EViews.com

W is symmetric weights matrix [15x15]

Y - seria with gaps.
I mast calcumate meanDV by formula @mean(@inverse(@cholesky(w))*y), but y with gaps? fnd afret useing this formula Eviews report me error message: "Size do not match in matrix function".
What I mast do?

for example: Y 1 - 1 -0.400171165 1 - 2 1.481536087 1 - 3 NA 1 - 4 0.218367129 1 - 5 -0.785769492 2 - 1 -0.161817373 2 - 2 NA 2 - 3 -0.402386973 2 - 4 0.837537202 2 - 5 -1.366318013 3 - 1 0.591972882 3 - 2 0.490477648 3 - 3 0.409391605 3 - 4 NA 3 - 5 0.137311174

Hello!
I have tried to use formula @mean(@inverse(@cholesky(w))*y) for data with gaps, but EViews show the error message: "Size do not match in matrix function". Why?
I have matrix [15*15] and vector y [1*15] with gaps.
i mast use other formuls?

Thank you!=)

Thank you! Your previous post was very helpful! But I found one more problem:( I can't calculate Weighted R2. I use algoritm from http://forums.eviews.com/viewtopic.php?f=4&t=8715&p=30543&hilit=Weighted+Statistics#p30543, but it works only for model with constant. => How to calculate Wei...

I want to explain my question. I have martix W. We know how to calculate it from previous posts. And we have actual y. If we want to apply Cholesky factorization we use this EViews code: matrix wCh = @cholesky(w) matrix ym = wch*y scalar meanYW=@mean(ym) after this meanYW = 0.4905948469694039, where...

I use FORMULA b = (x'*omg^-1*x)^-1*x'*omg^-1*y, where omg is a matrix: on main diagonal: @sumsby(resid*resid,dateid)/@obsby(resid01,dateid) not on diagonal: 1. multiply resid with following pairs by crossid 2. sum this pairs by dateid and divide on number of observations in every dateid and if I not...

my algorithm: 1. Create equation eq0.ls y c x and take Residual of this model 2. Create matrix on main diagonal: @sumsby(resid*resid,dateid)/@obsby(resid01,dateid) not on diagonal: 1. multiply resid with following pairs by crossid 2. sum whis pairs by dateid and divide on number of observations in e...

And EViews wf

Thank you for your answer. It was very helpful. But, if I apply this algoritm for Periodic Sur my "by hand" result would not be equivalent to EViews. May be I must use another algorithm to get Weighted? May be you know how to get Weighted in Eviews by function, or could you show me where i...

Hello I don’t understand how do you calculate weighted SSR in Pooled Model with Weighted (Cross Section Weights). It doesn’t fit the value I’ve got by hand. Besides, weighted DW is calculated using SSR, that I’ve get, not yours. Is it a mistake in formulas? The same problem is for weighted stats: me...

Hello all EViews users I have a big problem with using of uncertainty coefficient in forecast SE Calc in model y x ar(1). I have a formula SE_forec_un(t)=(SE_forec^2+xt*covar*xt')^0.5, but this formula works correctly only in regression like y x. May be you can help me and give me some information a...

Hello all EViews users I have a big problem with using of uncertainty coefficient in forecast SE Calc in model y x ar(1). I have a formula SE_forec_un(t)=(SE_forec^2+xt*covar*xt')^0.5, but this formula works correctly only in regression like y x. May be you can help me and give me some information a...

How did you difine number of fitted terms?