Search found 10 matches

by patrix
Sat Aug 06, 2011 11:37 pm
Forum: Add-in Support
Topic: EqTabs (Equation summaries)
Replies: 35
Views: 34946

Re: EqTabs (Equation summaries)

Here is the file. I think the changes are ok, but you may check.
by patrix
Sat Aug 06, 2011 3:20 am
Forum: Add-in Support
Topic: EqTabs (Equation summaries)
Replies: 35
Views: 34946

EqTabs (eqsumtab.prg edit)

I edited the eqsumtab.prg file, in order to display the significance asterixes as follows:
* for 10%
** for 5%
*** for 1%
Until now, the significance was shown as * for 5% and ** for 1%.
If it's not a problem I could attach it to a post on this forum.
by patrix
Thu Feb 10, 2011 2:45 pm
Forum: Data Manipulation
Topic: Importing data from excel, large amount of NA
Replies: 42
Views: 25163

Re: Importing data from excel, large amount of NA

In the data import wizard, you can can choose the type of data. Instead of General formating chose Date for the first column (be aware of the type of formating: YMD or DMY).
by patrix
Sat Oct 16, 2010 11:59 am
Forum: Econometric Discussions
Topic: Least Squares & Autocorrelation
Replies: 1
Views: 2050

Re: Least Squares & Autocorrelation

You should definetly check for autocorrelation. You should read the next presentation and I'm sure you will figure out what to do next:
http://faculty.wiu.edu/F-Dehkordi/DS-53 ... Models.ppt
by patrix
Mon Oct 04, 2010 1:52 pm
Forum: Econometric Discussions
Topic: F Test for 2 series of variances
Replies: 3
Views: 3090

Re: F Test for 2 series of variances

Well, after a few days of thinking and struggeling with the Eviews documentation and other manuals, I found the solution. I hope will not be spending so much time for every problem I encounter in Eviews. Here is the solution: I used functions and (simple) programing @fdist (x,v1,v2), retuns the p-va...
by patrix
Fri Oct 01, 2010 12:07 pm
Forum: Econometric Discussions
Topic: F Test for 2 series of variances
Replies: 3
Views: 3090

Re: F Test for 2 series of variances

Thank you, but this is not what I need. I calculated the quarterly variances (for two series of exchange rates). I want to compare a certain quarter variance of series x with the corresponding quarter variance of series y: for example var (x) and var (y) for 2005Q2. Well it's easy to generate the th...
by patrix
Wed Sep 29, 2010 1:02 pm
Forum: Econometric Discussions
Topic: F Test for 2 series of variances
Replies: 3
Views: 3090

F Test for 2 series of variances

Eviews 7 I had a daily series and converted it to lower frequency (quarterly), contraction method: variance. Now I have a quarterly series of variances and need to compare with another quarterly variance series, which is the benchmark. I need to use a F test, but I cant find a way for that. Help, pl...
by patrix
Mon Sep 13, 2010 2:02 pm
Forum: Data Manipulation
Topic: Importing data from excel, large amount of NA
Replies: 42
Views: 25163

Re: Importing data from excel, large amount of NA

Ok, so I imported data from Excel. I had the following objects, beside the C and resid: date series and exchange rate series (non dated/irregular). Then, in the main menu I choosed Proc - Structure/Resize current page, then: - work file structure type: Dated - specified by date series; - date series...
by patrix
Sat Sep 11, 2010 1:48 am
Forum: Data Manipulation
Topic: Importing data from excel, large amount of NA
Replies: 42
Views: 25163

Re: Importing data from excel, large amount of NA

Hello! Thank you again for your answer. Now there is another problem. Well, I need to calculate variances for every quarter and, as I see, there no way to do this when using undated series.
by patrix
Thu Sep 09, 2010 11:21 am
Forum: Data Manipulation
Topic: Importing data from excel, large amount of NA
Replies: 42
Views: 25163

Re: Importing data from excel, large amount of NA

I have the same problem. I know the cause, but I don't know how to solve this issue. I want to import a series of daily exchange rates and I have chosen the 5-day week frequency. The problem is that there were some holidays (even 3-4 days) when there was no exchange rates reported. So, even if I dec...

Go to advanced search