## Search found 14 matches

Sun Dec 25, 2011 4:10 am
Forum: Programming
Topic: model - use real values if available
Replies: 2
Views: 1769

### Re: model - use real values if available

Thanks a lot Gareth,
This option does not exist in EViews 5 but it gave me the idea to use the following code :

Code: Select all

`   model.exclude(m) y1("@all if y1<>na")`

which seems to work.

Merry Christmas
Sat Dec 24, 2011 3:03 am
Forum: Programming
Topic: model - use real values if available
Replies: 2
Views: 1769

### model - use real values if available

Hi, I have a little problem using a deterministic model in EViews5 : I have equations like the 2 following : y1=c(1)*x1+c(2)*X(2) y2=c(3)*y1+C(4)*x(3) and the series y1 and y2 look like : y1 y2 t0 1 1 t1 1 1 t2 1 NA t3 NA NA So when i do model.solve with these equations on the sample [t2-t3] , i get...
Thu Aug 04, 2011 2:40 pm
Forum: Estimation
Topic: include a lower bound in a model
Replies: 2
Views: 2003

### Re: include a lower bound in a model

Thanks for your help Gareth; In fact I just wanted to be able to correct a series forecast, to take into account for example an arbitrary lower bound (hope this is more clear :) ). But I think I eventually managed to do what I had in mind, using the "recode" function in my model : Eq1 : y=...
Thu Jul 28, 2011 12:38 am
Forum: Estimation
Topic: include a lower bound in a model
Replies: 2
Views: 2003

### include a lower bound in a model

Hi, I would like to know whether it is possible (in EViews6) to include upper or lower bounds in a system of equation, such as : Eq1 : series02=F(series04,series05) Eq2 : series03=F(series06,series07) Eq3 : series01=@min(1,series02/series03) (Eq4 : series01=@max(0,series02/series03)) in order to lim...
Tue Sep 14, 2010 1:19 pm
Forum: Estimation
Topic: forecast of nan(series,0) with AR model
Replies: 0
Views: 1228

### forecast of nan(series,0) with AR model

Hi, I'd like to make a forecast for a given series y, which contains some NA values. I don't want to substitute these NA values with 0 in the series, but I thought that i could use @nan(y,0) instead of y. Then I perform a AR(1) model, as follows : equation eq.ls @nan(y,0) c ar(1) The estimation outp...
Mon Jun 28, 2010 7:40 am
Forum: EViews 5 and Earlier
Topic: @rmax function
Replies: 1
Views: 2744

### @rmax function

Hi,
I'd like to know if there is an equivalent in EViews5 to the function @rmax, or another mean to create a series of row-wise maximum values in a given group object.
Thu Apr 08, 2010 9:09 am
Forum: Data Manipulation
Topic: specify alphanumeric/numeric data for import
Replies: 4
Views: 4536

### Re: specify alphanumeric/numeric data for import

Thanks a lot Gareth, it works with scan=all (on EViews 6 indeed)
Thu Apr 08, 2010 1:19 am
Forum: Data Manipulation
Topic: specify alphanumeric/numeric data for import
Replies: 4
Views: 4536

### Re: specify alphanumeric/numeric data for import

Thanks for your help; unfortunately it still does not work with #pikachu . Here is an extract from my .txt file : data.doc (it is not a .doc, but the extension .txt seems to not be allowed for attachments; you need to modify it in data.txt) The "pikachu" column is the column 9, the other c...
Wed Apr 07, 2010 1:26 pm
Forum: Data Manipulation
Topic: specify alphanumeric/numeric data for import
Replies: 4
Views: 4536

### specify alphanumeric/numeric data for import

Hi, I have a problem when I try to import a text file in EViews : wfopen(type=text) "data.txt" delim=tab na="NULL" names=("num1","num2","alpha1","alpha2","alpha3","pikachu","num4") (In fact there are 110 series...
Sun Mar 28, 2010 8:43 am
Forum: EViews 5 and Earlier
Topic: alpha truncation
Replies: 0
Views: 2793

### alpha truncation

Hi, I've a problem with a big database written in a .txt file (235000 observations); the data are written in lines as follows for example : "Denmark" "Copenhagen" "United Kingdom, UK" "Edinburgh" 12.57 55.72 -3.22 55.95 32 240 291 13773 21.48 "1525000&quo...
Fri Feb 12, 2010 9:19 am
Forum: Programming
Topic: select strings containing "a"
Replies: 2
Views: 2061

### Re: select strings containing "a"

Thanks a lot
Fri Feb 12, 2010 6:41 am
Forum: Programming
Topic: select strings containing "a"
Replies: 2
Views: 2061

### select strings containing "a"

Hi,

I'd like to know if there is a command to select all the observations from an alpha series containing, for example, "a".
I've tried, unsuccessfully, the following :
smpl @all if name="*a*"

Fri Jan 15, 2010 7:48 am
Forum: Estimation
Topic: test on ARMA roots
Replies: 1
Views: 1684

### test on ARMA roots

Hi,

I'd like to know if there is a way to test, in a ARMA(p,q) model, the hypothesis that a AR root is equal to a MA root (at a given level of confidence) ?
Is it possible to get a Student's t-statistic for these roots ?

Thanks in advance for any suggestion.
(I have eviews version 5)
Tue Dec 29, 2009 11:45 am
Forum: EViews 5 and Earlier
Topic: ARMA model with dummy variable
Replies: 4
Views: 7689

### ARMA model with dummy variable

Hi, I tried to run an equation with an autoregressive model and a dummy variable (in order to be able to observe a shock in the regression after the period 34) equation eq.ls data c dummy ar(1) ar(1)*dummy with dummy equal to : series dummy=(@trend>34) but there is an error message "AR is not d...