Search found 46 matches

by Nas1
Fri May 10, 2019 11:36 am
Forum: Econometric Discussions
Topic: ARDL and the Levels Equation
Replies: 0
Views: 521

ARDL and the Levels Equation

Hello, i have a confusion when it comes to ARDL estimation output. In the estimation output, there is the level equation estimation. However, by default, variables used in the ARDL estimation are integrated of order 1 or 0. Does this indicate that the level equation may produce a spurious regression...
by Nas1
Sun Mar 06, 2016 4:06 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 108
Views: 40074

Re: Time varying SVAR

Hello, Thank you so much for answering my inquiry concerning Date selection vector .. the adds in was already uploaded and I did not notice the example in the forum, thats why I used a randomly generated data to check the adds in. Do you know how to integrate Convergence Diagnostics test and the mar...
by Nas1
Fri Mar 04, 2016 4:24 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 108
Views: 40074

Re: Time varying SVAR

Hello, thank you for posting the add-in. why I am getting the message of "out of memory" error. is this mean that I am having a problems in the matrix? I am using a three randomly generated data; the number of data 200. the number of gibbs sampling iteration 10000 and number of burn-in dra...
by Nas1
Tue Oct 06, 2015 1:48 am
Forum: Suggestions and Requests
Topic: impulse-response analysis
Replies: 1
Views: 1825

impulse-response analysis

Hello,

I have a simple question I could not find a direct answer for in the forum concerning the unrestricted VAR and irf... is it possible to get a impulse-response analysis at different points in time similar to the TVP-VAR analysis?? I am using eviews 9

regards,
by Nas1
Thu Apr 30, 2015 2:14 am
Forum: Bug Reports
Topic: Data marginal log-likelihood
Replies: 5
Views: 1648

Re: Data marginal log-likelihood

kindly, any suggestions??
by Nas1
Tue Apr 28, 2015 9:56 am
Forum: Bug Reports
Topic: Data marginal log-likelihood
Replies: 5
Views: 1648

Re: Data marginal log-likelihood

Hello, at the moment, i dont have access to eviews9. however, if you estimate the BVAR with Sims-Zha and IW prior, eviews report the following : Data marginal log-likelihood, Data marginal log posterior, and Coef marginal posterior estimate. in every estimation, I get marginal log-likelihood equal z...
by Nas1
Tue Apr 28, 2015 4:24 am
Forum: Bug Reports
Topic: Data marginal log-likelihood
Replies: 5
Views: 1648

Data marginal log-likelihood

Hello,

I am getting Data marginal log-likelihood equal zero every time I estimate the BVAR .
Kindly look at this issue. I am using Eviews 9.

Regards,
by Nas1
Wed Mar 04, 2015 9:50 am
Forum: Estimation
Topic: BVAR
Replies: 2
Views: 1320

Re: BVAR

EViews Gareth wrote:Unfortunately they are not currently reported.


thanks for the reply, i tried to use the Addins that estimate the BVAR, but it does not give me the estimation. I am using Eviews8.1
by Nas1
Wed Mar 04, 2015 1:54 am
Forum: Estimation
Topic: BVAR
Replies: 2
Views: 1320

BVAR

Hello,

When i estimate a BVAR, how to calculate the Marginal Likelihood for the model? please advise.

thanks.
by Nas1
Tue May 27, 2014 12:10 pm
Forum: Estimation
Topic: Markov Switching Regime
Replies: 9
Views: 2989

Re: Markov Switching Regime

Hello Eviews, another inquiry about the Markov Switching regimes Hamilton (1989) model. How eviews handle the issue of the μ because in the example we only put AR(p) term as a non switching regressor. however, when checking the equation in the eviews manual in pg 395 it is seems clearer. please, how...
by Nas1
Sun Apr 20, 2014 7:42 am
Forum: Estimation
Topic: Markov switching model
Replies: 30
Views: 35056

Re: Markov switching model

EViews Glenn wrote:It's not built-in since we're suspicious of the value of the statistic in this context. In principle, you could compute your own using the residuals provided from the estimation, but to be honest, I think the concept of an R2 in these models is ill defined.



thank you Glenn..
by Nas1
Thu Apr 17, 2014 8:59 am
Forum: Estimation
Topic: Markov switching model
Replies: 30
Views: 35056

Re: Markov switching model

Hello,

is it possible to get R-squared when estimating Markov switching model?

Regards,
by Nas1
Mon Feb 10, 2014 3:32 pm
Forum: Programming
Topic: Multi-step ahead forecast
Replies: 62
Views: 20903

Re: Multi-step ahead forecast

thank you for your quick answer.
by Nas1
Mon Feb 10, 2014 3:14 pm
Forum: Programming
Topic: Multi-step ahead forecast
Replies: 62
Views: 20903

Re: Multi-step ahead forecast

Dear Gareth,in the previous code I used the following command for calculating the RMSE,

scalar rmse=@rmse(y, fcast)

is this command correctly used ?? I am getting a very low RMSE that prompt me to ask this question.

best regards
by Nas1
Mon Feb 03, 2014 3:20 pm
Forum: Programming
Topic: Multi-step ahead forecast
Replies: 62
Views: 20903

Re: Multi-step ahead forecast

Dear Gareth, while I am running the same code discussed above, when I identify an AR(p) process, similar to Hamilton Markov switching model, the AR(p) process change automatically from the list of non-switching regressors to switching regressor. why this is happening? best regards, 'run rolling regr...

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