Search found 50 matches

by Katjes
Thu Nov 23, 2017 2:23 am
Forum: Data Manipulation
Topic: Chart with different samples
Replies: 1
Views: 411

Chart with different samples

I would like to make a chart including two (or more) series, e.g. line chart. In the workfile data is available for the whole sample for all series but I would like to show different samples, e.g. x only from 2005-2010 and y from 2010-2015. Of course I can generate a new series containing only the d...
by Katjes
Thu Sep 22, 2016 2:36 am
Forum: Programming
Topic: CLS in LS equation
Replies: 0
Views: 1398

CLS in LS equation

Dear all, we used version 9.5 and version 8.1 to perform e.g. equation eq_1.ls(optmethod=legacy, arma=cls) hours c ma(1) ma(2) ma(3) ar(1) ar(2) @trend that gives us a least-square estimation (without the sigma-parameter). Both version provide the same results, Now one of my colleagues has version 9...
by Katjes
Tue Jun 14, 2016 9:21 am
Forum: Suggestions and Requests
Topic: Forecast combination
Replies: 0
Views: 1337

Forecast combination

The forecast combination command(s) works well, if all forecast series to be combined have a value, if there is an NA for forecast, no combined forecast can be calculated for the remaining series. Since I have used the group "gr_f" element to combine the forecasts it seems that I have to d...
by Katjes
Wed Jun 08, 2016 11:53 pm
Forum: Estimation
Topic: Midas equation coefficients
Replies: 1
Views: 744

Midas equation coefficients

Is there an EViews command that can be used to extract/save the elements of the lower part in the MIDAS estimations output directly?
coefficient, distribution shape,...
or is it necessary to freeze the output as table and extract the values manually?
by Katjes
Wed Nov 04, 2015 10:16 am
Forum: Data Manipulation
Topic: Histogram Overlap
Replies: 1
Views: 871

Histogram Overlap

Hi there, I would like to plot two histograms for two series ff1 ff2 in one graph - no problem. But it didn't find a way (in EViews 9) to deal with the fact that you cannot see the 2nd histogram bins if they are smaller then the first one, and vice versa. group ff ff1 ff2 freeze(graph) ff.distplot(s...
by Katjes
Wed Jul 22, 2015 12:14 am
Forum: Programming
Topic: Forecast evalution
Replies: 3
Views: 944

Re: Forecast evalution

Thanks for prompt reply and implementation, series.fcasteval(evalsmpl="2004 2014", testname=m_enc, statname=vv) aa bb cc in matrix m_enc the results for the forecast encompassing test (F-stat, pval) are saved. but in svector vv only the name of the first variable is given (maybe this shoul...
by Katjes
Mon Jul 20, 2015 7:48 am
Forum: Programming
Topic: Forecast evalution
Replies: 3
Views: 944

Forecast evalution

Using EViews9, we can easily conduct forecast evaluation and encompassing tests :D series.fcasteval(evalsmpl="2004 2014") aa bb cc Is there a way to directly access the results that are shown in a spool (which is not save automatically) ? For instance to extract the values of the p-statist...
by Katjes
Mon Jul 20, 2015 7:36 am
Forum: Programming
Topic: Forecast combination
Replies: 1
Views: 426

Forecast combination

Started using the new options of EVIEWS 9, I very happy that forecast combination procedure are ready to use for indidual forecasts or a group of forecasts (ind_f1_w_all) Either manually or by command, e.g. data_real.fcastavg(wgt=mean,name=f1_av) ind_f1_w_all data_real.fcastavg(wgt=mean,name=f2_av) ...
by Katjes
Thu May 22, 2014 2:29 am
Forum: Models
Topic: add factor in models
Replies: 0
Views: 1496

add factor in models

Is it possible to set the add factor to dlog of variables as well? model m1 In a first step I calculate many equations e.g. for variable x in dlogs: smpl 1991 2012 equation eq_x eq_x.ls dlog(x) c dlog(x(-1) eq_x.makeresids res_x where the latter are the residuals of the growth rate of x Then the equ...
by Katjes
Wed Jan 22, 2014 2:14 am
Forum: Programming
Topic: Frequency conversion for sample
Replies: 1
Views: 829

Frequency conversion for sample

I would like to convert a monthly series to a annual one, but selecting the conversion method for 1990-1995 average and for 1996 1996 the last value. I do not select the conversion method the following code works for the average part, and it works. wfcreate(page=page1) m 1990 2010 series y=nrnd page...
by Katjes
Thu Aug 22, 2013 6:23 am
Forum: Programming
Topic: Max/Min in Matrix
Replies: 1
Views: 715

Max/Min in Matrix

Hi, I try to get the max and min of each column of a matrix, using the cmax and cmin command. However, if the matrix contains NA values these commands don't work, Therefore I created a table including the stats of the matrix, and then create a vector, which is filled by the min and max values given ...
by Katjes
Tue Jun 04, 2013 8:35 am
Forum: Programming
Topic: @Varlist of equation
Replies: 3
Views: 1188

Re: @Varlist of equation

And what is the reason, why the @varlist command produces a wrong list?
by Katjes
Tue Jun 04, 2013 5:58 am
Forum: Programming
Topic: @Varlist of equation
Replies: 3
Views: 1188

@Varlist of equation

We try to identify the elements of each equation however, if the equation is specified with the following: eq_Y.ls dlog(Y)=c(33)+c(34)*dlog(Y(-1)) eq_Y.@varlist the results that we get is DLOG(Y) Y(-1) Y(-2) Which is not our equation!! When we define the equation by the following eq_Y.ls dlog(Y) c d...
by Katjes
Thu May 23, 2013 12:20 am
Forum: Programming
Topic: Equation access in model
Replies: 1
Views: 641

Equation access in model

Using EViews 8, assume: %model="m" model {%model} {%model}.merge eq_v1 {%model}.merge eq_v2 {%model}.append x=y+c string test={%model}.@endoglist 'Lists all Endogeneous variables While test lists all variables (v1, v2, x), I'm only interested in a string including v1 and v2. Is there a way...
by Katjes
Mon Aug 06, 2012 8:00 am
Forum: Models
Topic: sample condition
Replies: 0
Views: 1663

sample condition

I'm working with a forecasting horizon from 2012-2020 and a model that includes along other equation a text equation for a series X. Forecasts for 2012 to 2013 (short-run) are "given" and implemented in the model by the model control command. Hence, the text equation "only applies&quo...

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