Search found 18 matches
- Wed Jul 31, 2013 12:01 am
- Forum: Add-in Support
- Topic: GetQuandl
- Replies: 17
- Views: 30507
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...
- Wed Jul 03, 2013 6:06 am
- Forum: Programming
- Topic: Progress of simulation from the status line
- Replies: 2
- Views: 3245
- Tue Jul 02, 2013 3:28 am
- Forum: Programming
- Topic: Progress of simulation from the status line
- Replies: 2
- Views: 3245
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...
- Mon Jan 16, 2012 4:34 am
- Forum: Estimation
- Topic: Compute Historical Decompositions from SVAR Using Eviews 7.2
- Replies: 2
- Views: 3578
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
if so I might help
- Sat Dec 31, 2011 8:21 am
- Forum: Estimation
- Topic: Blanchard Quah Decomposition
- Replies: 0
- Views: 2990
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
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
- Sun Dec 25, 2011 12:44 pm
- Forum: Econometric Discussions
- Topic: Centered Seasonal Dummies
- Replies: 0
- Views: 2311
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).
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).
- Mon Nov 07, 2011 8:36 am
- Forum: Add-in Support
- Topic: TVAR (Threshold VAR)
- Replies: 50
- Views: 84375
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 ...
- Mon Oct 31, 2011 1:40 am
- Forum: Programming
- Topic: Code of ARIMASel
- Replies: 3
- Views: 3825
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
- Thu Oct 06, 2011 5:08 am
- Forum: Econometric Discussions
- Topic: Engle and Granger Cointegration Test
- Replies: 4
- Views: 14881
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...
- Tue Sep 06, 2011 7:33 am
- Forum: Programming
- Topic: Rolling Regression Forecasting
- Replies: 6
- Views: 11896
- Sun Aug 28, 2011 7:39 am
- Forum: Suggestions and Requests
- Topic: In sample and out of sample test
- Replies: 4
- Views: 31481
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...
- Thu Aug 04, 2011 12:42 am
- Forum: Estimation
- Topic: Engle Granger
- Replies: 0
- Views: 2001
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...
- Sat Jul 30, 2011 1:00 am
- Forum: Estimation
- Topic: Unit Root Model Selection
- Replies: 0
- Views: 2017
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).
- Wed Apr 13, 2011 2:13 am
- Forum: Estimation
- Topic: univariate arma long run restrictions
- Replies: 0
- Views: 2030
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.
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.
- Mon Mar 28, 2011 1:33 pm
- Forum: Estimation
- Topic: Unbalanced Panel fixed Effect
- Replies: 3
- Views: 5148
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?
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?