Search found 10 matches

by pka
Tue Aug 20, 2019 9:39 am
Forum: Programming
Topic: Information criterion for automatic lag length selection
Replies: 3
Views: 355

Re: Infotmation criterion for automatic lag length selection

EViews Gareth wrote:http://www.eviews.com/help/helpintro.html#page/content%2Fseriescmd-uroot.html%23ww204858

Many thanks indeed Gareth. This works.

The command & programming pdf manual accessible from EViews 10's help menu still lists the option "infosel=arg". So maybe, that should be updated.
by pka
Tue Aug 20, 2019 9:17 am
Forum: Programming
Topic: Information criterion for automatic lag length selection
Replies: 3
Views: 355

Information criterion for automatic lag length selection

Hello, I would like to run the ADF test using the AIC for automatic lag selection. For this purpose, I use the following command: myseries.uroot(infosel=aic) However, I get the error message: "infosel=aic is an unrecognized option for UROOT..." Is there anything I am missing? Thanks. Regar...
by pka
Fri Aug 16, 2019 11:49 am
Forum: Programming
Topic: Optimal AIC-based max lag ADF test
Replies: 5
Views: 512

Re: Optimal AIC-based max lag ADF test

EViews Gareth wrote:I think that's the 2nd element?

Yes indeed. It is the one.
Many thanks.
by pka
Fri Aug 16, 2019 10:32 am
Forum: Programming
Topic: Optimal AIC-based max lag ADF test
Replies: 5
Views: 512

Re: Optimal AIC-based max lag ADF test

pka wrote:Many thanks indeed Dear Gareth!

Hello Gareth,

I see the last element of the vector refers to the maximum lag length used.

Is it possible to retrieve the retained lag order for the test?

Thanks,

PK
by pka
Tue Aug 13, 2019 11:47 am
Forum: Programming
Topic: Optimal AIC-based max lag ADF test
Replies: 5
Views: 512

Re: Optimal AIC-based max lag ADF test

Many thanks indeed Dear Gareth!
by pka
Tue Aug 13, 2019 6:17 am
Forum: Programming
Topic: Optimal AIC-based max lag ADF test
Replies: 5
Views: 512

Optimal AIC-based max lag ADF test

Hello, Is there a command to retrieve the optimal max lag order based on a given information criterion when running the ADF test? I need to carry out the ADF test on a large number of series. Next, for each series, I need to record the optimal lag order automatically suggested by say the AIC. I trie...
by pka
Tue May 15, 2018 10:10 am
Forum: Programming
Topic: Copying objects from different pages into one new page
Replies: 2
Views: 718

Re: Copying objects from different pages into one new page

EViews Gareth wrote:Use the copy command.


Thanks for your help, Gareth.
by pka
Tue May 08, 2018 11:55 pm
Forum: Programming
Topic: Copying objects from different pages into one new page
Replies: 2
Views: 718

Copying objects from different pages into one new page

Hello,

Say I have 3 pages (page1, page2, page3) in a workfile.

I want to write a code that copies different objects in each of the 3 pages into one single new page (page4).

Any idea how I can do this?

I am using Eviews 10.

Thanks
by pka
Fri May 04, 2018 12:40 am
Forum: Estimation
Topic: Estimation of Restricted Cobb-Douglas Production Function
Replies: 13
Views: 11641

Re: Estimation of Restricted Cobb-Douglas Production Function

startz wrote:View/Wald statistic

Code: Select all

0=1-alpha-beta


Hello Startz,

Many thanks indeed for your valuable help.

Much appreciated.

Kind regards.
by pka
Wed Apr 25, 2018 5:02 pm
Forum: Estimation
Topic: Estimation of Restricted Cobb-Douglas Production Function
Replies: 13
Views: 11641

Re: Estimation of Restricted Cobb-Douglas Production Functio

Hello, I am running a regression with a linear restriction on a coefficient as in Y = alpha*X1 + beta*X2 + (1-alpha-beta)*X3 + error Eviews only returns the estimates for alpha and beta as well as their standard errors. To get the estimate of the coefficient for X3, I do manually 1-alpha-beta. Howev...

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