Search found 56 matches

by Elderfield.A
Wed Feb 10, 2021 10:01 pm
Forum: Add-in Writing area
Topic: Create user inputs
Replies: 2
Views: 297

Re: Create user inputs

Perfect - thanks Gareth.
by Elderfield.A
Wed Feb 10, 2021 9:17 pm
Forum: Add-in Writing area
Topic: Create user inputs
Replies: 2
Views: 297

Create user inputs

Hi, I would like to create a user input box like what pops up when you select series -> Unit root test.. I had a quick look at the documentation, and I couldn't find an example of how to create a input box that combines things like list and radio buttons. Could someone please point me in correct dir...
by Elderfield.A
Tue Feb 02, 2021 2:02 pm
Forum: Estimation
Topic: Understanding the difference between Sspace and R's DLM
Replies: 6
Views: 809

Re: Understanding the difference between Sspace and R's DLM

I don't think that is the intention, no. The original specification was: Y = F*X(t) + E(t) (X(t)-U) = G*(X(t-1)-U) + W(t) In R, the state space model doesn't allow for an intercept in the state equation (which the above has) so to get around that I have moved the intercept into the state vector: X(t...
by Elderfield.A
Tue Feb 02, 2021 3:03 am
Forum: Estimation
Topic: Understanding the difference between Sspace and R's DLM
Replies: 6
Views: 809

Re: Understanding the difference between Sspace and R's DLM

Thanks Glenn, indeed an error. In regards to the state equations, I have specified this model a little differently to how I have seen others on this forum specify this model. This is because I originally estimated the model using R's DLM package, which doesn't allow an intercept in the state equatio...
by Elderfield.A
Mon Feb 01, 2021 12:39 am
Forum: Estimation
Topic: Understanding the difference between Sspace and R's DLM
Replies: 6
Views: 809

Re: Understanding the difference between Sspace and R's DLM

Hi,

I've attached a workfile if it helps - any guidance would be appreciated.

Adam
by Elderfield.A
Mon Jan 04, 2021 12:53 pm
Forum: Estimation
Topic: Understanding the difference between Sspace and R's DLM
Replies: 6
Views: 809

Understanding the difference between Sspace and R's DLM

Hi, I am trying to convert a model I had put together using R's DLM (Dynamic Linear Model) into Eviews Sspace framework. The model is a Nelson Siegal style latent factor model, using inflation expectations rather than bond yields. I can't seem to get estimates anywhere near what I get with R. I've p...
by Elderfield.A
Sun Jan 03, 2021 4:18 pm
Forum: Suggestions and Requests
Topic: Key board shortcut for "Run selected"
Replies: 3
Views: 1521

Key board shortcut for "Run selected"

Hello,

A really nice addition would be a key board shortcut (like CTRL+ENTER or something) for the right click command "Run selected".

Thanks

Adam
by Elderfield.A
Sun Jan 03, 2021 3:12 pm
Forum: Estimation
Topic: question on starting values
Replies: 1
Views: 433

question on starting values

Hi, Is there any difference between a) creating a coefficient vector using the command "coef" and then setting the values equal to desired starting values and b) using the command param? Specifically, is coef(3) a a(1) = 0.1 a(2) = 0.5 a(3) = -1 treated differently to coef(3) a param a(1) ...
by Elderfield.A
Sun Dec 20, 2020 7:03 pm
Forum: Estimation
Topic: DOLS with a restricted coefficient
Replies: 2
Views: 2093

Re: DOLS with a restricted coefficient

Couldn't you re-specify your dependent variable to Y-X1?
by Elderfield.A
Wed Dec 16, 2020 4:25 pm
Forum: Suggestions and Requests
Topic: Parenthesis highlighting
Replies: 0
Views: 3038

Parenthesis highlighting

Hi,

A really neat addition would be if program editor had parenthesis highlighting, indicating which parenthesis closes with which.

Thanks

Adam
by Elderfield.A
Wed Dec 16, 2020 4:06 pm
Forum: Models
Topic: addinit so no residual when evaluate at actuals
Replies: 6
Views: 3945

Re: addinit so no residual when evaluate at actuals

Hi Matt,

Just closing the loop on this. Turns out your initial hunch was correct, there were some add-factors that were dropped at some stage. Using the addassign before the addinit command does actually work - must of bungled it when I first was experimenting.

Cheers,

Adam
by Elderfield.A
Tue Dec 15, 2020 2:48 pm
Forum: Models
Topic: addinit so no residual when evaluate at actuals
Replies: 6
Views: 3945

Re: addinit so no residual when evaluate at actuals

Thanks for the suggestion Matt - I haven't checked if all variables are different, just some key ones. I'll try and find the equation where things fall over.

And, yep totally understand it is hard to offer advice without seeing the workfile. But thanks for helping where you can :)
by Elderfield.A
Mon Dec 14, 2020 6:23 pm
Forum: Models
Topic: addinit so no residual when evaluate at actuals
Replies: 6
Views: 3945

Re: addinit so no residual when evaluate at actuals

Thanks for the reply Matt. I thought somethings similar, I used the command model.addassign(n) @all model.addinit(v = n) @all Which I was hoping would create zero filled add-factors for all equations in the model, then addinit setting so there are no residuals at actuals. Just as an aside, does my a...
by Elderfield.A
Wed Dec 09, 2020 6:42 pm
Forum: Models
Topic: addinit so no residual when evaluate at actuals
Replies: 6
Views: 3945

addinit so no residual when evaluate at actuals

Hi, I've come across a bit of a peculiar problem, which I'll do my best to describe. In coming up with a baseline for my model, a few variables are excluded and overridden, some add-factors are adjusted etc. I then want to run scenarios off this baseline, but in the scenarios I want the full functio...
by Elderfield.A
Sun Dec 06, 2020 2:27 pm
Forum: Estimation
Topic: State space estimation - concentrated diffuse likelihood
Replies: 1
Views: 2126

State space estimation - concentrated diffuse likelihood

Hi, In Chapter 2 Durbin and Koopman's Time Series Analysis by State Space Methods , the authors demonstrate that one of the variance for the local level model - the state variance - can be concentrated out of the likelihood. What the authors call the "Concentrated diffuse loglikelihood" is...

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