clear", or my own keyboard. It can...
by Kavorka
Thu Sep 01, 2016 1:46 pm
Forum: Suggestions and Requests
Topic: Prg font colors are now missing?
Replies: 2
Views: 1275

Prg font colors are now missing?

I downloaded the latest update of EViews 9.5. This resulted in that the font in my prg-files now is black. Before the update, all for-loops were blue, the apostrophe (which skips a line) resulted in a green font for this line, the normal code was black etc. Now, everything is black again. I want it ...
by Kavorka
Wed Aug 31, 2016 6:19 am
Forum: Programming
Topic: Pausing a program
Replies: 8
Views: 2824

Re: Pausing a program

This is a somewhat different question than the previous ones, but I put it here anyway. If I run a Monte Carlo simulation program that takes me e.g. 10 hours, and I would like to temporarily pause the simulation anywhere in the middle (since maybe I need the computer for something else that requires...
by Kavorka
Tue Jul 12, 2016 5:07 pm
Forum: Programming
Topic: Run a simulation in "mode quiet"
Replies: 1
Views: 840

Run a simulation in "mode quiet"

I am trying to run a small simulation (replicating a study) in quiet mode (but for every replication, the laglength window (VAR Lag Order Selection Criteria) is showing up, and slows down the entire simulation, just like as when we are in verbose mode). I have tried the command “mode quiet”, but tha...
by Kavorka
Wed Jul 06, 2016 6:09 am
Forum: Programming
Topic: Generating DGPs (genr or append)
Replies: 1
Views: 864

Generating DGPs (genr or append)

Should I use genr or append when generating DGPs? Please see the question in the attachment.
by Kavorka
Mon May 09, 2016 4:16 pm
Forum: Estimation
Topic: seasonal dummy regression
Replies: 8
Views: 21603

Re: seasonal dummy regression

Thanks for your rapid answer, I thought I used that exact command before but apparently I did not, I must have misplaced a comma or so. Sorry for taking up your time, but now it works.
by Kavorka
Mon May 09, 2016 3:57 pm
Forum: Estimation
Topic: seasonal dummy regression
Replies: 8
Views: 21603

Re: seasonal dummy regression

group dummies @expand(@quarter)

creates quarterly dummy variables in a quarterly time-series file, but these series are automatically named

@QUARTER=1, @QUARTER=2, @QUARTER=3, and @QUARTER=4

How can I rename the groups' individual series to

d1, d2, d3, and d4?

Best
/P
by Kavorka
Thu Apr 14, 2016 4:07 pm
Forum: Programming
Topic: A noob question
Replies: 7
Views: 1932

Re: A noob question

I thought that I could do this using the EViews interface, and then save "Display Command Capture Window" and then use this syntax later (since I am only interested in the syntax). In the http://www.eviews.com/Learning/freqconv_a.html I could only find examples for dated time-series data, ...
by Kavorka
Thu Apr 14, 2016 12:26 pm
Forum: Programming
Topic: A noob question
Replies: 7
Views: 1932

Re: A noob question

Thanks for the answer but I do not want to use the interface (if I understand this correctly you refer to this interface http://www.eviews.com/Learning/freqconv_a.html e.g. at slide number 14). This is what I would like to do but not by this interface - instead solely by using syntax, since I will d...
by Kavorka
Thu Apr 14, 2016 3:50 am
Forum: Programming
Topic: A noob question
Replies: 7
Views: 1932

Re: A noob question

I add an excel example of what I mean.

Basically I want to make a frequency conversion from quarterly to annual data with syntax, but where the data is undated like this

Code: Select all

wfcreate undatedfile u 1000


I hope this explains what I ask for.
/P

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