Search found 18 matches

by MT_MANC
Wed Apr 24, 2019 11:48 am
Forum: Estimation
Topic: PMG Estimation: Imposing LR Coefficient(s)
Replies: 0
Views: 518

PMG Estimation: Imposing LR Coefficient(s)

Looking for some assistance on my existing .prg on PMG estimation: I have a v. simple PMG estimation: equation Gmanu_Gbp.ardl log(Gmanu) log(Gbp) I wanted to test & impose a unit coeff on Gbp in the LR equation; I presume this is possible ? I defined a new variable: genr GmanuGbp=(Gmanu/Gbp) the...
by MT_MANC
Tue Apr 23, 2019 10:50 am
Forum: Estimation
Topic: Pooled Mean Group Estimation: Allowing for Long Run trends
Replies: 1
Views: 445

Re: Pooled Mean Group Estimation: Allowing for Long Run trends

Would this .PRG code achieve what is desired ? @trend*@expand(country) From this post below: Re: Adding a trend for each cross-section in panel analysis? Report this post Quote Postby DCFerral » Wed Apr 10, 2019 8:05 am Try @trend*@expand(country) That will create a separate trend coefficient for ea...
by MT_MANC
Tue Apr 09, 2019 7:16 am
Forum: Programming
Topic: EViews COM Automation Server- Example Code ?
Replies: 4
Views: 479

Re: EViews COM Automation Server- Example Code ?

..has any of this functionality changed or been augmented with Eviews 11 release ?
by MT_MANC
Thu Jan 31, 2019 9:44 am
Forum: Estimation
Topic: Pooled Mean Group Estimation: Allowing for Long Run trends
Replies: 1
Views: 445

Pooled Mean Group Estimation: Allowing for Long Run trends

I would like to exploit the "compromise" benefits of PMG estimation and estimate the ARDL Co-I relationship between real GVA levels for each of 12 industrial sectors and national GDP/GVA. Given the common long-run coefficient estimates in the PMG method (ie a unit coeff on GDP to ensure se...
by MT_MANC
Tue Jan 29, 2019 10:50 am
Forum: Programming
Topic: EViews COM Automation Server- Example Code ?
Replies: 4
Views: 479

EViews COM Automation Server- Example Code ?

The Help entry on "EViews COM Automation Server" states: EViews may be used as a COM Automation server so that an external program or script may launch and control EViews programmatically I see there is some Python accessibility to Eviews too. I have a general question about running Eviews...
by MT_MANC
Mon Nov 19, 2012 1:30 pm
Forum: Data Manipulation
Topic: Interpolation Annual to Quarterly(using Q reference series)
Replies: 1
Views: 1259

Interpolation Annual to Quarterly(using Q reference series)

Gareth
Just scanned: viewtopic.php?f=7&t=3799
Couldnt see any option to interpolate from A to Q using another genuine Q series as the "guide" for the quarterly interpolation "shape" ? (and any way to specify in .PRG ?)
by MT_MANC
Thu Oct 18, 2012 1:41 pm
Forum: Programming
Topic: ARDL Bounds Test CoI Estimation via .PRG
Replies: 1
Views: 1924

ARDL Bounds Test CoI Estimation via .PRG

Dear Gareth Having searched/read lots of partial strands on this topic, I wonder if there exists a definitve (generic) Eviews .PRG template to automate the Bounds Test approach of Pesaran & Shin to Cointegration (Single Equation estimation). I currently use this method "manually" in Mi...
by MT_MANC
Wed Mar 16, 2011 1:00 pm
Forum: Data Manipulation
Topic: Code for a smoothing Filter (Hodrick Prescot Filter)
Replies: 1
Views: 2644

Code for a smoothing Filter (Hodrick Prescot Filter)

Im trying to trace the explicit (model) code required to manually create a smoothed series (ideally HP Filter) from some raw (quarterly) data on GDP_c I have a simple model (actually solved externally in WinSolve) that contains a smoothed GDP variable over the data period (produced using WinSolve’s ...
by MT_MANC
Sat Jul 10, 2010 7:39 am
Forum: Programming
Topic: "Alpha Series in Specification" Error !
Replies: 6
Views: 9613

Re: "Alpha Series in Specification" Error !

That's got it - most kind & well spotted !
by MT_MANC
Sat Jul 10, 2010 5:49 am
Forum: Programming
Topic: "Alpha Series in Specification" Error !
Replies: 6
Views: 9613

"Alpha Series in Specification" Error !

EV6 When running code snippet below i get the following error for my For-Next loop: "Alpha Series in Specification "DLC" " But ALL series are numberic (thus using @VAL when using GENR causes errors) so how would use of @EXPAND help as suggested by the error dailogue box as I have...
by MT_MANC
Fri Sep 11, 2009 5:47 am
Forum: Programming
Topic: Write Command - Using Wildcards to Dump Specific Series
Replies: 10
Views: 4858

Re: Write Command - Using Wildcards to Dump Specific Series

Gareth Not sure if your saw my final question on wfsave function: ..any hints to prevent "NA" being dumped in .wk1 where data/forecast value missing ie replacing "NA" with "" ie empty cell in wk1 dump ("Write" function seems to have this as an option but not w...
by MT_MANC
Wed Sep 09, 2009 3:19 am
Forum: Programming
Topic: Write Command - Using Wildcards to Dump Specific Series
Replies: 10
Views: 4858

Re: Write Command - Using Wildcards to Dump Specific Series

Gareth I've adapted this slightly: alpha dates = @datestr(@date,"YYYY[Q]Q") wfsave "C:\data\WS_COI\CNO_raw_SA.wk1" @keep dates CNO*_sa to give me dates in "1970Q1" format - thanks again ...but any hints to prevent "NA" being dumped in .wk1 where data/forecast ...
by MT_MANC
Tue Sep 08, 2009 10:17 am
Forum: Programming
Topic: Write Command - Using Wildcards to Dump Specific Series
Replies: 10
Views: 4858

Re: Write Command - Using Wildcards to Dump Specific Series

Most Kind

wfsave - how can I get the .wk1 dump to display (quarterly) dates down the leftmost column
(as happens with WRITE command )
by MT_MANC
Tue Sep 08, 2009 9:17 am
Forum: Programming
Topic: Write Command - Using Wildcards to Dump Specific Series
Replies: 10
Views: 4858

Re: Write Command - Using Wildcards to Dump Specific Series

Thanks- this almost works but how can I get the .wk1 dump to display (quarterly) dates down the leftmost column as happens with WRITE command (which CANNOT use wildcards) ? I'm presuming that the above Wildcards CANNOT be used in "For:Next" loop with String Variables ? eg following will fa...
by MT_MANC
Tue Sep 08, 2009 4:24 am
Forum: Programming
Topic: Write Command - Using Wildcards to Dump Specific Series
Replies: 10
Views: 4858

Re: Write Command - Using Wildcards to Dump Specific Series

Gareth Most Kind I tried various syntaxes of wfsave (no examples in eVIEWS Command Reference) I want to dump all varialbles ending in "_sa" over the entire sample period to an external worksheet (ideally to .wk1 but no such format seems permissable ?, so Excel used instead) wfsave (type=ex...

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