Search found 14 matches

by doudou
Thu Sep 13, 2012 7:30 am
Forum: Program Repository
Topic: Basic Rolling Regression
Replies: 133
Views: 163955

Re: Basic Rolling Regression

' estimate equation - where the equation is P =c(1) + c(2)naturalgas +c(3)coal+c(4)wool+c(5)qcmid eq1.ls usdaud c naturalgas coal wool qcmid ' store coefficients colplace(coefmat,eq1.@coefs,5x5j) Hi Esther, Please see if I can change the "!" to "5x5"? or please could you let me ...
by doudou
Wed Sep 12, 2012 12:40 pm
Forum: Program Repository
Topic: Basic Rolling Regression
Replies: 133
Views: 163955

Re: Basic Rolling Regression

Thanks again Esther! When I try to change the equation with more variables, I think the error means I need to change the number after the coefs in the sentence below, but I am not sure how many I shud put there to replace the "!"? or should not to replace it but add sth else? Please see sc...
by doudou
Wed Sep 12, 2012 3:10 am
Forum: Program Repository
Topic: Basic Rolling Regression
Replies: 133
Views: 163955

Re: Basic Rolling Regression

Hi Esther,

Many thanks for the help with the code, it works!!!!

You know if you manually forecast 1 period, the fcast graph showed on eviews have information contains " RMSE" and

What should I change if I want to store the RMSE information?

Thanks!
by doudou
Sat Sep 08, 2012 10:06 am
Forum: Program Repository
Topic: Basic Rolling Regression
Replies: 133
Views: 163955

Re: Basic Rolling Regression

Hi Esther,

I ran this programe but says error
Please see screen shot.
by doudou
Sat Sep 08, 2012 4:05 am
Forum: Program Repository
Topic: Basic Rolling Regression
Replies: 133
Views: 163955

Re: Basic Rolling Regression

'run rolling regression ' set window size !window = 24 ' set step size !step = 1 ' get size of workfile !length = @obsrange ' declare equation for estimation equation eq1 'calculate number of rolls !nrolls = @floor((!length-!window)/!step) 'matrix to store coefficient estimates matrix(2,!nrolls) co...
by doudou
Fri Sep 07, 2012 11:54 am
Forum: Program Repository
Topic: Basic Rolling Regression
Replies: 133
Views: 163955

Re: Basic Rolling Regression

Hi Esther, Many thanks for your correction. Please see below as I tidy up the whole code: 'run rolling regression ' 1-period-ahead forecast %1pers = @otod(@dtoo(%start)+!i+!window-1) 'start point %1pere = @otod(@dtoo(%start)+!i+!window) 'end point ' set window size 200101 to 200212 24 data to foreca...
by doudou
Fri Sep 07, 2012 8:00 am
Forum: General Information and Tips and Tricks
Topic: Turn "Edit +/-" on for all pages in a workfile help!
Replies: 4
Views: 2942

Re: Turn "Edit +/-" on for all pages in a workfile help!

Gareth,

I have done what I could , but still doesnt work, do I need to restart?

Please see screen shot for the things I have selected in options.

Thanks
by doudou
Fri Sep 07, 2012 5:57 am
Forum: Program Repository
Topic: Basic Rolling Regression
Replies: 133
Views: 163955

Re: Basic Rolling Regression

Hi Gareth, I am new to eviews and forecasting thingy. My data ranges from 2001.01-2012.06 monthly data . Since im using the usoil price at t to forecast exchange rate usdaud at t+1, equation I used is simple as usdaud c usoil, I have adjusted data accordingly, so it wud appear as usoil price at t to...
by doudou
Fri Sep 07, 2012 5:29 am
Forum: General Information and Tips and Tricks
Topic: Turn "Edit +/-" on for all pages in a workfile help!
Replies: 4
Views: 2942

Turn "Edit +/-" on for all pages in a workfile help!

Hi guys, anyone knows if there existed a quick click that the 'edit +/-' mode is on for all pages in one workfile? I need to paste the last forecasted result to other pages so would save time if I dnt have to click it all the time be4 paste the data. Also sometimes I found i dnt have to click the 'e...
by doudou
Thu Sep 06, 2012 11:08 am
Forum: General Information and Tips and Tricks
Topic: Updating multiple equations?
Replies: 12
Views: 7147

Re: Updating multiple equations?

After update all equation, I need to update forecast for each equation.
any code can upadte the forecast by a single click?

thanks!
by doudou
Thu Sep 06, 2012 10:51 am
Forum: General Information and Tips and Tricks
Topic: Updating multiple equations?
Replies: 12
Views: 7147

Re: Updating multiple equations?

Gareth! It worked! Thanks!

so if I see the code you posted , does that mean I can just copy and paste in a new progame to use it?

I am now trying to do the rolling forecast, I need to include the forecasted result for the nxt forecast, does tht code apply to this as well?

Thanks
by doudou
Thu Sep 06, 2012 10:41 am
Forum: General Information and Tips and Tricks
Topic: Updating multiple equations?
Replies: 12
Views: 7147

Re: Updating multiple equations?

You could write a simple program (in EViews 7 only) that would re-estimate every equation in your workfile. Something along the lines of: %eqlist=@wlookup("*","equation") 'make a list of all equations in workfile for !i=1 to @wcount(%eqlist) 'cycle through the list one at a time...
by doudou
Thu Sep 06, 2012 9:25 am
Forum: General Information and Tips and Tricks
Topic: Updating multiple equations?
Replies: 12
Views: 7147

Re: Updating multiple equations?

Hi Gareth, I have read this post, and I want to update my 20equations after change the data period and data, shall I use the same thing as your 1st reply? Also any chance eviews can do forecasting with rolling windows? I am really struggling cos i dnt know any ... Please see my attached file. if you...

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