Search found 14 matches
- Thu Feb 13, 2020 10:50 am
- Forum: Suggestions and Requests
- Topic: Wavelet Transform
- Replies: 13
- Views: 48170
Re: Wavelet Transform
Ah, I figured it out. I'm sure the wavelets author would've been able to tell you this him/herself, but the wavelets add-in requires the use of R and it also needs the 'wavelets' R library to be installed in your R environment. When the add-in tries to automatically install the wavelets R package, ...
- Thu Feb 13, 2020 5:40 am
- Forum: Suggestions and Requests
- Topic: Wavelet Transform
- Replies: 13
- Views: 48170
Re: Wavelet Transform
This topic has gone quiet for a while so I want to revive it, mainly because I can't find an answer to it anywhere. I installed the add-in when I had Eviews 9.5 but of course it didn't work with that build. So I went through my uni to get an upgrade to 11, which I did... and now, every time I run wa...
- Fri Oct 13, 2017 8:26 am
- Forum: Estimation
- Topic: Bayesian VAR IRF - standard errors
- Replies: 1
- Views: 2716
Re: Bayesian VAR IRF - standard errors
As an example, I use this code to try and figure out the IRG:
var5.impulse(12, m, smat=myownimpulse, imp=chol) y x @y @x
but it continually gives me "error in specification of innovations or responses."
Is there something I'm missing?
var5.impulse(12, m, smat=myownimpulse, imp=chol) y x @y @x
but it continually gives me "error in specification of innovations or responses."
Is there something I'm missing?
- Fri Oct 13, 2017 8:15 am
- Forum: Estimation
- Topic: Bayesian VAR IRF - standard errors
- Replies: 1
- Views: 2716
Bayesian VAR IRF - standard errors
Hi, I'm doing some work with Bayesian VARs and I would like the impulse response function to include at least 1 if not 2 SD standard errors. I know that EViews doesn't support it at this time, but I also know that there should be a way to save the S.E.s as a matrix and do it manually. For the life o...
- Tue Oct 03, 2017 12:31 am
- Forum: Add-in Support
- Topic: Sign Restricted VAR
- Replies: 39
- Views: 102261
Re: Sign Restricted VAR
dakila wrote:No. You cannot interpret like that. First define the shock by the sign restriction, then interpret impulse response function of Y and X as the effect of that shock.
That makes perfect sense. Thanks for the clarification, it is all clear now.
- Mon Oct 02, 2017 6:22 am
- Forum: Add-in Support
- Topic: Sign Restricted VAR
- Replies: 39
- Views: 102261
Re: Sign Restricted VAR
I have a basic and very silly question about interpreting the impulse response graphs that come as the output from the srvar command. When doing a standard VAR, it gives us graphs which explicitly state the effect of endogenous x on y... however, srvar just gives graphs with "impulse response o...
- Fri May 12, 2017 12:57 am
- Forum: Estimation
- Topic: IV Poisson
- Replies: 1
- Views: 2452
IV Poisson
Does EViews allow for an instrumental variables approach to Poisson (count model) regressions? Stata has ivpoisson, is there something similar available within the EViews space?
- Mon Oct 03, 2016 10:09 am
- Forum: Estimation
- Topic: MIDAS - lower to higher
- Replies: 4
- Views: 4883
Re: MIDAS - lower to higher
Gareth, Thanks for the quick reply, but isn't there a whole class of literature that relates stock market volatility (i.e. high-frequency changes) to slower-moving macroeconomic variables? Engle et al. (2009, available at https://archive.nyu.edu/bitstream/2451/27889/2/wpa08043.pdf) is the pioneer in...
- Mon Oct 03, 2016 8:13 am
- Forum: Estimation
- Topic: MIDAS - lower to higher
- Replies: 4
- Views: 4883
MIDAS - lower to higher
Hi all, I purchased EViews 9.5 specifically because it had MIDAS capabilities, but I've run into a snag. I have a high-frequency dependent variable (either daily or monthly, depending on how I choose to use it) and lower-frequency independent variables (quarterly and annual). Does EViews allow for M...
- Sat Oct 12, 2013 8:36 am
- Forum: Estimation
- Topic: Basic ARCH/GARCH question
- Replies: 1
- Views: 2746
Basic ARCH/GARCH question
Hi all, I've used ARCH modeling before in Matlab and G@RCH, but am a complete newbie to it in eviews. I have a dataset that is basically a highly unbalanced dated panel, with monthly data for 25 countries with different starting dates for each country's data series (i.e. financial risk indicators ar...
- Tue Sep 14, 2010 11:20 pm
- Forum: Estimation
- Topic: Fixed effects differencing
- Replies: 1
- Views: 2638
Fixed effects differencing
Hi all, is there an easy way to do a fixed-effects specification in e-views using differencing, either first differences or "de-meaning"? I have time-series data for one country across a series of variables and want to compare the influence of one variable (labor legislation) on unemployme...
- Mon Sep 06, 2010 3:43 pm
- Forum: Data Manipulation
- Topic: Importing pool data
- Replies: 1
- Views: 3035
Importing pool data
Hi, I thought I was a savvy eviews user but I'm having a devil of a time with a pool data set-up. I have data on 66 countries from 1989-2008 on a variety of topics, including bank credit. I open the foreign data (excel) as workfile, set-up the pool object using the country names as identifiers, impo...
- Wed Mar 03, 2010 2:16 pm
- Forum: Data Manipulation
- Topic: principal components - correlation matrix?
- Replies: 3
- Views: 7666
Re: principal components - correlation matrix?
ok, how do I get those 7 principle components in a usable form to be included in a group object though? Basically, I use the command after opening the 21 variables as a group to "view/principal components," input my specifications, and then it spits out the list of PCs. How do I get that o...
- Tue Mar 02, 2010 6:09 pm
- Forum: Data Manipulation
- Topic: principal components - correlation matrix?
- Replies: 3
- Views: 7666
principal components - correlation matrix?
Hi, I'm using eviews 7 and am using a principal components analysis on time series, coded data. I have successfully extracted PCs using eviews, and have narrowed down the components that I want to use based on their eigenvalues. However, I want to get a correlation matrix of correlations between the...