Search found 29 matches

by lpando08
Mon Aug 27, 2018 1:51 pm
Forum: Estimation
Topic: How to get VAR confidence intervals
Replies: 1
Views: 1177

How to get VAR confidence intervals

Hello, I have run a structural VAR and now I want to compute the confidence intervals of the impulse reponse of it. The VAR I have run is below. How I can compute confidence intervals? var shocks_fiscales2.ls 1 2 taxes gc gdp @ c dum_75 dum_75(-1) dum_75(-2) dum_75(-3) dum_75(-4) @trend @trend^2 sho...
by lpando08
Thu Aug 23, 2018 10:30 am
Forum: Estimation
Topic: Run a VAR with trend
Replies: 0
Views: 2008

Run a VAR with trend

Hello,

Im trying to run a VAR with a linear and a quadratic term in time in each of the equations of the VAR. Is this specification correct? when I add a trend it is considered as a exogenous variable?

var var1.ls 1 2 taxes_d gc_d gdp_d @ c dum_75 dum_75(-4) @trend @trend^2

Thanks,

Luciana
by lpando08
Mon Jul 30, 2018 10:18 pm
Forum: Programming
Topic: Range of a sample
Replies: 1
Views: 1249

Range of a sample

Hello! I have read this in a eviews Program: smpl 1990q1 1990q1+!imp_len - 1 Where !imp_len=21 So, which would be the range of the sample? It goes from 1990q1 to ...? I dont now if !imp_len - 1 adds 20 quarters? And then, what type of variable is a variable that has a “!” at the beginning? Thanks a ...
by lpando08
Mon Jul 16, 2018 10:34 pm
Forum: Data Manipulation
Topic: How to sum columns whith NA within groups?
Replies: 1
Views: 1270

How to sum columns whith NA within groups?

Hello, I have two groups group1 resid1 resid2 resid3 resid4 group2 resid5 resid6 resid resid8 I want to sum resid1 and resid5, I mean the first row of resid1 and the first row of resid5 and so as it. But there are NAs sometimes in both series and when I sum by rows a number and a NA, the result is l...
by lpando08
Mon Jul 16, 2018 2:43 pm
Forum: Estimation
Topic: Bootstrapping from VAR
Replies: 3
Views: 1068

Re: Bootstrapping from VAR

Hello! I have downloaded an add-in call Bootstrap, that add-in is useful for what? What about it?
by lpando08
Mon Jul 16, 2018 7:47 am
Forum: Estimation
Topic: Bootstrapping from VAR
Replies: 3
Views: 1068

Bootstrapping from VAR

Hello, how I can conduct a boostrapping from a VAR? i think there is a command, I guess Eqbootstrap, how I can use it?
by lpando08
Fri Jul 13, 2018 10:29 pm
Forum: Programming
Topic: Bootstrap from VAR residulas
Replies: 0
Views: 947

Bootstrap from VAR residulas

Hello,

I have run a VAR and I then I generated the residuals. How I can run a Bootstrap from this residuals to make 300 runs?

Thanks,

Luciana
by lpando08
Mon Jun 04, 2018 8:09 am
Forum: Data Manipulation
Topic: Use a scalar in a series name
Replies: 1
Views: 1185

Use a scalar in a series name

Hello, I have this (below) and I want to construct scalar "f" with the scalar "deuda" that in numercis value is 73. But it does not work because when I try to construct scalar f it, Eviews doesnt'read "ssrt_deuda" which in fact is "ssrt_73" that I have previou...
by lpando08
Fri Jun 01, 2018 12:51 pm
Forum: Data Manipulation
Topic: Find the position of the minimun value in a vector
Replies: 1
Views: 1184

Find the position of the minimun value in a vector

Hello, How I can find the position of the minimun value in a vector like this (below) ? I know that the minimun value is in the position 63 but because I have seen it in the "Descriptive Stats", but how I can extract this value maybe in a scalar? I want to compute the number of the positio...
by lpando08
Mon May 14, 2018 10:54 am
Forum: Programming
Topic: Problem with recognition of decimals
Replies: 3
Views: 885

Re: Problem with recognition of decimals

Thank you very much! It works!
by lpando08
Fri May 11, 2018 1:37 pm
Forum: Programming
Topic: Problem with recognition of decimals
Replies: 3
Views: 885

Problem with recognition of decimals

Hello, I have run this loop: for !x=70 to 74 step 0.1 !h= !x*10 smpl if debt>!x series hdebt_!h =1 smpl @all smpl if debt<!x series ldebt_!h=1 smpl @all next One of the series generated would be hdebt_709 when debt>70.9 but when I run the program it doesn't work, it shows this message "9999999 ...
by lpando08
Thu Apr 26, 2018 11:13 pm
Forum: Programming
Topic: Loop with decimals
Replies: 10
Views: 1453

Re: Loop with decimals

No, there is no a 1. It is weird, however if I want to use what you said, the code @replace to have hdebt_105 instead of hdebt_10.5 that is not possible, where I have to put this code @replace(@str(!x), ".", "") ? Thank you very much for your help. for !x=10 to 12 step 0.5 smpl i...
by lpando08
Thu Apr 26, 2018 3:46 pm
Forum: Programming
Topic: Loop with decimals
Replies: 10
Views: 1453

Re: Loop with decimals

Ok, it doesn't, it generates hdebt_100 but then a message window error shows that it hadn't find " hdebt_1001". I don't know why from hdebt_100 it goes to hdebt_1001.
by lpando08
Thu Apr 26, 2018 3:37 pm
Forum: Programming
Topic: Loop with decimals
Replies: 10
Views: 1453

Re: Loop with decimals

I have tried to run it like this, it could work?

for !x=10 to 12 step 0.5
!i=!x*10
smpl if debt>!x
series hdebt_!i=1
smpl @all

smpl if debt<!x
series ldebt_!i=1
smpl @all
next
by lpando08
Thu Apr 26, 2018 2:40 pm
Forum: Programming
Topic: Loop with decimals
Replies: 10
Views: 1453

Re: Loop with decimals

I'm trying to run this to generate hdebt_105=1 when debt>10.5... because I can't generate hdebt_10.5 because of the point bu it doesn't work. How I could do this? for !x=10 to 12 step 0.5 smpl if debt>!x for !i=100 to 120 step 5 series hdebt_!i=1 smpl @all for !x=10 to 12 step 0.5 smpl if debt<!x fo...

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