Search found 9 matches

by yxr
Sun Aug 28, 2011 6:15 pm
Forum: Programming
Topic: Extending Sample Size
Replies: 13
Views: 4546

Re: Extending Sample Size

How foolish I am!
Thank you very very much,Startz. You are so wonderful!Pay Homage to you!
by yxr
Sun Aug 28, 2011 6:03 pm
Forum: Programming
Topic: Extending Sample Size
Replies: 13
Views: 4546

Re: Extending Sample Size

Yes, it works.
But after 5 minutes, it says that:
syntax error:

Code: Select all

mcrrl=1-(exp(-1.645*@stdev(l1))+@mean(l1)))

where is the mistake?
Thanks a lot.
by yxr
Sun Aug 28, 2011 5:46 pm
Forum: Programming
Topic: Extending Sample Size
Replies: 13
Views: 4546

Re: Extending Sample Size

I attached the data and programming code here. Thank you very much, Eviews expert.
by yxr
Sun Aug 28, 2011 5:38 pm
Forum: Programming
Topic: Extending Sample Size
Replies: 13
Views: 4546

Re: Extending Sample Size

the version is 7.2
by yxr
Sun Aug 28, 2011 4:50 pm
Forum: Programming
Topic: Extending Sample Size
Replies: 13
Views: 4546

Re: Extending Sample Size

I did not leave space in the syntax mentioned above: pagestruct (start=1, end=10000)
but after I leave space between pagestruct and the bracket, it warns that start=1 is not defined in "pagestruct (start=1, end=10000)
I feel hopeless now
by yxr
Sun Aug 28, 2011 4:45 pm
Forum: Programming
Topic: Extending Sample Size
Replies: 13
Views: 4546

Re: Extending Sample Size

the code I find is as follows: load "c:\users\yang\documents\shanghai composite index.wf1" rndseed 12345 !nreps=10000 series rt series u series h series min series max series l1 series s1 scalar mcrrl scalar mcrrs rt=log(sh/sh(-1)) equation eq1.arch(m=100,) rt c eq1.makegarch h pagestruct(...
by yxr
Sun Aug 28, 2011 4:16 pm
Forum: Programming
Topic: Extending Sample Size
Replies: 13
Views: 4546

Re: Extending Sample Size

Greetings! In my programming, I want to increase the size of arrays in my work file to 10000 from the original 2715 observations. But Eviews 7 does not support "expand" meanwhile the examples of pagestruct in the user's manual does not explain explicitly enough to me. I just want to know h...
by yxr
Tue Aug 16, 2011 11:47 pm
Forum: Add-in Support
Topic: EqBootstrap (bootstrap standard errors)
Replies: 28
Views: 26930

Re: EqBootstrap (bootstrap standard errors)

All right.
Thanks
by yxr
Tue Aug 16, 2011 12:08 pm
Forum: Add-in Support
Topic: EqBootstrap (bootstrap standard errors)
Replies: 28
Views: 26930

Re: EqBootstrap (bootstrap standard errors)

Hi, there
I just want to ask how to carry out bootstrap simulation on GARCH model. since changing "LS" to "ARCH" in this programming does not work.

Thanks in advance

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