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Thanks, I did get it to work with your advise

Hi everyone

I noticed a problem when creating factor scores after running factor extraction. It seems the 'Observables' field truncates the text string randomly if the specification is too long. Is this a known issue? Can you provide a workaround?

I am on v7.2

Regards

Hi everyone I would like to create all principal components representing 0.95 of the cumulative proportion of variance explained (PCA). This is what I have so far where CFP01 is the group name of a number of underlying series. %m= "cfp01" freeze(table01) {%m}.pcomp(cproport = 0.95, out=tab...

Hi everyone What? what is the quickest check to see whether or not a series is a member of a group? Why? I have a routine that adds series to a group. An inner loop is executed only if the series was not previoulsy added to the group Where? In EViews 7 (build 7.2) Looping throught the group members ...

Okay, I tested with matrix and it does not make much of a difference. This is what I have now: 'set group %group01 = "group01" %group02 = "group01" !n = {%group01}.@count !m = {%group02}.@count !cnt = 1 'loop for !i = 1 to !n %n = {%group01}.@seriesname(!i) dummy.add {%n} table01...

No, I have 7000 series with varying numbes of observation (i.e. unbalanced). The maximum observations would be n = 360. I have no issues using a loop to calculate the correlation factors but the code executes very slowly: 'set group %group01 = "group01" !n = {%group01).@count !cnt = 1 'loo...

Hi Glenn

cant I generate quadrants of the corr matrix, i.e.:

(1-5000) x (1-5000)
(5001-7000) x (1-5000)
(1-5000) x (5001-7000)
(5001-7000) x (5001 x 7000)

Not sure if covariance analysis makes provisions for that?

About 7000. I need to get the data into Excel. Is there another way to store and export?

Here the specs:

EViews build 7.2
Operating System: Windows 7 (32-bit)

Hi there I have a large table that I would like to freeze (cols > 5000) as a result of a covariance analysis. The program calculates all correlation factors but crashes when I try to freeze the results. I have tried to execute from code with same results. Here my questions: - Is there a table size l...

Nope, still does it. I have:

freeze(corr_table) group01.cor(pairwise) corr

Runs fine until it gets to creating the table when it exits with 'out of memory'. Any suggestions?

p.s. Specifically, I am looking for the syntax for Pearson correlation, unmatched samples, something on the line of:

mygroup.corr(...

Hi Gareth

that will work, I forgot that you can uncheck 'common samples'. I can see the calcs being performed. However, something strange happens once it finishes: I get the 'out of memory' error. Perhaps it is better to execute this from code in quiet mode?

Hi Gareth I have a SQL database to store the series. I import to EViews from an Excel extract. To clarify my problem: Let us say I have 1,000 time series, each with different starting and end dates. I need to compare all series with one another to determine their degree of correlation. If r >= 0.99 ...

Hi quick question regarding performance: I have a workfile with several thousand time series. I have written some code looping through the time series and calculating their cross correlations. Is there a performance impact from very large databases? Is there a max number of series not to be exceeded...