Search found 11 matches

by pschneider
Wed Dec 28, 2022 2:06 pm
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 70
Views: 279929

Re: Diebold-Yilmaz index

Each column in the fromvar (tovar) matric is the share of variance due to (contributing to) other units. Thanks. To clarify, some of my columns are >100 in tovar, so I'm trying to figure out how to interpret this (as it can't be the percent share). Do I need to take another step, so column 1/divide...
by pschneider
Wed Dec 21, 2022 9:20 am
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 70
Views: 279929

Re: Diebold-Yilmaz index

I'm frequently getting "error 6 in program", using eviews 12, and daily chg data on bond yields. It seems to be fine if I just use the level of yields. Any possible reason? Would having a few zeros create problems?
by pschneider
Tue Dec 20, 2022 12:29 pm
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 70
Views: 279929

Re: Diebold-Yilmaz index

thanks. does the fromvar1_matrix represent spillovers from series i to the whole matrix or all j?
by pschneider
Mon Dec 19, 2022 8:26 am
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 70
Views: 279929

Re: Diebold-Yilmaz index

dakila wrote:The add-in is updated to include the option to save the pairwise spillovers.


Can you explain the labeling behind the pairwise spillovers? Does objejct ps_11_1 mean spillovers from the 11th series to the 1 and so on? Is it possible to custom label them?



Thanks
by pschneider
Tue Jan 07, 2020 10:11 am
Forum: General Information and Tips and Tricks
Topic: Panel or Pool?
Replies: 45
Views: 181847

Re: Panel or Pool?

ok great, sent to Gareth.Thomas@ihsmarkit.com
by pschneider
Fri Jan 03, 2020 8:02 am
Forum: General Information and Tips and Tricks
Topic: Panel or Pool?
Replies: 45
Views: 181847

Re: Panel or Pool?

Sector does not, PB has some NAs but the equation works fine with just 'pb' and 'eps"
by pschneider
Thu Jan 02, 2020 2:55 pm
Forum: General Information and Tips and Tricks
Topic: Panel or Pool?
Replies: 45
Views: 181847

Re: Panel or Pool?

hi, Id like to use a panel regression, but have a couple questions 1) when i estimate an equation I get the error '--Insufficient number of observations in "EQUATION EQ1.LS(CX=F) PB C EPS SECTOR"--. However, when I just use eq1.ls(cx=f) PB C EPS (i.e without 'sector' it works fine). variab...
by pschneider
Wed Jul 10, 2019 11:54 am
Forum: Bug Reports
Topic: Error, Unable to open workfile
Replies: 7
Views: 9155

Re: Error, Unable to open workfile

Yeap thats correct. eviews10
by pschneider
Wed Jul 10, 2019 10:58 am
Forum: Bug Reports
Topic: Error, Unable to open workfile
Replies: 7
Views: 9155

Re: Error, Unable to open workfile

hmm. its a newly produced workfile, from a program script (attached). is there anything to watch for on that end? for instance, would creating a group with objects from different sources cause a problem?
by pschneider
Wed Jul 10, 2019 9:23 am
Forum: Bug Reports
Topic: Error, Unable to open workfile
Replies: 7
Views: 9155

Re: Error, Unable to open workfile

Sure, thanks.
ms_returns_flows_orth_july9_5th_lag2_48v3.WF1
(5.66 MiB) Downloaded 395 times
by pschneider
Wed Jul 10, 2019 8:22 am
Forum: Bug Reports
Topic: Error, Unable to open workfile
Replies: 7
Views: 9155

Error, Unable to open workfile

Hi,

I'm getting an error message trying to open a workfile. "Error reading file xxx". What are possible reasons and solutions for this?

Thanks.

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