Search found 72 matches

by vytama
Wed Aug 16, 2023 4:45 am
Forum: Data Manipulation
Topic: Datastream imported data is being lagged
Replies: 3
Views: 3029

Re: Datastream imported data is being lagged

it's just the simple Fetch USY7D1UKA (US imports from UK) from IMF Direction of Trade via Datastream. IMF shows the value of 10272.5 for year 1980 in excel (also via Datastream) which is correct. If I pull this data into EViews - it starts in 1979. It has happened to some of the other time series as...
by vytama
Thu Jul 27, 2023 5:05 am
Forum: Data Manipulation
Topic: Datastream imported data is being lagged
Replies: 3
Views: 3029

Datastream imported data is being lagged

Hello,

EViews seems to lag by 1 period some imported data from Datastream. I have attached a screenshot example in excel and EViews.
Why EViews is doing that? I noticed it happens with some GDP data as well.

Thanks,

Vytas
by vytama
Mon Mar 20, 2023 9:46 am
Forum: Programming
Topic: solve model with scenario
Replies: 2
Views: 2676

Re: solve model with scenario

Thank you EViews Matt. A follow up question - I'd like to have an additional shock (2 shocked variables (policy rates in the example below) at the same time): series d_pol_eu_6m = d_pol_eu_0m series d_pol_us_6m = d_pol_us_0m smpl 2020q1 2020q1 series d_pol_eu_6m = d_pol_eu_0m+0.01 series d_pol_us_6m...
by vytama
Wed Feb 01, 2023 2:06 pm
Forum: Programming
Topic: solve model with scenario
Replies: 2
Views: 2676

solve model with scenario

Hello, I am trying to solve the model for scenario 2 where I shock oil price in log terms in Q2 of 2020. Here is the script for it: 'Oil Shock series global_oil_cyc_2m = global_oil_cyc_0m smpl 2020q2 2020q2 series global_oil_cyc_2m = global_oil_cyc_0m+0.5 smpl @all m_var.scenario(a="_2") &...
by vytama
Wed Jan 18, 2023 11:24 am
Forum: Add-in Support
Topic: UCSVM
Replies: 12
Views: 42780

Re: UCSVM

Eviews 13 here. The addin is not working at my end. It is showing "Error 265 in encrypted program" every time I try it. Any solution to this? Thank you.
by vytama
Mon Dec 12, 2022 12:39 pm
Forum: Data Manipulation
Topic: Matrix functions in Eviews13
Replies: 2
Views: 3103

Re: Matrix functions in Eviews13

Thank you.
by vytama
Mon Dec 12, 2022 8:50 am
Forum: Data Manipulation
Topic: Matrix functions in Eviews13
Replies: 2
Views: 3103

Matrix functions in Eviews13

Hello, Have the functions in matrix operations changed in Eviews 13? my code ran fine on Friday in Eviews 12, but now it gives me an error: code: vector {%market}_lead_cor_min=@transpose(@cmin( {%market}_lead_correl)) error: A vector cannot be resized to have more than 1 column in "VECTOR {%MAR...
by vytama
Thu Jun 10, 2021 1:28 pm
Forum: Programming
Topic: saving coefficients from different equations to the same matrix
Replies: 5
Views: 10823

Re: saving coefficients from different equations to the same matrix

little help, please: how can I add them?
by vytama
Thu Jun 10, 2021 11:56 am
Forum: Programming
Topic: saving coefficients from different equations to the same matrix
Replies: 5
Views: 10823

Re: saving coefficients from different equations to the same matrix

Thank you Gareth. It's helpful. What I am looking for is that my loop is forecasting out of sample and it expands by 1 period as the loop runs: ' Estimation sample %t_insmpl_1 = "1970:1" %t_insmpl_2 = "1990:12" ' Set out-of-sample estimation period %t_outsmpl_1 = "1991:1&quo...
by vytama
Thu Jun 10, 2021 7:34 am
Forum: Programming
Topic: saving coefficients from different equations to the same matrix
Replies: 5
Views: 10823

saving coefficients from different equations to the same matrix

Hello,
I have 1 loop and I am looping through 3 separate equations in it. Is it possible to save coefficients from those 3 equations into the same matrix? I can save betas from 1st equation but how do I add betas from other equations?
by vytama
Wed Apr 21, 2021 10:33 am
Forum: Programming
Topic: wfsave error
Replies: 0
Views: 10364

wfsave error

Hi,

Using Eviews 12 and while using wfsave I get a following error: 0x800A03EC. I have attached the pic. Is there a glitch?

Thank you, Vytas
by vytama
Fri Jun 19, 2020 7:06 am
Forum: Estimation
Topic: Imposing my own mean in VAR
Replies: 0
Views: 5330

Imposing my own mean in VAR

Hello, How can I impose my own value to which the variable in VAR reverts to? For instance, historical PE ratio is 20 but when I forecast from VAR, my view is that PE ratio will be 30. How can I make VAR revert to 30 (which is my view) instead of historical mean of 20? thank you.
by vytama
Tue Mar 17, 2020 7:38 am
Forum: Data Manipulation
Topic: Append time series
Replies: 1
Views: 3574

Append time series

Hello, I would like to append new data point(pull from Datastream) to the existing series. For example, I have US stock returns going back form 1926 to 1990. From 1990m1 I would like to pull S&PP500 returns and append to the original US stock returns time series. What is the best way to do that?...
by vytama
Mon Oct 07, 2019 1:23 pm
Forum: Programming
Topic: FRB\US model
Replies: 1
Views: 2902

FRB\US model

Hello,

I am using Eviews 11 to run FRB\US model. the paths are set up correctly but I get an error message when trying to read xml file: read_xml_model is not defined or is illegal command. I did not experience this issue while running on Eviews 10 version. Is there anything different in Eviews 11?
by vytama
Thu Oct 11, 2018 1:54 pm
Forum: Programming
Topic: Placing F stat to vector
Replies: 2
Views: 3784

Re: Placing F stat to vector

perfect, thank you.

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