Search found 8 matches

by geoanstats
Mon Dec 09, 2019 7:52 am
Forum: Programming
Topic: Generate A Range of Numbers Stored in Vector
Replies: 1
Views: 101

Generate A Range of Numbers Stored in Vector

I am trying to generate a series of numbers in an elegant way to store in a vector, counting 1 to 10 by 1. In other programming languages I'm familiar with, it would just be using ":" as an operator, so that 1 to 10 would just be >>> vector x = 1:10 Is there any way to do this with code in...
by geoanstats
Wed Oct 23, 2019 12:11 pm
Forum: Programming
Topic: Saving the R-Squared of Vector Autoregression.
Replies: 1
Views: 379

Saving the R-Squared of Vector Autoregression.

I am trying to save some data members of the VAR object, but I am getting an error. I've tried:

scalar val =(var_name).@r2
scalar val =@r2(var_name)

both return the same error:

Error Message: No equation in memory

How do I retrieve the data members from a VAR?
by geoanstats
Tue Aug 13, 2019 2:26 pm
Forum: Estimation
Topic: Overflow error
Replies: 8
Views: 6742

Re: Overflow error

Gareth- what does it mean that a system is explosive? I don't understand the terminology.

Thanks
by geoanstats
Thu Jun 20, 2019 4:21 pm
Forum: Programming
Topic: Reselecting Coefficients After ARDL
Replies: 3
Views: 327

Re: Reselecting Coefficients After ARDL

Thank you, but on a related note, is there a way I could collect all p-values in a vector with a loop?
by geoanstats
Thu Jun 20, 2019 8:28 am
Forum: Programming
Topic: Reselecting Coefficients After ARDL
Replies: 3
Views: 327

Reselecting Coefficients After ARDL

When I run an ARDL model, several coefficients with high probability of insignificance are still included. Is there any way to re-run the ARDL and then select coefficients based on p-value of <.1000?
by geoanstats
Fri Jun 07, 2019 8:04 am
Forum: General Information and Tips and Tricks
Topic: Commands like @coefs
Replies: 1
Views: 479

Commands like @coefs

I know to reference coefficients in an equation, you can use @coefs, but what if I want to reference R^2? Is there a similar command for that?
by geoanstats
Fri Mar 29, 2019 12:15 pm
Forum: Programming
Topic: User-Defined Regressor Error
Replies: 0
Views: 603

User-Defined Regressor Error

I am trying to do a .x13 seasonal adjustment with a user-defined regressor. I have a dummy variable for the different months of easter, and I am determining that to be "holiday" type. I am getting these error messages: WARNING: Forecast extension cannot be done for multiplicative or log- a...
by geoanstats
Wed Oct 03, 2018 9:04 am
Forum: Programming
Topic: Date of last observation
Replies: 4
Views: 2371

Re: Date of last observation

How could I create a "start" date using a similar method by referencing the date 24 months prior to the last observation - for creating a sample instead of pagestruct?

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