Search found 21 matches

by BCNAV
Thu Dec 07, 2017 10:22 am
Forum: Programming
Topic: Forecast Evaluation Table
Replies: 2
Views: 82

Re: Forecast Evaluation Table

I do have actual values... for %series {%vars} smpl @first %history_end_date freeze(mode=overwrite,{%series}_stats) {%series}.autoarma(tform=auto,diff=2,select=aic,periods=12,kpsssig=5,eqname={%series}_eq,maxar=4,maxma=3,maxsar=1,maxsma=1,seed=131071,forclen={!fcst_length},etable,agraph,atable,fgrap...
by BCNAV
Thu Dec 07, 2017 8:43 am
Forum: Programming
Topic: Forecast Evaluation Table
Replies: 2
Views: 82

Forecast Evaluation Table

According to the fit documentation, if one specifies option e in the following:

{%series}_eq.fit(e) {%series}_fit {%series}_se

a forecast evaluation table will be made. I cannot get this table as an output. Any ideas?
by BCNAV
Mon Dec 04, 2017 10:10 am
Forum: Econometric Discussions
Topic: Confidence Interval...or not?
Replies: 0
Views: 53

Confidence Interval...or not?

I am trying to deal with a request to provide confidence intervals on a forecast...this is easy. But now I need to provide a forecast number that will represent a forecast that is 75% likely to be this or less. For example: Provide me a forecast bound that has a 75% chance or less probability of bei...
by BCNAV
Wed Nov 22, 2017 8:07 am
Forum: Econometric Discussions
Topic: Time Series, Smoothing and February "Effect"
Replies: 0
Views: 63

Time Series, Smoothing and February "Effect"

We have developed some time series (ARIMA) and smoothing models (Holt-Winters) that forecast monthly air traffic revenues. These flows are quite large on a daily basis, with monthly aggregates being accordingly even larger. These models seem to work very well on a quarterly and annual basis. When us...
by BCNAV
Sat Nov 18, 2017 7:54 am
Forum: Programming
Topic: Automating Import from SAS
Replies: 2
Views: 106

Re: Automating Import from SAS

Here is what I ended up with....any suggestions or issues? 'Database should have up to current year of data in it !year=2000+@right(@date,2) 'Where the database is located %dbname="R:\Eviews\Databases\Testing\navts_test.edb" 'If the database exists, delete it, since we want to rewrite it w...
by BCNAV
Fri Nov 17, 2017 1:53 pm
Forum: Programming
Topic: Automating Import from SAS
Replies: 2
Views: 106

Automating Import from SAS

I have some SAS databases that are regularly made that I want to convert into an EViews database. To start I have: !year=2000+@right(@date,2) wfcreate test m 2000 !year import R:\Eviews\SAS_Data\nav_data_all_ts.sas7bdat @freq m 2000 delete date Now, I am unsure how to setup the database and copy all...
by BCNAV
Fri Nov 17, 2017 9:26 am
Forum: Programming
Topic: IF Statement on a Variable Name
Replies: 2
Views: 106

Re: IF Statement on a Variable Name

I ended up messing around and found:

Code: Select all

   if @left(({%series}.@name),3)="OVR"


I didn't realize that if I removed the braces it would be good. Thanks
by BCNAV
Fri Nov 17, 2017 8:17 am
Forum: Programming
Topic: IF Statement on a Variable Name
Replies: 2
Views: 106

IF Statement on a Variable Name

I have: %vars="ovr_amt_m11 ovr_amt_m14 ovr_amt_m22 ovr_amt_m23 ovr_amt_ktk ovr_amt_oth ter_amt_m11 ter_amt_m22 ter_amt_m33 ter_amt_m34 ter_amt_m35 enr_amt_m11 enr_amt_m22 enr_amt_m33 enr_amt_m34 enr_amt_m35" genr overflight = ovr_amt_m11+ovr_amt_m14+ovr_amt_m22+ovr_amt_m23+ovr_amt_ktk+ovr_...
by BCNAV
Tue Nov 14, 2017 10:35 am
Forum: Programming
Topic: Exporting R-SQU to Excel
Replies: 3
Views: 122

Re: Exporting R-SQU to Excel

Thanks...I had tried a table, but EViews still cannot export an excel table. Only CSV, and CSV won't work for linking to another XLS. Any reason why this has not been added to EViews? In any case, how would the matrix work? I tried: matrix a_rsq2 !rowcount=1 for %series {%vars} smpl @first %history_...
by BCNAV
Tue Nov 14, 2017 9:28 am
Forum: Programming
Topic: Exporting R-SQU to Excel
Replies: 3
Views: 122

Exporting R-SQU to Excel

I am running a batch of ARIMAs: genr tot_ecu_hf=0 group a_results for %series {%vars} smpl @first %history_end_date freeze(mode=overwrite,{%series}_stats) {%series}.autoarma(tform=auto,diff=2,select=aic,periods=12,kpsssig=5,eqname={%series}_eq,maxar=4,maxma=3,maxsar=1,maxsma=1,seed=131071,forclen={!...
by BCNAV
Fri Nov 10, 2017 8:47 am
Forum: Programming
Topic: Calculating Forecast Length via Dates
Replies: 1
Views: 92

Calculating Forecast Length via Dates

Hi again I am using: %history_end_date="2017.09" %forecast_start_date="2017.10" %forecast_end_date="2019.12" To start and label workfiles. I need to be able to get the number of months between %forecast_start_date and %forecast_end_date I don't think datediff can work d...
by BCNAV
Thu Nov 09, 2017 1:50 pm
Forum: Programming
Topic: Adding Titles to Graphs
Replies: 4
Views: 129

Re: Adding Titles to Graphs

Perfect!!

Cheers
by BCNAV
Thu Nov 09, 2017 1:36 pm
Forum: Programming
Topic: Adding Titles to Graphs
Replies: 4
Views: 129

Re: Adding Titles to Graphs

If I have displaynames setup how can I use them in

{%series}_gr.addtext(t) Monthly {%series}
by BCNAV
Thu Nov 09, 2017 12:14 pm
Forum: Programming
Topic: Adding Titles to Graphs
Replies: 4
Views: 129

Adding Titles to Graphs

Hi again, I am using %vars="ovr_ecu_m11 ovr_ecu_m14 ovr_ecu_m22 ovr_ecu_m23 ovr_ecu_ktk ovr_ecu_oth" There are many variables here...just a sample for posting spool a_graphs !count=1 for %series {%vars} freeze(mode=overwrite,{%series}_gr) {%series}_hf.line {%series}_gr.draw(shade, bottom,c...
by BCNAV
Thu Nov 09, 2017 7:27 am
Forum: Programming
Topic: Issue with autoarma and forclen option
Replies: 2
Views: 117

Re: Issue with autoarma and forclen option

thanks..that did it!

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