Search found 8 matches

by randomlearning
Tue Jun 15, 2010 11:12 am
Forum: Program Repository
Topic: Ideal Band Pass Filter For Stationary/Non-Stationary Series
Replies: 18
Views: 25580

Re: Ideal Band Pass Filter For Stationary/Non-Stationary Series

Thanks. Now I'm getting the error "Cannot assign string expression to numeric variable in "SERIES {%S_NAME}=resid".
by randomlearning
Tue Jun 15, 2010 10:43 am
Forum: Program Repository
Topic: Ideal Band Pass Filter For Stationary/Non-Stationary Series
Replies: 18
Views: 25580

Re: Ideal Band Pass Filter For Stationary/Non-Stationary Series

Is there a way of using this filter in a loop?

I am trying:

Code: Select all

for %i a b c
call IdealBandPass({%i},0.0625,0.33333,"ibf_{%i}","1950q1","2070q1")
next

but it gives me an error that output name that was specified is reserved.
by randomlearning
Wed Jun 09, 2010 9:23 am
Forum: Programming
Topic: Correlation question
Replies: 0
Views: 796

Correlation question

Hi! I have a set of 200 variables and I would like to calculate cross-correlation among them. In addition, I would like to have the correlation matrix for the first half of the sample and then for the second half of it. There is a way of doing that from the command window?
by randomlearning
Fri Jun 04, 2010 8:36 am
Forum: Data Manipulation
Topic: Rolling window correlation
Replies: 9
Views: 6549

Re: Rolling window correlation

You were right. I used @movcor(y(alpha),x(alpha),2*alpha+1) where alpha is the size of the window and it worked.

Thanks! :)
by randomlearning
Fri Jun 04, 2010 5:37 am
Forum: Data Manipulation
Topic: Rolling window correlation
Replies: 9
Views: 6549

Re: Rolling window correlation

Isn't working for me...

Can I post the series that I'm trying to work with as well as the result I'm getting and I `correct' one?

Thanks.
by randomlearning
Thu Jun 03, 2010 1:37 pm
Forum: Data Manipulation
Topic: Rolling window correlation
Replies: 9
Views: 6549

Re: Rolling window correlation

Thanks, but still is not working. Even when I use this: @movcor(x(5),y(5),10) It does not give me the correct values (I'm checking with another software). For once, by leading the variable, I am getting rid of the first observations so that does not work. Maybe this example will clarify what I want:...
by randomlearning
Thu Jun 03, 2010 12:23 pm
Forum: Data Manipulation
Topic: Rolling window correlation
Replies: 9
Views: 6549

Re: Rolling window correlation

EViews Gareth wrote:Just put a lead on your series.

i.e.

Code: Select all

@movcor(x(2),y(2),5)


Thanks for your answer. :)

Isn't that leading both series? I guess I don't get how leading both series will give me at each point the correlation for both five years after and before.

Thanks once again.
by randomlearning
Thu Jun 03, 2010 5:47 am
Forum: Data Manipulation
Topic: Rolling window correlation
Replies: 9
Views: 6549

Rolling window correlation

Hi everyone. This is my first post in this forum and I am already asking questions. :) I have two series X, Y, and Z and each one of them has 50 yearly observations. I would like to create a 5-year rolling window for the correlation coefficient for all the possible combinations, but I am struggling ...

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