Search found 23 matches

by 27npg
Tue Dec 08, 2020 5:58 am
Forum: Estimation
Topic: Decomposition of Factors in Eviews
Replies: 0
Views: 2563

Decomposition of Factors in Eviews

Hi - I have created a overall industry index from a large data set of sectoral data using a Dynamic Factor model which has given me two factors -the common and idiosyncratic comment from which I create my index. My question is that I have seen some studies where they have decomposed the factors into...
by 27npg
Mon Jul 27, 2020 4:28 am
Forum: Programming
Topic: Error Message - Temp File Path too Long
Replies: 1
Views: 3660

Error Message - Temp File Path too Long

I am trying to run a program and get the attached error message when I try to execute. I have no idea what this means. Can anyone offer advice on this?

Thanks!

NPG
by 27npg
Tue Nov 26, 2019 4:39 am
Forum: Estimation
Topic: General to specific technique
Replies: 0
Views: 5559

General to specific technique

Hi - I am building a structural model of a South American economy. The model will consist of 12 or so OLS estimations which will then run as SEM in the model function of Eviews. I am trying to fit the best individual equations and the literature has discussed a general to specific modelling techniqu...
by 27npg
Mon Nov 11, 2019 9:43 am
Forum: Data Manipulation
Topic: Fan Chart Actual and FC Data
Replies: 6
Views: 4707

Re: Fan Chart Actual and FC Data

Hi Gareth - Thanks for your help. I still haven’t managed to get this. Also, correct me if I am wrong but the simulations will run for 2018-2020 and the historic will run 2000-2018. Therefore, when I put both in the K cross section panel as you mentioned I will have 10,000 identical values from 2000...
by 27npg
Mon Nov 04, 2019 1:49 am
Forum: Data Manipulation
Topic: Fan Chart Actual and FC Data
Replies: 6
Views: 4707

Re: Fan Chart Actual and FC Data

Hi Gareth - thanks for your reply. I am a bit confused on this however. How this possible as the graph is being taken from the MC tab which will just have the 10,000 (or specified) simulated values. How would it be possible to draw in another historical series form a different tab?

Thanks again.
by 27npg
Fri Nov 01, 2019 6:36 am
Forum: Bug Reports
Topic: Crash When Store Fan Chart Graph
Replies: 1
Views: 4092

Crash When Store Fan Chart Graph

After I run MC sims I plot a fan chart. This works fine. But, when I attempt to freeze and store EViews crashes everytime.

Any one else encountered this issue?

npg
by 27npg
Fri Nov 01, 2019 3:10 am
Forum: Data Manipulation
Topic: Fan Chart Actual and FC Data
Replies: 6
Views: 4707

Fan Chart Actual and FC Data

Hi - I have been using the new fanchart option of EViews 11. In previous versions, I used the Fan Chart Add-in which, while being very helpful, was more time consuming as you needed to get data for skewness, uncertainty, mode etc. One advantage however was that it plotted the historical data along w...
by 27npg
Fri Sep 13, 2019 2:33 pm
Forum: Bug Reports
Topic: Issue with VAR/VECM Decomposition
Replies: 5
Views: 4810

Re: Issue with VAR/VECM Decomposition

Thanks for this Igor - are you using a Mac also?
by 27npg
Wed Sep 11, 2019 8:47 am
Forum: Bug Reports
Topic: Issue with VAR/VECM Decomposition
Replies: 5
Views: 4810

Re: Issue with VAR/VECM Decomposition

Thanks Gareth - see attached below.

Edition is EViews 10+ (University Edition [Enterprise])
by 27npg
Wed Sep 11, 2019 5:15 am
Forum: Bug Reports
Topic: Issue with VAR/VECM Decomposition
Replies: 5
Views: 4810

Issue with VAR/VECM Decomposition

I have an issue when i try to examine the variance of historical decomposition of a VAR/VECM. I get the attached error report. Any ideas?
by 27npg
Wed Sep 04, 2019 7:25 am
Forum: Estimation
Topic: Forecasting from a System
Replies: 4
Views: 3843

Re: Forecasting from a System

Ah of course - how foolish of me. I hadn't included the lags on the RHS. thanks for pointing me in the right direction.
by 27npg
Wed Sep 04, 2019 6:45 am
Forum: Estimation
Topic: Forecasting from a System
Replies: 4
Views: 3843

Re: Forecasting from a System

Hi Gareth - I have data for all variables up until 2019q1. This allows me to forecast su9ng VAR/VECM. Is this different when using a system? Do I need future values to forecast my dependent variable?
by 27npg
Wed Sep 04, 2019 5:32 am
Forum: Estimation
Topic: Forecasting from a System
Replies: 4
Views: 3843

Forecasting from a System

Hi – I have been trying to run forecasts using the output of a system. I am aware that this is not possible through the ‘forecast’ option and instead users are required to Proc->Make Model-> and forecast here through the ‘solution sample’ window. However, whenever I do this I keep getting the follow...
by 27npg
Tue Aug 27, 2019 12:12 am
Forum: Estimation
Topic: SVAR with scenarios
Replies: 7
Views: 7446

Re: SVAR with scenarios

Cheers Matt!
by 27npg
Sat Aug 24, 2019 6:06 pm
Forum: Estimation
Topic: SVAR with scenarios
Replies: 7
Views: 7446

Re: SVAR with scenarios

Thanks for this Matt. Apologies - one last question/confirmation. Will it allow me to make forecasts using the SVAR? I had read somewhere that for the model solution option, EViews always uses the reduced form VAR results meaning there would be no difference between FCs of the VAR and SVAR. Is there...

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