Search found 11 matches

by leocaza
Thu Dec 06, 2018 7:26 am
Forum: Programming
Topic: I would like to get a SVECTOR or a STRING of all dates in sample
Replies: 3
Views: 75

Re: I would like to get a SVECTOR or a STRING of all dates in sample

Thank you for that

Last question : Is there a way to convert a "Table" column into an alpha series or a SVECTOR or a string list ?

Thank you
LC
by leocaza
Wed Dec 05, 2018 2:13 pm
Forum: Programming
Topic: I would like to get a SVECTOR or a STRING of all dates in sample
Replies: 3
Views: 75

I would like to get a SVECTOR or a STRING of all dates in sample

I would like to get a SVECTOR or a STRING of all dates in sample For now I am doing this : scalar tee = @rows(time) freeze(time) usdcad svector(@rows(time)) sampledate for !i=10 to @rows(time) sampledate(!i-9) = time(!i,1) next String sampledates = @wjoin(sampledate) It is an "hack" to get...
by leocaza
Sun Nov 18, 2018 9:52 am
Forum: Data Manipulation
Topic: Fetching datastream datatype
Replies: 1
Views: 1368

Fetching datastream datatype

Hi, I really need to get datastream datatype with the "fetch" function. This kind of information is easy to get from the "fetch" bloomberg function, but it doesn't seem to work with datastream (maybe my syntax is wrong). I need the last historical date from series that include fo...
by leocaza
Thu Nov 08, 2018 3:09 pm
Forum: Data Manipulation
Topic: Unstacking data
Replies: 5
Views: 1421

Re: Unstacking data

Omg, thank you Gareth
by leocaza
Thu Nov 08, 2018 12:38 pm
Forum: Data Manipulation
Topic: Unstacking data
Replies: 5
Views: 1421

Re: Unstacking data

Hi Gareth,

I figured it out.


I did replace(replace(replace(replace(VARIABLE,' ','_'),'é','e'),'''',''),'à','a') and it worked.

English vs. french...

Thanks for your help.

I'm on Eviews 10
by leocaza
Thu Nov 08, 2018 10:40 am
Forum: Data Manipulation
Topic: Unstacking data
Replies: 5
Views: 1421

Re: Unstacking data

In my id there is Uppercase, "_" and letters.
by leocaza
Thu Nov 08, 2018 10:39 am
Forum: Data Manipulation
Topic: Unstacking data
Replies: 5
Views: 1421

Unstacking data

Hi,

Could you assist me unstacking data? I'm getting an error message when I try to unstack : "series specified for unstacking does not have valid values for
forming series names in "PAGEUNSTACK(PAGE=MYNEWPAGE,N
AMEPAT =*_?) BENCHM_LABEL CUR_CD VALUE_DT @ *".
"


Thank you
by leocaza
Wed Jun 13, 2018 8:55 am
Forum: Programming
Topic: fetching datastream with forecasted data
Replies: 0
Views: 431

fetching datastream with forecasted data

I would like to exclude forecasted data from my fetch formula fetch(d=datastream, link) AUXPPI..F PERIOD : Q1 1980 - Q4 2049 (Forecast from Q2 2018) I would like DYNAMICALLY exclude all forcasted data... ( i dont want to change the sample everytime manually) I dont know how to do that, could you hel...
by leocaza
Wed May 16, 2018 6:06 am
Forum: Programming
Topic: Fama Macbeth Add-in
Replies: 0
Views: 306

Fama Macbeth Add-in

Hi, Why do we need to have as many portfolios as there are list of factors for the add-in to work? What is the mathematical logic? I thought we could test one portfolio / factor at a time with all the FAMA factors as independent variable. fmb(action=new, spoolname=total_result) total* hml mkt smb um...
by leocaza
Tue Mar 20, 2018 10:04 am
Forum: Programming
Topic: @erecode() with <>"something"
Replies: 1
Views: 238

@erecode() with <>"something"

Hi, there is no example of @erecode() in "eviews help".

could you there me how to do @erecode() on a matrix, to recode everything not equal to "X"

@erecode(Matrix, <>0, NA)

... with series, i woulld do @recode(series<>0,NA, series)

Thank you
by leocaza
Wed Dec 20, 2017 4:27 pm
Forum: Programming
Topic: OPTIMIZATION CONSTRAINTS
Replies: 0
Views: 333

OPTIMIZATION CONSTRAINTS

Hi, I am doing an optimization to minimize !y CODE : '*********************************************** '*********************************************** subroutine f(scalar !y, scalar !x) !a=15 !b=40 'Expected return series er_cad_eq15b_cn = log(cad_d_eq15b_cn(-!x)/cad_seop_cn(-!x)) 'Realized return s...

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