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by EViews Gareth
Mon Jul 06, 2020 7:44 am
Forum: Programming
Topic: EViews Blog
Replies: 15
Views: 382

Re: EViews Blog

default
by EViews Gareth
Mon Jul 06, 2020 7:35 am
Forum: Programming
Topic: EViews Blog
Replies: 15
Views: 382

Re: EViews Blog

100,000 for both.
by EViews Gareth
Fri Jul 03, 2020 8:27 am
Forum: Programming
Topic: Group series without NAs after TRAMO-SEATS
Replies: 2
Views: 108

Re: Group series without NAs after TRAMO-SEATS

Code: Select all

group non_nas
for %j s1 s2 s3
if @obs({%j}_sa) > 0 then
non_nas.add {%j}_sa
endif
next
by EViews Gareth
Wed Jul 01, 2020 8:27 am
Forum: Programming
Topic: EViews Blog
Replies: 15
Views: 382

Re: EViews Blog

Both types.

As explained beneath the table, D uses dummies just in the final estimation, DC uses them in both the initial covariance estimate and the final estimate.
by EViews Gareth
Wed Jul 01, 2020 8:08 am
Forum: Programming
Topic: EViews Blog
Replies: 15
Views: 382

Re: EViews Blog

The ones labelled D use dummy observations.
by EViews Gareth
Wed Jul 01, 2020 6:49 am
Forum: Programming
Topic: EViews Blog
Replies: 15
Views: 382

Re: EViews Blog

You are looking at the correct series.

The remaining discrepancy is because we multiplied the RMSEs by 100 in order to make them easier to read in the table :D
by EViews Gareth
Tue Jun 30, 2020 10:45 pm
Forum: Programming
Topic: EViews Blog
Replies: 15
Views: 382

Re: EViews Blog

Be careful to make sure you'd calculating the RMSE over the entire forecast horizon. At the moment, with the code you posted, the RMSE is being calculated over whatever the sample is left at at the end of the loop (i.e. the very last forecast period, not the whole horizon).
by EViews Gareth
Tue Jun 30, 2020 8:07 am
Forum: Programming
Topic: EViews Blog
Replies: 15
Views: 382

Re: EViews Blog

Your samples are wrong, I think. It should be

Code: Select all

smpl @first @first+63+!i-1

For estimation

and

Code: Select all

smpl @first+64+!i-1 @first+64+!i-1

For forecasting

You also want to calculate the RMSE after all the loops are done, not during the loop.
by EViews Gareth
Thu Jun 25, 2020 10:21 am
Forum: Data Manipulation
Topic: save matrix into an existing file
Replies: 1
Views: 132

Re: save matrix into an existing file

Unfortunately not. Only series/groups can be written to existing Excel files.
by EViews Gareth
Wed Jun 24, 2020 1:57 pm
Forum: Data Manipulation
Topic: day-of-the-week effect
Replies: 1
Views: 127

Re: day-of-the-week effect

http://eviews.com/help/helpintro.html#p ... 23ww131866

Use @weekday as the classifying variable.
by EViews Gareth
Wed Jun 24, 2020 11:57 am
Forum: General Information and Tips and Tricks
Topic: Forecasting in EViews 11
Replies: 4
Views: 250

Re: Forecasting in EViews 11

Note that it is a naming suffix. Since a VAR is a multivariate model, the forecast will produce multiple series objects. Those forecast series will be named with the underlying series name plus the suffix you provide.
by EViews Gareth
Wed Jun 24, 2020 10:58 am
Forum: General Information and Tips and Tricks
Topic: Forecasting in EViews 11
Replies: 4
Views: 250

Re: Forecasting in EViews 11

2020-06-24_110050.png
2020-06-24_110050.png (33.65 KiB) Viewed 195 times

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