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by EViews Gareth
Tue Apr 24, 2018 9:56 am
Forum: Estimation
Topic: Correlogram
Replies: 1
Views: 25

Re: Correlogram

The PDF documentation has the full expression.
by EViews Gareth
Tue Apr 24, 2018 7:23 am
Forum: Programming
Topic: how to make a program to produce a OLS coeffients by using matrix calculation?
Replies: 1
Views: 29

Re: how to make a program to produce a OLS coeffients by using matrix calculation?

Put the X variables (including "c" for the constant) in to a group, then use the stom command to convert that group into a matrix.
by EViews Gareth
Tue Apr 24, 2018 7:21 am
Forum: Estimation
Topic: Impulse responses in GARCH
Replies: 1
Views: 31

Re: Impulse responses in GARCH

There is nothing built in to do it.
by EViews Gareth
Mon Apr 23, 2018 1:16 pm
Forum: Estimation
Topic: MIDAS VAR
Replies: 3
Views: 79

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: 79

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: 13760

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: 237

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: 237

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

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