Search found 16 matches
- Wed Mar 27, 2019 1:59 pm
- Forum: Estimation
- Topic: problem with breakls
- Replies: 4
- Views: 3786
Re: problem with breakls
breakls problem.wf1 here is the workfile, i hope it helps, but i doubt it. When i use breakls from this workfile on MY machine, all is good, but breakls does not work on HIS machine. I asked in class today and about 6 international students are having this problem (I have 30 international students)...
- Wed Mar 27, 2019 7:10 am
- Forum: Estimation
- Topic: problem with breakls
- Replies: 4
- Views: 3786
problem with breakls
i am teaching econometrics and the program breakls works for me and most of the students
some of the students have the attached error
any comments/help would be appreciated
thanks
some of the students have the attached error
any comments/help would be appreciated
thanks
- Tue Feb 19, 2019 6:15 am
- Forum: Estimation
- Topic: white test after weighted least squares
- Replies: 1
- Views: 2476
white test after weighted least squares
this question is about how EVIEWS performs the WHITE test for heteroskedasticity AFTER you have estimated the model by weighted least squares i estimate (1) y = b0+b1*X +b2*Z + e....build a model for heteroskedasticity log(e_hat) = a0+a1*x+a2*Z.....forecast e_hat (call the forecasts e_hatf) then est...
- Mon Nov 27, 2017 8:15 am
- Forum: Estimation
- Topic: forecasting with AR terms
- Replies: 1
- Views: 2722
forecasting with AR terms
i am sure there is a simple solution, but I can't seem to find it i estimate an AR(1) model as in y c ar(1). I get the following results. C -0.2113598143069835 AR(1) 0.7602108576310792 SIGMASQ 1.121348040513439 then I ask EVIEWS for the STATIC in-sample forecasts and I CAN't reproduce what EVIEWS pr...
- Tue Apr 18, 2017 7:01 am
- Forum: Econometric Discussions
- Topic: am i doing something wrong
- Replies: 1
- Views: 2298
am i doing something wrong
i generate two sets of random numbers (sample size = 500) and run a regression between them and collect the slope t-stats. I expect 2.5% of the t-stats to be smaller than -1.96 and 2.5% of the t-stats to be greater than 1.96---am I doing something wrong...the results are close (I get 2.5% below -1.9...
- Mon Jan 30, 2017 7:11 am
- Forum: General Information and Tips and Tricks
- Topic: window size
- Replies: 1
- Views: 3528
window size
i teach using EVIEWS in a large classroom--is there someway that I can increase the size of the regression window (or the menus in general) ?
thanks
Russ
thanks
Russ
- Sat Mar 26, 2016 2:26 pm
- Forum: Programming
- Topic: i can't get my programs to run in quiet mode..
- Replies: 8
- Views: 6394
Re: i can't get my programs to run in quiet mode..
is there anyway of knowing what has the implicit show?
- Sat Mar 26, 2016 2:25 pm
- Forum: Programming
- Topic: i can't get my programs to run in quiet mode..
- Replies: 8
- Views: 6394
Re: i can't get my programs to run in quiet mode..
very cool
thanks
thanks
- Sat Mar 26, 2016 1:53 pm
- Forum: Programming
- Topic: i can't get my programs to run in quiet mode..
- Replies: 8
- Views: 6394
Re: i can't get my programs to run in quiet mode..
perfect, that worked
thanks
but why would anything show up, if I am running in quiet mode? Just curious
thanks
but why would anything show up, if I am running in quiet mode? Just curious
- Sat Mar 26, 2016 2:56 am
- Forum: Programming
- Topic: i can't get my programs to run in quiet mode..
- Replies: 8
- Views: 6394
Re: i can't get my programs to run in quiet mode..
here is the program......i run the program from the Dialog box thanks for the help ''''' smpl @first @last mode quiet vector (10000) chow_values rndseed 1 scalar i FOR i = 1 TO 100 delete eq2 mytab 'series y_stable = 2 + 1.2*market + .8*hml -.5*smb + 2*nrnd series y_stable2 = 2 + 1.2*market + .8*hml...
- Fri Mar 25, 2016 6:14 pm
- Forum: Programming
- Topic: i can't get my programs to run in quiet mode..
- Replies: 8
- Views: 6394
i can't get my programs to run in quiet mode..
i can't get my programs to run in quiet mode---i tried version 8 and version 9
i am running a loop with 10,000 iterations requiring regressions and tables...etc----i don't want all the updates flashing on the screen
it takes forever
what am I doing wrong
thanks
Russ
i am running a loop with 10,000 iterations requiring regressions and tables...etc----i don't want all the updates flashing on the screen
it takes forever
what am I doing wrong
thanks
Russ
- Fri Apr 12, 2013 8:37 am
- Forum: Programming
- Topic: uroot issue
- Replies: 2
- Views: 2926
Re: uroot issue
perfect...I knew it was stupid
thanks!
thanks!
- Fri Apr 12, 2013 7:18 am
- Forum: Programming
- Topic: uroot issue
- Replies: 2
- Views: 2926
uroot issue
i am sure that I am doing something stupid, so let me apologize in advance I am using the ADF test, inside a loop i use this command (see the next line) and the trend does NOT show up in the output--the only thing that shows up is the default ADF test and SIC freeze(tab10) pop1.uroot (trend) if I te...
- Wed Jul 11, 2012 8:14 am
- Forum: Programming
- Topic: Quandt-Andrews breakpoint test
- Replies: 4
- Views: 5359
Re: Quandt-Andrews breakpoint test
perfect!
thanks
thanks
- Wed Jul 11, 2012 7:04 am
- Forum: Programming
- Topic: Quandt-Andrews breakpoint test
- Replies: 4
- Views: 5359
Re: Quandt-Andrews breakpoint test
your suggested solution worked great---on most things, thanks I now freeze the table and pull off the p-value (and then delete the table) However, I still cannot retrieve the observation number associated with the Max-f value ---when I pull the value from row 10 column 1 I get only NA's....am I doin...