## Search found 11923 matches

Fri Jan 11, 2019 9:29 am
Forum: Estimation
Topic: Different results for running state space models
Replies: 3
Views: 96

### Re: Different results for running state space models

Thu Jan 10, 2019 11:43 am
Forum: Estimation
Topic: BIC Schwarz Criteria or AIC Akaike Criteria
Replies: 2
Views: 62

### Re: BIC Schwarz Criteria or AIC Akaike Criteria

Not built in, no.
Mon Jan 07, 2019 10:28 am
Forum: Models
Topic: Exclude vs Drop?
Replies: 2
Views: 115

### Re: Exclude vs Drop?

Exclude is only for the current scenario and changes a single variable. Drop is for all scenarios and drops the entire estimation object/spec. If you are only working with a single scenario, and the estimation spec for the variable is univariate (i.e. not a VAR, system, model etc...), they're probab...
Tue Jan 01, 2019 9:33 pm
Forum: Econometric Discussions
Topic: Estimating Single Equation Orthogonal Regression
Replies: 1
Views: 65

### Re: Estimating Single Equation Orthogonal Regression

No.
Mon Dec 31, 2018 11:46 am
Forum: Estimation
Topic: Dummy Variables
Replies: 144
Views: 130112

### Re: Dummy Variables

Code: Select all

`y c dummy x dummy*x`
Thu Dec 27, 2018 10:14 am
Forum: Estimation
Topic: lag in MIDAS
Replies: 3
Views: 205

### Re: lag in MIDAS

Depends on what you mean by contemporaneous (that term is complicated in a mixed frequency setting). Here's a program that manually estimates an Almon lag model and computes the lags. You can see what's going on. !xlags = 4 !ylags=0 !horizon=-2 !polyorder = 3 close @wf wfopen(wf=midas, page=quarterl...
Tue Dec 25, 2018 1:17 am
Forum: Estimation
Topic: lag in MIDAS
Replies: 3
Views: 205

### Re: lag in MIDAS

No, we changed the labeling at some point to more accurately reflect. In the bottom picture you should minus 1 from the lag definitions.
Thu Dec 20, 2018 1:39 pm
Forum: Programming
Topic: Estimating out of sample RMSE for VECM model using loops
Replies: 4
Views: 156

### Re: Estimating out of sample RMSE for VECM model using loops

I am confused - do you want to estimate a VEC or an equation? If it is a VEC, why are you using equation?
Thu Dec 20, 2018 1:37 pm
Forum: Models
Topic: Clean up workpage
Replies: 2
Views: 333

### Re: Clean up workpage

No sure I can think of a way
Thu Dec 20, 2018 3:09 am
Forum: Programming
Topic: Estimating out of sample RMSE for VECM model using loops
Replies: 4
Views: 156

### Re: Estimating out of sample RMSE for VECM model using loops

Wed Dec 19, 2018 10:42 am
Forum: Programming
Topic: assign (*) to coefficients output values having significant pvalues
Replies: 1
Views: 76

### Re: assign (*) to coefficients output values having significant pvalues

Take a look at the signifcoefs add-in. And the EqTabs one.
Sun Dec 16, 2018 11:14 pm
Forum: Programming
Topic: How to code for putting average MAE from rolling forecast into table
Replies: 3
Views: 164

### Re: How to code for putting average MAE from rolling forecast into table

Just use + rather than a function.
Sun Dec 16, 2018 4:03 pm
Forum: Programming
Topic: How to code for putting average MAE from rolling forecast into table
Replies: 3
Views: 164

### Re: How to code for putting average MAE from rolling forecast into table

Easiest way for you is probably to just add the numbers and divide (i.e. calculate the mean manually).
Fri Dec 14, 2018 8:20 am
Forum: Programming
Topic: Programming a colour in every other row of a table
Replies: 1
Views: 103

### Re: Programming a colour in every other row of a table

Only by doing them individually.
Thu Dec 13, 2018 10:51 pm
Forum: Programming
Topic: convert series from %year on year to level
Replies: 2
Views: 120

### Re: convert series from %year on year to level

Just have the equation forecast the real level rather than the growth rate.

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