Search found 26 matches

by statsforecast
Wed Aug 15, 2018 12:51 pm
Forum: Programming
Topic: Changing variable names in several equations
Replies: 34
Views: 11336

Re: Changing variable names in several equations

I am trying to change the variables names in a group of series when writing to excel. I usually have something like this: write(e,noid) "filepath" DATE group01 I would like to perform something like @mid(group01.@members, 3,8) to each series name in group01 when outputting to excel. What I...
by statsforecast
Tue Aug 14, 2018 11:05 am
Forum: Data Manipulation
Topic: Changing variable names when writing to excel
Replies: 0
Views: 2593

Changing variable names when writing to excel

Hello there! I am trying to change the variables names in a group of series when writing to excel. I usually have something like this: write(e,noid) "filepath" DATE group01 I would like to perform something like @mid(group01.@members, 3,8) to each series name in group01 when outputting to ...
by statsforecast
Tue Aug 07, 2018 8:48 am
Forum: Programming
Topic: Changing variable names in several equations
Replies: 34
Views: 11336

Re: Changing variable names in several equations

Thank you Matt!
by statsforecast
Thu Aug 02, 2018 12:26 pm
Forum: Programming
Topic: Changing variable names in several equations
Replies: 34
Views: 11336

Re: Changing variable names in several equations

Thank you Matt! I imagined that I would have to loop through the observations in each residual series. Any idea of how to do this?
by statsforecast
Thu Aug 02, 2018 10:51 am
Forum: Programming
Topic: Changing variable names in several equations
Replies: 34
Views: 11336

Re: Changing variable names in several equations

How could I generalized this for any observation outside the residuals bands? Something like if @abs(@date(res{%eq})) > {%eq}.@se then %estcmd = {%eq}.@command + "@event(""" + res{%eq}.@date +""")" But I get an error " Non Numeric Argument". Thank you.
by statsforecast
Thu Aug 02, 2018 7:02 am
Forum: Add-in Support
Topic: GBass Syntax
Replies: 0
Views: 6506

GBass Syntax

I am using Eviews 10 and I am trying to use the GBASS add in, but I am not sure what is the general syntax to include the starting values for the coefficients (p and q) and I can't find anything on the forum regarding the use of this add-in.
by statsforecast
Wed Aug 01, 2018 11:35 am
Forum: Add-in Support
Topic: GBASS
Replies: 1
Views: 9346

Re: GBASS

CaptureGBASS.PNG Hi there. I am using Eviews 10 and I am trying to use the GBASS add in, but I am not sure what is the general syntax to include the starting values for the coefficients (p,q,m) and I can't find anything on the forum regarding the use of this add-in. If I run this, I get an error: t...
by statsforecast
Thu Mar 29, 2018 1:35 pm
Forum: Programming
Topic: Changing variable names in several equations
Replies: 34
Views: 11336

Re: Changing variable names in several equations

Thank you so much! This is exactly what I was trying to do. It only needed an extra pair of quote marks in the @event() %eqlist=@wlookup("*","equation") 'make a list of all equations in workfile for !i=1 to @wcount(%eqlist) 'cycle through the list one at a time %eq = @word(%eqlis...
by statsforecast
Wed Mar 28, 2018 5:12 pm
Forum: Programming
Topic: Changing variable names in several equations
Replies: 34
Views: 11336

Re: Changing variable names in several equations

Thank you for replying Matt. When I try the following it generates an error: NA found in matrix in "IF @LAST(RESEQ_XX001) > RESEQ_XX001 + @STDERRS(RESEQ_XX001) OR @LAST(RESEQ_XX001) < RESEQ_XX001 - @STDERRS(RESEQ_XX001) THEN" I am basically trying to put a dummy if the last data point is o...
by statsforecast
Wed Mar 28, 2018 3:05 pm
Forum: Programming
Topic: Changing variable names in several equations
Replies: 34
Views: 11336

Re: Changing variable names in several equations

Thank you for replying Gareth. What I am trying to do is to get the last date for which the series have data (the data of the most recent data point), since I am trying to add a dummy for that date if certain conditions are met. I've been trying something like this but it doesn't work too well. %eql...
by statsforecast
Wed Mar 28, 2018 1:58 pm
Forum: Programming
Topic: Changing variable names in several equations
Replies: 34
Views: 11336

Re: Changing variable names in several equations

Hi Gareth, I have been trying with the makeresids proc and it works for generating series for each equation's residuals, but when I try to generate series for the dates of those series, the dates are shifted. I can't figure out why isn't working properly. %eqlist=@wlookup("*","equatio...
by statsforecast
Tue Mar 13, 2018 8:58 am
Forum: Programming
Topic: Changing variable names in several equations
Replies: 34
Views: 11336

Re: Changing variable names in several equations

Hi Gareth, As the following step in this process, I am trying to write a program that after estimating an equation (or rather a batch of equations), looks at the residuals and if the last data point is outside the bands of the residuals graph, put a dummy in the equation with the date associated wit...
by statsforecast
Fri Mar 09, 2018 2:37 pm
Forum: Programming
Topic: Time Series - Automatic inclusion of dummy according to residuals analysis
Replies: 0
Views: 944

Time Series - Automatic inclusion of dummy according to residuals analysis

Hi, I am trying to write a program that after estimating an equation (or rather a batch of equations), looks at the residuals and if the last data point is outside the bands of the residuals graph, put a dummy in the equation with the date associated with that observation. For example, since I have ...
by statsforecast
Fri Mar 09, 2018 10:58 am
Forum: Programming
Topic: Changing variable names in several equations
Replies: 34
Views: 11336

Re: Changing variable names in several equations

I got it! this worked: %serieslist=@wlookup("*","series") 'make a list of all series in workfile for !j=1 to @wcount(%serieslist) 'cycle through the list one at a time %series = @word(%serieslist,!j) 'current series name smpl fore eq_{%series}.forecast {%series}f next It was so s...
by statsforecast
Fri Mar 09, 2018 10:53 am
Forum: Programming
Topic: Changing variable names in several equations
Replies: 34
Views: 11336

Re: Changing variable names in several equations

Or perhaps loop through both the equations and the series names? but I am not sure how to get the two loops to work properly %eqlist=@wlookup("*","equation") 'make a list of all equations in workfile for !i=1 to @wcount(%eqlist) 'cycle through the list one at a time %eq = @word(%...

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