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...
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=...
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...
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...
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...
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...
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*"
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)