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by EViews Gareth
Mon Apr 23, 2018 1:16 pm
Forum: Estimation
Topic: MIDAS VAR
Replies: 3
Views: 73

Re: MIDAS VAR

It just did automatic frequency conversion of those variables. Perfectly valid method, and commonly used way of handling mixed frequency data, but it isn’t a true “mixed frequency VAR”.
by EViews Gareth
Mon Apr 23, 2018 11:39 am
Forum: Estimation
Topic: MIDAS VAR
Replies: 3
Views: 73

Re: MIDAS VAR

alinemouracs wrote:Hello,

I would like to know if is it possible to estimate MIDAS with unrestricted VAR? Or is it possible estimate unrestricted VAR with mixed frequency data?

Thanks.

Not yet...
by EViews Gareth
Sun Apr 22, 2018 9:48 am
Forum: Estimation
Topic: How to specify Maximum Likelihood
Replies: 32
Views: 13755

Re: How to specify Maximum Likelihood

ouerk wrote:Hey
when i estimate the LOGl, i have this error message: log of no positive number .

What can i do to solve this problem ?
thanks

Don’t take the log of a non positive number.
by EViews Gareth
Fri Apr 20, 2018 12:45 pm
Forum: Estimation
Topic: Autocorrelation and heteroskedasticity in Panel Data
Replies: 9
Views: 236

Re: Autocorrelation and heteroskedasticity in Panel Data

I do not give econometric advice
by EViews Gareth
Fri Apr 20, 2018 7:30 am
Forum: Programming
Topic: Get axis range from graph object
Replies: 3
Views: 93

Re: Get axis range from graph object

Unfortunately that is a proprietary algorithm.
by EViews Gareth
Thu Apr 19, 2018 9:54 am
Forum: Estimation
Topic: Autocorrelation and heteroskedasticity in Panel Data
Replies: 9
Views: 236

Re: Autocorrelation and heteroskedasticity in Panel Data

The standard introductory approaches to autocorrelation and heteroskedasticity don't apply in panel data. Thus there is no "White test" or simple "White standard errors". The idea of heteroskedaticity is more complicated in a panel setting - is the covariance between errors withi...
by EViews Gareth
Thu Apr 19, 2018 7:44 am
Forum: Programming
Topic: Get axis range from graph object
Replies: 3
Views: 93

Re: Get axis range from graph object

Code: Select all

graph.@axismin
graph.@axismax
by EViews Gareth
Wed Apr 18, 2018 7:24 am
Forum: Programming
Topic: Save scalars in a vector
Replies: 4
Views: 119

Re: Save scalars in a vector

Code: Select all

vector(10) a
for !i=10 to 100 step 10
!j = !i/10
a(!j)=sum_ssr_hdebt_!i+sum_ssr_ldebt_!i
next
by EViews Gareth
Wed Apr 18, 2018 7:20 am
Forum: Installation and Registration
Topic: EViews sample workfiles
Replies: 3
Views: 142

Re: EViews sample workfiles

Not that I am aware of.
by EViews Gareth
Mon Apr 16, 2018 3:10 pm
Forum: Programming
Topic: .x13 syntax problem
Replies: 6
Views: 875

Re: .x13 syntax problem

The forecast won't be imported if a) X13 didn't create a forecast (for example it decided none of the ARIMA models were appropriate) or b) the forecast extends beyond the workfile range.

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