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Hello, I'm solving a very small (but complex) model and get inaccurate results. What I mean by "inaccurate" is that the solution for the endogenous variable does not match the equation in the model. For example, let's say the model equation has: X = 2*Y +3*B then X_0 does not equal to 2*Y+...

That would be more elegant than creating a new workfile for each one. But is there a way I can append directly from a database into a page? When I try to import data into a page, it tends to overwrite existing data, instead of appending them.

Ok, one thing that seems to work: 1. Create a new workfile (unstructured) 2. Fetch the data from the first database (still, unstructured). 3. Create a second workfile (unstructured) 4. Fetch the data from the second database (still unstructured) 5. Append the data from the second workfile into the f...

Hello, I've been trying to get this working, with no success. I've read this forum thread: http://forums.eviews.com/viewtopic.php?t=74 and still no help, because the data I'm working with is a bit special. So here's what the data I have look like: 1. I have several EVIews (.edb) databases. 2. Each o...

Thanks again. However, this is a univariate case. My problem in the first post was that I wanted to model a signal variable using its own lag as well as a contemporaneous state variable. So back to my example: @signal var = c(1) + c(2)*var(-1) + c(3)*stat +e1 @state stat = c(4)*stat(-1) +e2 Now, sur...

Thanks Gareme for sharing your code. While this certainly works, I feel like the EViews built-in function should be doing a better job, and giving us more options.

No answer. Does this mean it can't be done?

Hello, I've estimated a state-space model and would like to produce out-of-sample forecasts for all the signal and state variables dynamically. My signal equations contain lagged dependent variables. The problem is that EViews treats those lags as exogenous variables. This makes it impossible for me...

Try adding the labour force, maybe? The capital stock isn't the only thing influencing GDP... labour is important too, so adding it might help.

Not sure though - sometimes variables that should be cointegrated in theory fail the cointegration tests.

Hello all- I am trying to estimate the following ARDL equation: y= a + y(t-i) +o(t-i) +u, where y=quarterly log differenced US GDP and o is quarterly log differenced oil prices (data are all quarterly and lag length=5): -->I am having an issue with my specification in Eviews for the functional form...

Hello all, I need to compare effects on a dependent variable based on different levels of an independent one, x2 in the attached equation. I want to look at the effect on predicted y when x2 changes from 4 to 7 http://i.imgur.com/pFDHmXG.jpg I'm using eviews 7 and what I did was I sampled x2 based ...

I estimated a VAR model with 3 variables and 2 lags for the period 2000q1 to 2007q3. Now I need to forecast from 2007Q4 to 2012Q4, however I need to separate forecasts in that 2007 Q4 will be my current year forecast, forecasts of 2008Q1, Q2, Q3, and Q4 and summed up would be my year ahead and so o...

It doesn't seem white noise. You can tell because the numbers in the "probability" column are so tiny after the second lag...

Typically, white noise should show higher numbers in the column.

Well I ended up lumping in the age in groups. This made the @recode equation more manageable and the program ended up solving.

So it's an acceptable compromise for now, but if anyone has any ideas, I'll be checking so thanks.

jason_ll wrote:

EViews Gareth wrote:I guess my only other option is to use the recode?

Even @recode doesn't work. I have so many recodes that it says "equation too complex".

Is there really no way to prevent the For loop from computing out of sample!!?