Search found 13 matches
- Wed Nov 02, 2022 10:56 pm
- Forum: Programming
- Topic: Compute rolling correlation
- Replies: 2
- Views: 2039
Compute rolling correlation
Suppose I have two series: x1 and x2. Daily data for 10 years. While I have read through the rolling regression thread, I'm not sure that I'm able to apply that to rolling correlation. Could someone demonstrate how a program could create a new series based on a rolling window? I'd like to use a roll...
- Mon Aug 30, 2021 10:24 pm
- Forum: Programming
- Topic: Verbose syntax/comment program for rolling panel regression
- Replies: 1
- Views: 8160
Verbose syntax/comment program for rolling panel regression
After reviewing the forum discussions on this topic, such as: http://forums.eviews.com/viewtopic.php?f=4&t=20371&p=65681&hilit=panel+rolling+regression#p65681 I noticed there has been consistent and even growing interest in rolling panel regression functionality. However, it would appear...
- Wed Aug 25, 2021 8:59 pm
- Forum: Programming
- Topic: Resize sample / workfile range based on resid stdev
- Replies: 1
- Views: 7641
Resize sample / workfile range based on resid stdev
Suppose we do a quick diagnostic:
And we see some signs of kurtosis.
How would we code a command to resize the sample to include only observations that fall within 2 standard deviations from the resid series?
Code: Select all
resid.hist
And we see some signs of kurtosis.
How would we code a command to resize the sample to include only observations that fall within 2 standard deviations from the resid series?
- Sun Aug 22, 2021 8:58 pm
- Forum: Data Manipulation
- Topic: Workfile structure for unbalanced panel data
- Replies: 4
- Views: 12439
Re: Workfile structure for unbalanced panel data
Would this approach seen in the Harrison Rubinfeld panel example work? http://www.eviews.com/help/helpintro.html#page/content%2Fpanel-Panel_Estimation_Examples.html%23 ... and enter “TOWNID” as the Identifier series. EViews will prompt you twice to create a CELLID series to uniquely identify observa...
- Tue Aug 03, 2021 7:20 pm
- Forum: Data Manipulation
- Topic: Workfile structure for unbalanced panel data
- Replies: 4
- Views: 12439
Re: Workfile structure for unbalanced panel data
Thanks, that's good to know. But going back to finding the EViews way to set this up, we'd have to just set the workfile to unstructured undated? Then File->Import->Import from file? Also I guess we need to specify the number of observations to time Periods * cross sections? In my case that would be...
- Mon Aug 02, 2021 10:44 pm
- Forum: Data Manipulation
- Topic: Workfile structure for unbalanced panel data
- Replies: 4
- Views: 12439
Workfile structure for unbalanced panel data
I did my best to stay abreast of what is already out there on this topic, as well as read the EViews primer on panel data: http://www.eviews.com/help/helpintro.html#page/content/workadv-Structuring_a_Workfile.html#ww100941 However, a step-by-step procedure for the correct workfile settings for unbal...
- Thu Apr 23, 2020 7:44 pm
- Forum: Programming
- Topic: evaluate equation at intervals
- Replies: 1
- Views: 2306
evaluate equation at intervals
I want to output a matrix that shows the predicted dependent variable given incremental steps in my two independent variables. Assume an equation "eq" that is OLS: y = c + x1 + x2 Could someone refer me to the documentation on the command for evaluating an equation? From there I should be ...
- Sun Sep 29, 2019 8:37 pm
- Forum: Data Manipulation
- Topic: Confidence ellipse / eigenvectors
- Replies: 1
- Views: 5713
Confidence ellipse / eigenvectors
I want to create a 95% confidence ellipse over my x y scatter plot. Here is a reference visual: error_ellipse1.png I have not found anything in the eviews GUI, but perhaps there are some features I can use to help me. If eviews doesn't have built-in support for confidence ellipses, where can I find ...
- Mon Jun 03, 2019 1:21 am
- Forum: Estimation
- Topic: survival analysis
- Replies: 0
- Views: 2501
survival analysis
If I'm not mistaken there is not a dedicated survival analysis model in eviews. but there is poisson regression functionality. So I think survival analysis could still be feasible in eviews, however I'd like to find a minimal worked out example of such a procedure because all the existing literature...
- Sat Jun 30, 2018 1:48 am
- Forum: Programming
- Topic: An efficient loop for storing sensitivity/specificity
- Replies: 0
- Views: 2290
An efficient loop for storing sensitivity/specificity
I want to create a matrix that stores the sensitivity and specificity of my probit model at all thresholds from .01 to 1.00. So I create a 100x3 matrix and wrote this loop: %dep = "my_binary_var" %eq = "my_equation" matrix(100,3) my_matrix for !i = 1 to 100 !threshold = !i/100 fr...
- Sat Feb 17, 2018 12:31 am
- Forum: General Information and Tips and Tricks
- Topic: Optimization Method for Least Squares
- Replies: 5
- Views: 6746
Re: Optimization Method for Least Squares
You are more knowledgeable about this than myself, but from what I understand, technically OLS is still a matter of convergence, it just tends to converge after only 1 iteration. Let me try to rephrase my question. OLS is a simple method, it doesn't need a fancy convergence method per say. However, ...
- Fri Feb 16, 2018 9:49 pm
- Forum: General Information and Tips and Tricks
- Topic: Optimization Method for Least Squares
- Replies: 5
- Views: 6746
Optimization Method for Least Squares
I noticed with some methods the convergence method is shown at the estimation output screen, but with OLS the convergence method is omitted. I checked the documentation, but couldn't find details about the convergence method of OLS. Getting OLS to converge is hardly a challenge, but I'm guessing und...
- Fri Feb 09, 2018 12:43 pm
- Forum: Programming
- Topic: Single Graph Plotting of Group
- Replies: 1
- Views: 2343
Single Graph Plotting of Group
Hello! I have a group called xs, and I am trying to create a program that will plot each series of the group's kernel densities. I have gotten that far at least, however I am not sure how to combine them into one graph. Here is my code: group xs price_b price_c price_d price_g xs.distplot kernel Whe...