Search found 22 matches

by pka
Mon Nov 23, 2020 8:17 am
Forum: Programming
Topic: Matrix of regressors
Replies: 4
Views: 3476

Re: Matrix of regressors

Many thanks!
by pka
Sat Nov 21, 2020 12:20 pm
Forum: Programming
Topic: Matrix of regressors
Replies: 4
Views: 3476

Re: Matrix of regressors

it's OLS and I want the matrix object.
by pka
Sat Nov 21, 2020 11:27 am
Forum: Programming
Topic: Matrix of regressors
Replies: 4
Views: 3476

Matrix of regressors

Hello,

Is there a way to extract the matrix of regressors after estimating a regression model? For instance, I can use @coefs to retrieve the vector of coefficients. Is there a similar command to get the matrix of regressors?

Thanks.
by pka
Sun Nov 15, 2020 5:01 am
Forum: Programming
Topic: lagged vector
Replies: 2
Views: 3265

Re: lagged vector

Many thanks.
by pka
Sat Nov 14, 2020 4:46 am
Forum: Programming
Topic: lagged vector
Replies: 2
Views: 3265

lagged vector

Hello,

I am getting the error "@LAG is an illegal or reserved name" when trying to create a lagged vector in Eviews 10, e.g. vector vec_lagged = @lag(vec,1). What could be the problem?

Thanks.
by pka
Mon Nov 09, 2020 2:41 pm
Forum: Programming
Topic: Vector element to scalar comparison
Replies: 4
Views: 4054

Re: Vector element to scalar comparison

Many thanks!
by pka
Mon Nov 09, 2020 11:24 am
Forum: Programming
Topic: Vector element to scalar comparison
Replies: 4
Views: 4054

Re: Vector element to scalar comparison

I would like to compare if each element of a vector is greater than a given scalar.

This will return a vector whose elements are 1 if the corresponding element is greater than the scalar and 0, otherwise.
by pka
Sun Nov 08, 2020 10:53 am
Forum: Programming
Topic: Vector element to scalar comparison
Replies: 4
Views: 4054

Vector element to scalar comparison

Hello,

I am looking for a function that compares each element of a given vector to a scalar and returns a vector of 1s and 0s based on the outcome.

Thanks.
by pka
Wed Jul 08, 2020 8:10 am
Forum: Programming
Topic: Maximum function
Replies: 2
Views: 3374

Re: Maximum function

Like @recode(x>y, x, y)?

Thanks.
by pka
Wed Jul 08, 2020 7:32 am
Forum: Programming
Topic: Maximum function
Replies: 2
Views: 3374

Maximum function

Hello,

I need to compute the maximum of a pair of numbers e.g. x and y in a program.

The command !mxm = @pmax(x,y) does not work. It gives an error "@pmax is an illegal or reserved name".

Any suggestion on how I can get to compute the pairwise maximum?

Thanks.
PS. Eviews 10
by pka
Fri Feb 21, 2020 8:27 am
Forum: Programming
Topic: Vertical line on a graph
Replies: 2
Views: 3126

Re: Vertical line on a graph

Thanks a lot Gareth!
by pka
Mon Feb 17, 2020 12:54 am
Forum: Programming
Topic: Vertical line on a graph
Replies: 2
Views: 3126

Vertical line on a graph

Hello,

What command do I use to draw a vertical line on a time-series graph to indicate a structural break at a specific time? I have tried the "addarrow" command but to no avail.

Thanks
by pka
Tue Aug 20, 2019 9:39 am
Forum: Programming
Topic: Information criterion for automatic lag length selection
Replies: 3
Views: 1782

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: 1782

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: 2372

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.

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