Search found 18 matches

by sweivE
Wed Jul 31, 2013 12:01 am
Forum: Add-in Support
Topic: GetQuandl
Replies: 17
Views: 15480

Re: GetQuandl

I believe there is a mistake in your code instead of 'check that the user entered at least one stock symbol. if @length(%vars)=0 then @uiprompt("You must enter at least one Quandl code") stop endif if @length(%vars)>1 then @uiprompt("Due to Quandl API restrictions, only one code may b...
by sweivE
Tue Jul 02, 2013 3:28 am
Forum: Programming
Topic: Progress of simulation from the status line
Replies: 2
Views: 1194

Progress of simulation from the status line

I've seen it done in the (excellent) "tarcoint" add-in made by trubador. How can I replicate this in my simulations? I am tired of the uncertainty resulted by waiting...
by sweivE
Mon Jan 16, 2012 4:34 am
Forum: Estimation
Topic: Compute Historical Decompositions from SVAR Using Eviews 7.2
Replies: 2
Views: 1392

Re: Compute Historical Decompositions from SVAR Using Eviews

I recently asked the same question. Do you use long run restrictions (i.e. Blanchard Quah decomposition)?
if so I might help
by sweivE
Sat Dec 31, 2011 8:21 am
Forum: Estimation
Topic: Blanchard Quah Decomposition
Replies: 0
Views: 1559

Blanchard Quah Decomposition

Hello,

I estimated a SVAR model with long run restrictions (BQ method) and I wanted to know if there is a built in Eviews procedure that extracts the structural shocks series from the estimated residual series.

Thanks
by sweivE
Sun Dec 25, 2011 12:44 pm
Forum: Econometric Discussions
Topic: Centered Seasonal Dummies
Replies: 0
Views: 944

Centered Seasonal Dummies

Hi

Can anyone explain why it is sometimes used in a cointegration context, and if it is applicable in a single long run equation (i.e, the Engle-Granger procedure).
by sweivE
Mon Nov 07, 2011 8:36 am
Forum: Add-in Support
Topic: TVAR (Threshold VAR)
Replies: 50
Views: 45778

Re: TVAR (Threshold VAR)

I got the same error like gordeza. I think its because the 'tvar' command cannot handle NA's as inputs. For instance, I tried to estimate a variable in log difference - dlog(gdp), and since the first observation of dlog is an NA it returns an error. Try to change the sample accordingly and it might ...
by sweivE
Mon Oct 31, 2011 1:40 am
Forum: Programming
Topic: Code of ARIMASel
Replies: 3
Views: 1363

Re: Code of ARIMASel

go to add-ins (at the top menu) --> Manage Add-ins... --> look for "arimasel" --> Edit --> press the "..." button next to the "Program file:" input row --> go the the arimasel folder --> open the program file
by sweivE
Thu Oct 06, 2011 5:08 am
Forum: Econometric Discussions
Topic: Engle and Granger Cointegration Test
Replies: 4
Views: 10023

Re: Engle and Granger Cointegration Test

If the series is stationary - I(0) If the first difference is stationary - I(1) if the second difference is stationary - I(2) etc. BTW there is an easier way to preform the EG cointegration test that is built in Eviews. Simply take the variables of the long run eq and open them as a group. Then pres...
by sweivE
Sun Aug 28, 2011 7:39 am
Forum: Suggestions and Requests
Topic: In sample and out of sample test
Replies: 4
Views: 22426

Re: In sample and out of sample test

Let's say your data sample is 1995q1 2010q4 If I want to test a model used for forecasting, I would estimate it for a sub-sample that leaves me with enough out-of-sample observations, such as 1995q1 2006q4. For in-sample test, estimate the equation, and check the statistics like RMSE, MAE, etc, that...
by sweivE
Thu Aug 04, 2011 12:42 am
Forum: Estimation
Topic: Engle Granger
Replies: 0
Views: 724

Engle Granger

Can someone please tell me what is the difference between these two procedures: 1. Two-step EG, where I first estimate the static long run relation, get the residuals and then estimate the error correction model. 2. Estimating a system of two equations - one for the long run and the error correction...
by sweivE
Sat Jul 30, 2011 1:00 am
Forum: Estimation
Topic: Unit Root Model Selection
Replies: 0
Views: 792

Unit Root Model Selection

Does Eviews calculate the statistics that helps us determine the right model for the ADF test? I mean the 3 DF statistics that are used to accept/reject the unrestricted model (with intercept and trend) compared to the restricted models (without intercept and/or trend).
by sweivE
Wed Apr 13, 2011 2:13 am
Forum: Estimation
Topic: univariate arma long run restrictions
Replies: 0
Views: 833

univariate arma long run restrictions

is there a way to do that?
for example, i use a univariate arima equation of cpi data to forecast inflation and i would the forecasted values (of inflation) to converge to the inflation target within 2 years.
by sweivE
Mon Mar 28, 2011 1:33 pm
Forum: Estimation
Topic: Unbalanced Panel fixed Effect
Replies: 3
Views: 2588

Re: Unbalanced Panel fixed Effect

Thanks Glenn!

Here's another one for you:

If instead of dynamic fixed effect I would like to use a 'pooled mean estimator'? Is that option available in eviews? e.g. something similar to 'xtpmg' command that can be used in STATA?

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