Search found 9 matches

by idomen
Tue Oct 22, 2019 6:12 pm
Forum: Programming
Topic: Creating CI in Eviews bug
Replies: 4
Views: 924

Re: Creating CI in Eviews bug

Do you refer to this code line " graph imp_rr lb_r rr_impulse ub_r" ?

The prefix is rr not f1r.
by idomen
Fri Oct 18, 2019 9:23 pm
Forum: Programming
Topic: Creating CI in Eviews bug
Replies: 4
Views: 924

Creating CI in Eviews bug

I am running the following code to create confidence intervals, but results are awkward. The first graph is correct, but the rest wrong, although I replicated the code. 'generate 68% CI based on t distribution for imp of f1, gdp and r. genr ub_f=f1r_impulse+1.134*f1r_impulse_se/@sqrt(6) genr lb_f=f1...
by idomen
Fri Oct 11, 2019 7:35 pm
Forum: Programming
Topic: formating graph lines
Replies: 3
Views: 537

Re: formating graph lines

EViews Gareth wrote:Delete the existing graph before creating the new one.

I am not trying to create a new one, I am quoting it in order to modify its elements
by idomen
Thu Oct 10, 2019 10:37 pm
Forum: Programming
Topic: formating graph lines
Replies: 3
Views: 537

formating graph lines

Dear forum participants I give a try to run the following EVIEWS code ‘plot 68% CI smpl @last-!imp_periods+1 @last graph imp_fr lb_f f1_impulse_f ub_f imp_fr.setelem(1) linepattern(DASH9) linewidth(1.5) linecolor(@rgb(146,194,218)) imp_fr.options linepat imp_fr.setelem(2) linepattern(solid) linewidt...
by idomen
Fri Aug 23, 2019 7:21 pm
Forum: Econometric Discussions
Topic: VAR and degrees of freedom
Replies: 0
Views: 1259

VAR and degrees of freedom

Dear forum participants For deciding the specification of VAR, there is a trade-off between omitted variable bias and autocorrelation and I want to fit a model with 5 variables and 4 lags with quarterly data You suggest the rule of thumb np<T/3 that give us model with less than 5 variables I have en...
by idomen
Wed Aug 14, 2019 8:29 pm
Forum: Econometric Discussions
Topic: ARDL and Interaction Term
Replies: 0
Views: 1286

ARDL and Interaction Term

Dear colleagues

Can we include in an ARDL estimation an interaction term ? Did we include it in the list fixed regressors ?
by idomen
Sun Jul 14, 2019 8:35 pm
Forum: Estimation
Topic: VAR Impulse response function confidence Interval estimation
Replies: 0
Views: 1024

VAR Impulse response function confidence Interval estimation

I am attempting to create confidence interval for IRF in a VAR framework, by saving SE in monte Carlo estimation with 1000 iterations and 5 observations.

Do you have to suggest me any formula to create CI in a time series context by the use of SE ?
by idomen
Sun Jun 30, 2019 11:02 pm
Forum: Estimation
Topic: ARDL estimation and diagnostics failure
Replies: 1
Views: 527

ARDL estimation and diagnostics failure

Dear Colleagues

I am trying to run diagnostics for ARDL model, I am getting estimates but when I am selecting View> residual or coefficient diagnostics the message is " regressor is not defined" . Is it a unit of measurement problem, because dependent variable is expressed in millions ?
by idomen
Wed Jun 26, 2019 6:35 am
Forum: Estimation
Topic: ARDL and singular matrix
Replies: 2
Views: 636

ARDL and singular matrix

I am trying to estimate an ARDL with 9 variables and 60 obs with automatic lag selection and SC criterion but the error message is "singular matrix". How can I resolve this issue ?

Go to advanced search