Thanks Gareth for your reply.
How about this command IF
The message is" NA found in matrix in IF{%i} = AU THEN"
!col=1
for %i au ger
if {%i} = au then !n = 0
else
!n = 1
endif
!col1=!col+2*!n
next
Your help is really appreciated.
Search found 27 matches
- Sat Nov 04, 2017 5:58 pm
- Forum: Programming
- Topic: Command IF inside the loop
- Replies: 3
- Views: 3133
- Fri Nov 03, 2017 9:24 am
- Forum: Programming
- Topic: Command IF inside the loop
- Replies: 3
- Views: 3133
Command IF inside the loop
Hi I used this command to report the coefficient and its pvalue of all equations in one table in column 1 and 2 and it works. !row=1 !col=1 !col1=!col+0 !tabrow=24 for %i au for %j au hk jp sg uk us for %c c7 equation eq_{%i}_{%j}.arch(1,1, archm=sd, egarch, ged) {%i} c {%j}(-1) freeze(table) eq_{%i...
- Wed Nov 01, 2017 9:31 am
- Forum: Programming
- Topic: Coefficient in the variance equation of the GARCH model
- Replies: 13
- Views: 7443
Re: Coefficient in the variance equation of the GARCH model
!col = 1 for %i rau rger for %j ruk rus colplace (result_{%i}, eq_{%i}_{%j}.@coefs,!col) !col=!col+1 next next Also, when I used this command, it stores the cofficients of RGER (i) with other variables RUK and RUS (j) in column 3th and 4th of the matrix of RGER. So even though, it uses the correct ...
- Wed Nov 01, 2017 9:06 am
- Forum: Programming
- Topic: Coefficient in the variance equation of the GARCH model
- Replies: 13
- Views: 7443
Re: Coefficient in the variance equation of the GARCH model
Thanks Gareth. I tried this command to store the same coefficients of all equations into one table and it works !rowcounter=1 for %i rau for %j rau rger rhk rhs rin rjp rma rnz rphi rsha rshb rsing rsza rszb rthai ruk rus freeze(table) eq_{%i}_{%j} result_constant_{%i}(!rowcounter,1) = @val(table(15...
- Wed Nov 01, 2017 7:26 am
- Forum: Programming
- Topic: Coefficient in the variance equation of the GARCH model
- Replies: 13
- Views: 7443
Re: Coefficient in the variance equation of the GARCH model
You’ll need a numerical variable to keep track of which column you are on Hi Gareth, I tried with this command, it fills up the whole matrix table, however, it uses the value of the last equation to fill up all whole table, any suggestion on how to fix it is greatly appreciated. for %i rau rger for...
- Tue Oct 31, 2017 6:55 pm
- Forum: Programming
- Topic: Coefficient in the variance equation of the GARCH model
- Replies: 13
- Views: 7443
Re: Coefficient in the variance equation of the GARCH model
startz wrote:%i versus !i ?
I used %i but it said Non numeric argument in "COLPLACE (RESULT02,
EQ_RAU_RUK.@COEFS,"RAU")".
which I think it read "RAU" as a text. Is there any way to fix it?
- Tue Oct 31, 2017 8:06 am
- Forum: Programming
- Topic: Coefficient in the variance equation of the GARCH model
- Replies: 13
- Views: 7443
Re: Coefficient in the variance equation of the GARCH model
http://www.eviews.com/help/helpintro.html#page/content/matrixref-@hcat.html I tried to use colplace with this command: for %i rau ruk for %j ruk rau equation eq_{%i}_{%j}.arch(1,1, egarch, ged) {%i} c {%j}(-1) colplace (result02, eq_{%i}_{%j}.@coefs, !i) next next And I got this message: -----> !i ...
- Tue Oct 31, 2017 7:43 am
- Forum: Programming
- Topic: Coefficient in the variance equation of the GARCH model
- Replies: 13
- Views: 7443
Re: Coefficient in the variance equation of the GARCH model
EViews Gareth wrote:http://www.eviews.com/help/helpintro.html#page/content/matrixref-@hcat.html
Thanks Gareth. But my actual thesis has 289 matrix objects that I need to combine into one matrix, is @hcat only for combining 2 matrix objects?
- Tue Oct 31, 2017 7:14 am
- Forum: Programming
- Topic: Coefficient in the variance equation of the GARCH model
- Replies: 13
- Views: 7443
Re: Coefficient in the variance equation of the GARCH model
[/quote]
That error message would indicate you forgot the = sign.[/quote]
Thanks Gareth. I now have 4 different matrix:
m_rau_rau
m_rau_ruk
m_ruk_rau
m_ruk_ruk
which each matrix has one column and 7 rows. Is there any way to combine them into 1 matrix ( 4 columns and 7 rows)?
That error message would indicate you forgot the = sign.[/quote]
Thanks Gareth. I now have 4 different matrix:
m_rau_rau
m_rau_ruk
m_ruk_rau
m_ruk_ruk
which each matrix has one column and 7 rows. Is there any way to combine them into 1 matrix ( 4 columns and 7 rows)?
- Sun Oct 29, 2017 6:33 am
- Forum: Programming
- Topic: Coefficient in the variance equation of the GARCH model
- Replies: 13
- Views: 7443
Coefficient in the variance equation of the GARCH model
Hi, I am running a GARCH model that has two equations (mean and variance equations). I can use the Eqtabs Adds-in to report the coefficients of the mean equation from multiple equations (e.g. country A& B, country B&C) in one table, however, this Adds-in does not report the coefficients in t...
- Sat Oct 28, 2017 10:48 am
- Forum: Programming
- Topic: Create table to display the results
- Replies: 3
- Views: 3048
Re: Create table to display the results
Sorry to ask again, but does anyone know how to display the results in the covariance equations of the EGARCH in one table?
Any help is greatly appreciated.
Any help is greatly appreciated.
- Fri Oct 27, 2017 10:28 pm
- Forum: Programming
- Topic: Create table to display the results
- Replies: 3
- Views: 3048
Re: Create table to display the results
Thanks a lot, Gareth, it works perfectly!!!
Eqtabs only shows the results in the mean equation of the GARCH model. Is there any way to also show the results of the covariance equations?
Eqtabs only shows the results in the mean equation of the GARCH model. Is there any way to also show the results of the covariance equations?
- Fri Oct 27, 2017 11:48 am
- Forum: Programming
- Topic: Create table to display the results
- Replies: 3
- Views: 3048
Create table to display the results
Hi I have 2 variables RAU, RUK and I want to run an EGARCH model for these variables so I have figured out this command: for %i rau ruk for %j ruk rau arch(1,1, egarch, ged) {%i} c {%j}(-1) next next It works perfectly that generates 4 equations: 1. RAU C RAU(-1) 2. RAU C RUK(-1) 3. RUK C RAU(-1) 4....
- Fri Oct 27, 2017 11:38 am
- Forum: Programming
- Topic: Basic programing
- Replies: 13
- Views: 7065
Re: Basic programing
You need log({%p}). At this point you're probably best off going through some of the online resources for learning EViews programming. http://www.eviews.com/Learning/programming_a.html http://www.eviews.com/help/helpintro.html#page/content%2Fcprogram-Program_Basics.html%23 http://forums.eviews.com/...
- Thu Oct 26, 2017 9:06 am
- Forum: Programming
- Topic: Basic programing
- Replies: 13
- Views: 7065
Re: Basic programing
startz wrote:Or start the line with an apostrophe if it was intended to be a comment
Thanks Starz- I did, but it still does not work...