Search found 56 matches
- Wed Feb 16, 2022 8:30 am
- Forum: Econometric Discussions
- Topic: Mixed Frequency Regression
- Replies: 0
- Views: 7318
Mixed Frequency Regression
EViews allows for different types of mixed frequency regression, but what lags should be included for higher frequency. If we aim to forecast GDP for a particular quarter (Q1-2022), and data for a specific monthly indicator is only available for February 2021, we have to add a particular lag. For Mi...
- Thu Jun 06, 2019 11:58 am
- Forum: Data Manipulation
- Topic: tabplace
- Replies: 3
- Views: 4890
Re: tabplace
This was my test version - but if I would add a particular row number (not step 2) saved in an additional table (tab_row) the procedure did not work. !j=14 for !i=1 to 5 scalar row =@val(tab_row(!i)) !row =row for !i=14 to 100 step+2 %dest="A"+@str(!j) %source_a="A"+@str(!row) %s...
- Thu Jun 06, 2019 6:23 am
- Forum: Data Manipulation
- Topic: tabplace
- Replies: 3
- Views: 4890
tabplace
Is there a way to loop over a particular number of rows in tabplace, instead of providing the numbers manually. Instead of tabplace (tab_new, tab_old, "A14","A14","N14") tabplace (tab_new, tab_old, "A15","A16","N16") Something like !j=14 fo...
- Wed May 29, 2019 3:53 pm
- Forum: Programming
- Topic: Forecast averaging
- Replies: 2
- Views: 2807
Re: Forecast averaging
I now solved the issue with a loop, but was wondering whether there is a more suitable solution: 'flexible training period" genr mse_fix=NA genr mse_all=NA for !ii=0 to 31 smpl 2011q1+!ii 2011q1+!ii %train_fix="2011q1+"+@str(!ii)+"-8 2011q1+"+@str(!ii)+"-1" ''' fix...
- Wed May 29, 2019 5:07 am
- Forum: Programming
- Topic: Forecast averaging
- Replies: 2
- Views: 2807
Forecast averaging
My forecasts are recursively estimated. Therefore, I think it is reasonable to adjust the training sample for forecast averaging. Is there an easy command to do this: for %weight mse ranks smpl 2013.1 2018.1 GDP.forcavg(name=test_{%weight}, wgttype={%weight},trainsmpl="2010Q1 2012Q4") GDP_...
- Fri Nov 23, 2018 8:12 am
- Forum: Data Manipulation
- Topic: Multiple stacked bar charts
- Replies: 0
- Views: 5015
Multiple stacked bar charts
I have a nice stacked bar chart (gr_contributions) showing contribution of a,b,c in each year for country X. Is it possible to show for each year also a stacked bar chart showing d, e,f for country Y for a particular year next to the corresponding bar of country X? group X a b c graph gr_contributio...
- Thu Nov 23, 2017 2:23 am
- Forum: Data Manipulation
- Topic: Chart with different samples
- Replies: 1
- Views: 2818
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...
- Thu Sep 22, 2016 2:36 am
- Forum: Programming
- Topic: CLS in LS equation
- Replies: 0
- Views: 6845
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...
- Tue Jun 14, 2016 9:21 am
- Forum: Suggestions and Requests
- Topic: Forecast combination
- Replies: 0
- Views: 3585
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...
- Wed Jun 08, 2016 11:53 pm
- Forum: Estimation
- Topic: Midas equation coefficients
- Replies: 1
- Views: 2740
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?
coefficient, distribution shape,...
or is it necessary to freeze the output as table and extract the values manually?
- Wed Nov 04, 2015 10:16 am
- Forum: Data Manipulation
- Topic: Histogram Overlap
- Replies: 1
- Views: 2813
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...
- Wed Jul 22, 2015 12:14 am
- Forum: Programming
- Topic: Forecast evalution
- Replies: 3
- Views: 3823
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...
- Mon Jul 20, 2015 7:48 am
- Forum: Programming
- Topic: Forecast evalution
- Replies: 3
- Views: 3823
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...
- Mon Jul 20, 2015 7:36 am
- Forum: Programming
- Topic: Forecast combination
- Replies: 1
- Views: 2338
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) ...
- Thu May 22, 2014 2:29 am
- Forum: Models
- Topic: add factor in models
- Replies: 0
- Views: 3617
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...