Search found 11 matches

by RobHayward
Sat Apr 07, 2012 8:39 am
Forum: Programming
Topic: Forecasting with Loops
Replies: 2
Views: 2509

Re: Forecasting with Loops

by RobHayward
Sat Jun 05, 2010 12:45 am
Forum: Programming
Topic: An introduction to EViews programming.
Replies: 118
Views: 163067

Re: An introduction to EViews programming.

I'm getting the error message "%VARS is not defined or is an illegal command in %VARS = WV.@WREGRESSORS" when I run the programme in EV7. I cannot find @wregressors in the documentation.
by RobHayward
Mon May 17, 2010 1:25 am
Forum: Programming
Topic: Extracting values for matrix
Replies: 4
Views: 4579

Re: Extracting values for matrix

This works. (I think). It is programme for an event study. There are two series, x and y. Extreme values of x are the event and the values of y in the event window are extracted and the average for each event day is calculated. You are asked for an extreme value (say 0.95) for the percentile of x th...
by RobHayward
Sat May 15, 2010 11:54 pm
Forum: Programming
Topic: Extracting values for matrix
Replies: 4
Views: 4579

Re: Extracting values for matrix

For the event study, I have sorted out the code to identify values of x that are extreme (say 95th percentile) using a new variable; use the row of the new variable to select values of y in a window around the extreme reading identified by z. Put these in a matrix and then calculate the mean of each...
by RobHayward
Sat May 15, 2010 11:01 pm
Forum: Econometric Discussions
Topic: Dummy variable confusion, need panel help
Replies: 7
Views: 6256

Re: Dummy variable confusion, need panel help

Sorry - missed the 'absolute'. It seems strange, unless there was a premium before and a smaller discount afterwards.
by RobHayward
Sat May 15, 2010 6:01 am
Forum: Econometric Discussions
Topic: Dummy variable confusion, need panel help
Replies: 7
Views: 6256

Re: Dummy variable confusion, need panel help

I don't think this should be a surprise. I think that the dummy variable is telling you that the fund discount to asset value increased in the crisis. This would make sense if there is panic selling of funds while equity valuations are supported by physical assets or more liquid markets. The diagram...
by RobHayward
Sun May 02, 2010 5:00 am
Forum: Programming
Topic: Extracting values for matrix
Replies: 4
Views: 4579

Re: Extracting values for matrix

Thanks very much. I appreciate your patience. As you can see, I have a lot to learn. I was just creating a practice worksheet as I am trying to automate an event study that will select extreme values (0.95 percentile) in the x series and then take the returns in the y series around this event window...
by RobHayward
Sat May 01, 2010 11:12 pm
Forum: Programming
Topic: Extracting values for matrix
Replies: 4
Views: 4579

Extracting values for matrix

Hi, I am using Eviews 7 and I am trying to take a number of observations in series y when series x has an extreme value. I create series z to show the extreme and then try to use this to extract values from y. I have used the following code, but the matrix results remains full of zero. If I try to r...
by RobHayward
Wed Apr 07, 2010 11:30 pm
Forum: Add-in Support
Topic: GetStocks (fetch stock data)
Replies: 52
Views: 27188

Re: GetStocks (fetch stock data)

How can I open the aipz file? I have tried using Eviews but that does not work. I have tried winzip but that does not work. I am using Eviews 7.0 not 7.1. Do I need 7.1 and if I do, how can I get it?

Thanks
by RobHayward
Sun Feb 21, 2010 4:18 am
Forum: Program Repository
Topic: Formatted Multiple Equation Output Table
Replies: 14
Views: 15137

Re: Formatted Multiple Equation Output Table

You're right - I'm sorry.
by RobHayward
Sun Feb 21, 2010 12:01 am
Forum: Program Repository
Topic: Formatted Multiple Equation Output Table
Replies: 14
Views: 15137

Re: Formatted Multiple Equation Output Table

I have UK date format and the code does not like that. Is there a way that I can deal with that without changing my default options? I cannot see anything obvious in the code.

Go to advanced search