Search found 15 matches

by cyp74
Tue Sep 13, 2016 7:07 pm
Forum: Add-in Support
Topic: Spectral Granger Causality Test*
Replies: 12
Views: 10241

Re: Spectral Granger Causality Test*

Thanks for the add-in. I occasionally get an error as attached. Any ideas why?

C.

Capture.PNG
Capture.PNG (20.03 KiB) Viewed 9709 times
by cyp74
Tue Jul 19, 2016 1:14 am
Forum: Add-in Support
Topic: Conditional VAR forecast
Replies: 19
Views: 10443

Re: Conditional VAR forecast

All good, thanks
by cyp74
Mon Jul 18, 2016 12:22 am
Forum: Add-in Support
Topic: Conditional VAR forecast
Replies: 19
Views: 10443

Re: Conditional VAR forecast

9.5
by cyp74
Sun Jul 17, 2016 9:30 pm
Forum: Add-in Support
Topic: Conditional VAR forecast
Replies: 19
Views: 10443

Re: Conditional VAR forecast

I couldn't install it. It says the installer is missing.
by cyp74
Wed Jul 29, 2015 7:43 pm
Forum: Econometric Discussions
Topic: Interpretation of coefficients: d(lnY)=c+b*(lnX)+e*d(lnZ)
Replies: 4
Views: 2236

Re: Interpretation of coefficients: d(lnY)=c+b*(lnX)+e*d(lnZ

A 1% increase in X will result in b% increase in Y.
by cyp74
Sun May 17, 2015 2:26 am
Forum: Data Manipulation
Topic: Band graph not working
Replies: 1
Views: 1175

Re: Band graph not working

Hi again,
Sorry I've just seen the suggested solution on a related blog item.
viewtopic.php?f=3&t=12171

Obviously the manual needs to be updated to reflect this workaround. Thanks
by cyp74
Sun May 17, 2015 1:28 am
Forum: Data Manipulation
Topic: Band graph not working
Replies: 1
Views: 1175

Band graph not working

Hi,
I cannot replicate the Area Band graph shown in Eviews help (attached). I've attached the workfile example (please see graph01).
Could you please let me know how to plot the third variable (mean) as a line? Thanks

C.
by cyp74
Thu Aug 14, 2014 5:23 pm
Forum: Add-in Support
Topic: HDecomp (historical decomposition)
Replies: 30
Views: 32445

Re: HDecomp (historical decomposition)

Hi Trubador,
Thanks for this very useful add-in and the replication code.
I have a question, why do you adjust the sign of the BQfactor in the code? Thanks

C.
by cyp74
Tue Sep 18, 2012 2:07 am
Forum: Econometric Discussions
Topic: Percent shock?
Replies: 0
Views: 956

Percent shock?

Hi, Could anyone please help me with the following? In the cases below, what would be the interpretation of the unit shock in VAR? Also, the corresponding response of the other variables? 1-All the variables are in dlogs (first difference of the logs) 2-All variables except one are in dlogs. For exa...
by cyp74
Tue May 08, 2012 2:26 pm
Forum: Programming
Topic: ADF test
Replies: 4
Views: 2073

Re: ADF test

Thanks Gareth, you are right. I was testing it on the command line.
by cyp74
Mon May 07, 2012 9:17 pm
Forum: Programming
Topic: ADF test
Replies: 4
Views: 2073

ADF test

Hi, when I run the following line of code with any series, I still get the default setting "sic" for the information criteria. Any ideas? Thanks
seriesname.uroot(adf,trend,info=aic)
by cyp74
Sun Mar 18, 2012 12:23 am
Forum: Programming
Topic: matlab to eviews
Replies: 5
Views: 3047

Re: matlab to eviews

Trubador, that's awesome. Many thanks
by cyp74
Fri Mar 16, 2012 12:38 am
Forum: Programming
Topic: matlab to eviews
Replies: 5
Views: 3047

Re: matlab to eviews

Thanks for your reply Trubador,
impz=15*7
shock=15*7
zlag=1*28
betaz=28*7
nlags=4
nvars=7

Hope it helps

C.
by cyp74
Wed Mar 14, 2012 11:46 pm
Forum: Programming
Topic: matlab to eviews
Replies: 5
Views: 3047

Re: matlab to eviews

Can anyone respond please?
by cyp74
Wed Mar 14, 2012 9:01 pm
Forum: Programming
Topic: matlab to eviews
Replies: 5
Views: 3047

matlab to eviews

Hi, I am trying to replicate a matlab code in EViews but having trouble doing the following loop; for jj=1:nstep; impz(jj,:)=shock(jj,:)+zlag*betaz(1:length(betaz),:); zlag=[impz(jj,:) zlag(1,1:(nlags-1)*nvars)]; end; I've managed to convert lots of stuff but having trouble with this kinda looping a...

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