EViews.com

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...

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...

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?

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...

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...

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...

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 ...

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 ...

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...

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...

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, ...

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...

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...