EViews.com

I used Eviews and Matlab to extract the factor loadings (eigenvectors) on a dataset. For a particular principle component (PC 3), Eviews shows negative signs on the factor loadings while Matlab had positive signs. Not sure if this is a bug in Eviews. I said this because a commercial software that I ...

EviewsGlenn:

What is the command line for copying the eigenvectors from the Principal Component Analysis table into a matrix as a column vector? Thank you.

EviewGlenn:

Do you have any examples or illustrations that can be shared with me? I just want to make sure what I am doing is correct--to be on the safe side.

Hi EviewGareth:

Can Eviews perform principal component regression? I don't see this as an option in the drop down when creating an Equation object.

Does anyone know if Eviews can perform orthogonal regression?

Hey Gareth,

My meaning of extract is to save the eigenvectors in a variable. Thanks for pointing out the command reference.

Hi,

Can anyone with Eviews programming experience to post sample code on how to extact eigenvectors? One condition: these eigenvectors are computed using ordinary covariances.

Thank you!

Sorry. My English must be really bad. Allow me to try it again.

Is there a way to run stepwise regression with the option of using a specific information criterion such as AIC or BIC? I know this can be accomplished in R. I don't see such a flexibility in Eviews.

Using Eviews version 7.2. I would like to know if there is a way to run OLS using information criterion such as AIC, BIC, or adjusted R^2. I think I am right by saying that this cannot be accomplished directly using the GUI interface. I imagine this has to be done using the command line. Can someone...

I meant:

Using observations from 1990M01 to 1999M12 to estimate 2000M01(forecast). Then using observations from 1990M01 to 2000M01(actual) to estimate 2000M02.

Gareth, If I have a recursive regression that estimates the following: 1) Estimate 2000M01 using observations from 1990M01 to 1999M12. 2) Estimate 2000M02 using observations from 1990M01 to 2000M01. Follwing your logic, for 1) I would set the sample period as follows: 1990M01 to 2000M01? And 2) 1990...

Hi, I am struggling with doing this task in Eviews. I have an OLS equation with one independent variable (of lag 1). The sample period is from 2000M01 to 2001M12. Once I have this estimated equation, I go to View-->Stability Diagnostics-->Recursive Estimates (OLS only), I clicked on the Recursive Co...

Eview Gareth,

Can you direct me to discussions on model selection method on this board? Thank you.

Hi, I know there is an existing rolling regression add-ins for Eviews. However, I am looking for a rolling regression add-in that performs rolling regression AND have the model selects the given regressors that maximizes a selection criterion (like Akaike) for one-step forecast. Is there such an add...

Hi,

Eviews help file provides an example of GARCH(1,1) model of the first difference of log daily S&P 500 (DLOG(SPX)). The sample period is from 1/2/90 to 12/31/1999. So the estimated variance from this model is for 1/2000, right?