Search found 6 matches

by Albert0
Wed Jul 12, 2017 1:47 am
Forum: Data Manipulation
Topic: Chow-Lin interpolation with two indicator series
Replies: 0
Views: 166

Chow-Lin interpolation with two indicator series

Hi all. I am trying to transform a series from quarterly to monthly frequency using an interpolation method such as Chow-Lin, Denton etc. I would like to use two monthly series as indicators but it looks like eViews doesn't have the option for including more than one indicator. Any ideas? Thank you ...
by Albert0
Tue Jul 04, 2017 6:32 am
Forum: Programming
Topic: Importing matrices from another eviews workfile
Replies: 2
Views: 219

Importing matrices from another eviews workfile

Hi all. I'm writing a code with a loop in which I import in turn data from several eviews workfiles. Something like this: for !R=1 to !N import .\dataset{!R}.wf1 *[...a bunch of commands...] next The problem is that every dataset includes both series and matrices but the code above doesn't seem to b...
by Albert0
Tue Dec 13, 2016 12:28 pm
Forum: Programming
Topic: Non-Cholesky factorisation
Replies: 5
Views: 647

Re: Non-Cholesky factorisation

Thank you again Matt, your method works perfectly.

Just a note: I think you miswrote the first command that should be:

Code: Select all

matrix(4,4) matc
by Albert0
Sun Dec 11, 2016 8:43 am
Forum: Programming
Topic: Non-Cholesky factorisation
Replies: 5
Views: 647

Re: Non-Cholesky factorisation

Hi Matt, thank you for your reply. Yes, your assumption is correct. Actually, I am interested in the long run case, so I have to find the "C" matrix in the documentation you posted. After several attemps and after looking at other eviews programming guides, I managed to write this part of ...
by Albert0
Fri Dec 09, 2016 11:52 am
Forum: Programming
Topic: Non-Cholesky factorisation
Replies: 5
Views: 647

Non-Cholesky factorisation

Hi all, I am trying to modify a code in which a svar is estimated. In particular, what I want to do is to change the factorisation matrix which in the original is a standard triangular Cholesky, introducing an over identifying restriction. I am not good at programming in eViews but I think the part ...

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