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Sorry for cross posting here. I am hoping someone could help with this. I am looking to compute the cumulative maximum loss (CMAX) that corresponds to the maximum loss compared to the highest level of a stock index over a two year period, using monthly data. I am having trouble doing this as I am un...

Hi I am having trouble programming the computation of cumulative maximum loss for a time series. What I need to do is to compute the maximum loss compared to the highest levels of the variable over a period t (which in this case is 5 years using monthly data). Any suggestions would be greatly apprec...

thats great Dakila - that worked. Thanks for your help

Hi Dakila - yes, I created the const vector. It actually runs fine using .prg its just with the menu/dialog box where I get the errors/. The problem is I am trying to add zero restrictions also and not sure how to do this outside the dialog box. Do you know the command for this?

Hi dakila - thanks so much for your reply.

I have attached the workfile and an command example of one of the county VARs (Belgium) below. This is just a test example and can be changed if neccessary but keep getting no. 14 and no. 6 errors.

srvar(const=0, kmax=4) 2 constr @ bgcr bgmr bgph bgih

Hi - I’ve been trying to use the SRVAR add-in but it stops running due to an Error 14 in encrypted program.

Any idea how to solve this? I am using EViews12.

Thanks
27npg

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...

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

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...

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...

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.

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

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...

Thanks for this Igor - are you using a Mac also?

Thanks Gareth - see attached below.

Edition is EViews 10+ (University Edition [Enterprise])