Search found 18 matches

by mvictor96
Thu Jul 05, 2018 4:54 am
Forum: General Information and Tips and Tricks
Topic: Unstack
Replies: 1
Views: 114

Unstack

Hello

I have various time series for various countries which I have stacked. In my stacked files the format for the left column is _Argentina-80,_Argentina-81 etc . However there are not series headings . How do I unstack this ?
by mvictor96
Wed Mar 28, 2018 2:53 am
Forum: Estimation
Topic: Prediction Intervals
Replies: 13
Views: 559

Re: Prediction Intervals

Ok , thanks for clearing this up
by mvictor96
Fri Mar 23, 2018 8:15 am
Forum: Estimation
Topic: Prediction Intervals
Replies: 13
Views: 559

Re: Prediction Intervals

Yes , what am I doing incorrectly such that I am not getting the correct prediction intervals, only +-2 SE? As explained already I am asking about the simple case of forecasting from an ols equation in eviews given future data for your repressors .Not sure how much more detail you want from there th...
by mvictor96
Fri Mar 23, 2018 7:56 am
Forum: Programming
Topic: Accessing Dates from Regression
Replies: 5
Views: 270

Re: Accessing Dates from Regression

I'll give that a shot thanks a lot
by mvictor96
Fri Mar 23, 2018 2:16 am
Forum: Programming
Topic: Accessing Dates from Regression
Replies: 5
Views: 270

Re: Accessing Dates from Regression

Is there any way to do this ?
by mvictor96
Fri Mar 23, 2018 2:10 am
Forum: Estimation
Topic: Prediction Intervals
Replies: 13
Views: 559

Re: Prediction Intervals

At the moment I want to focus on the simple multivariate ols regression using forecasts for variables to create a forecast for my dependent variable
by mvictor96
Thu Mar 22, 2018 9:00 am
Forum: Estimation
Topic: Prediction Intervals
Replies: 13
Views: 559

Re: Prediction Intervals

It is however made clear here and in other sources that for 1 step ahead you can estimate the prediction interval using the residual standard deviation but not for multi step. "To produce a prediction interval, it is necessary to have an estimate of the standard deviation of the forecast distri...
by mvictor96
Thu Mar 22, 2018 7:26 am
Forum: Estimation
Topic: Prediction Intervals
Replies: 13
Views: 559

Re: Prediction Intervals

This article explains it well https://www.otexts.org/fpp/2/7 "A common feature of prediction intervals is that they increase in length as the forecast horizon increases. The further ahead we forecast, the more uncertainty is associated with the forecast, and so the prediction intervals grow wid...
by mvictor96
Thu Mar 22, 2018 3:25 am
Forum: Estimation
Topic: Prediction Intervals
Replies: 13
Views: 559

Re: Prediction Intervals

At the moment when I am forecasting an equation the output graph shows a confidence interval that is labelled +/- 2 SE
and the confidence interval does not widen through time.

What am I doing incorrectly ?
by mvictor96
Thu Mar 22, 2018 1:46 am
Forum: Programming
Topic: Fitting Transformed Regression variables
Replies: 0
Views: 154

Fitting Transformed Regression variables

Hello

If I wanted to run an ols regression . Then hp filter the variables and use the regression to then fit the model with those smoothed variables what would be the best way to programme this in eviews?

Thanks
by mvictor96
Wed Mar 21, 2018 8:02 am
Forum: Programming
Topic: Accessing Dates from Regression
Replies: 5
Views: 270

Re: Accessing Dates from Regression

After adjustment for NAs thanks
by mvictor96
Wed Mar 21, 2018 6:30 am
Forum: Programming
Topic: Accessing Dates from Regression
Replies: 5
Views: 270

Accessing Dates from Regression

Hello

Is there code for accessing the start and end dates of a regression that has been done in eviews.

Thank you
by mvictor96
Tue Mar 20, 2018 4:53 am
Forum: Estimation
Topic: Prediction Intervals
Replies: 13
Views: 559

Prediction Intervals

Hello I have a linear regression model. Given forecasts for my variables I have created forecasts of my y variable. On these forecasts obviously I would like a prediction interval. In eviews all I can see atm is getting a confidence interval of +/- 1/.96*se around my forecasts. How can I get a predi...
by mvictor96
Tue Feb 27, 2018 2:58 am
Forum: Bug Reports
Topic: Gobbled program file
Replies: 6
Views: 1875

Re: Gobbled program file

Hello

I've got the same issue . How to do get the prg file from an RG file . I'm not sure what you mean by rename it from rg to prg that's the file type
by mvictor96
Wed Feb 07, 2018 5:24 am
Forum: Programming
Topic: Naming matrices
Replies: 1
Views: 171

Naming matrices

As part of a loop I am trying to create a matrix named after an element of an svector. However this is not working. Can anyone tell me my mistake. svector(16) svec2 svec2(1) = "austria1" svec2(2) ="belgium1" svec2(3) ="denmark1" svec2(4) ="finland1" svec2(5) =...

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