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Thanks very much for explaining how to retrieve information from R. Your response is a great help. I have another question. I believe that, with the XPUT command, NA's in Eviews are passed as zeros to R. Is there a setting that will require NA's from Eviews to be passed as NA's to R. The command I a...

I tried the R Connector in Eviews 10, and it worked seamlessly. The Help file shows how to use XGET to bring coefficients into an Eviews workfile, and that also worked fine. However, I don't know how to bring other parts of R output into Eviews (e.g., std errors of coefs, t-stats, p-values). Is it p...

It would be very helpful if the dropdown menu for binary logit and probit would provide an option to view the marginal effects evaluated at the means of the variables.

Thank you both. I really appreciate the help!

I understand. Is there a workaround? If I use @identity r1=rnd I get an error message: "Matrix or vector given non positive dimension" It may help if I provide more background. In an earlier post on simulating from a discrete distribution, a contributor named Glenn responded to my post and...

Could you elaborate Gareth. I've read the discussion of simulation in the help file and may not be understanding how the simulation works. I thought the simulation of r1=rnd in a model object would draw 1,000 observations from the [0,1] uniform distribution and then compute the confidence bounds fro...

When doing stochastic simulation in a model, I find that the confidence bounds are too wide. Here are two examples: If I simulate from the uniform distribution using the following: r1=rnd I obtain 90% confidence bounds that are outside of the support of the distribution. The simulated bounds are app...

I am Using Eviews 9.I have a simulation model that is giving puzzling results. The problem seems to trace to random number generation. To investigate, I created a Model with the following single line: r1=rnd I then did a stochastic simulation requesting 90% confidence bounds for r1. Rounded off to t...

Looks good. Thanks Glenn.

I thought that might be the case. Thanks Gareth for the quick turnaround on this.

I have a Model in which a random variable takes on a discrete set of possible outcomes. In the example that I posted, there are five possible outcomes (8,10,15,17,22). The probabilities of these five outcomes are respectively (.2, .1, .25, .17, and .28). I'll call these outcome and probability vecto...

In need a function that can be used in a model simulation to sample from a discrete distribution. I have written code that draws a uniform random number that determines which discrete outcome is chosen, but I don't know how to incorporate this code into a model. The code is given below. Vector yval ...

We have a relatively complex GMM system. We would like to define variables in the GMM system that are then subsequently used in the GMM orthogonality conditions. For example, we would like to define a variable that is a function of parameters and data series. Then we would like to use that variable ...

I am analyzing a nonlinear least squares model with 50,000 observations. I have estimated a model that includes 200 fixed effects as well as about 10 coefficients that enter nonlinearly. I want to extend this model to include approximately 1,000 fixed effects. I wrote the code to do this, but it app...

When doing a prediction interval for a forecast, is it possible to have the prediction bounds from the forecast graph saved as variables in the workfile?