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Hi, I want to perform the cycle for a multiple series using the ZAUroot add-in (Zivot-Andrews Unit Root test). However, it displays the results in a spool object, that can be manually frozen, but if I try the command line, it does not save anything. freeze(tmpname) series_name.zauroot(model="C&...

Maybe it is not the best thing. Sure I would appreciate for instance Bayes factors (see http://en.wikipedia.org/wiki/Bayes_factor) but I assume you do not plan to implement this either.

So, is there a way to do the Wald test manually? I.e. is there a covariance matrix available?

Hi,
is it possible to do Wald test in Bayesian VAR (the option under View-Lag structure says it is unavailable) manually?

Hi, any tips on how to deal with inverted AR roots of VAR lying outside the unit circle in the multivariate VAR (specifically, it is the application of Toda-Yamamoto procedure, i.e. the VAR is estimated with I(1) variables in levels)? I tried to vary the number of lags (both add and remove) but to n...

Hi,
is it possible to use operations (e.g. multiplication) on groups? I know I can do it in the for cycle, addressing each of the group elements, but is there perhaps a simpler way?

EViews Gareth wrote:No.

And are there any plans to implement it?

samijo wrote:Or in gerneral, every procedure get mirrored in the command window like most software!

Has this been implemented, or is it acessible?

Hi, in panel data environment, is there a way to replace the crossid values (that appear above each of the graphs for the given cross-section) with an Alpha series in the dataset? (i.e. instead of graphs labeled 1, 2, 3,... I would have "Germany", "Austria", "Netherlands&quo...

Use the @meansby function. Thanks. But I still have troubles with declaring the types AND uniquely addressing the observations. ⋅  I would like to create the new cross-section with the "row average" values. (I.e. if I had values 1, 2, 3 for K=5 4, 7, 9, for K=7 10, 12, 15 for K=...

Hi, I have a panel data (with T=20 observations, and K=30 cross-sections) and I would like to generate averages for a given time-period for specific groups of cross-sections. So, let's say I want to generate a series that would represent the average value for crossids 5, 7 and 10. How can I do this ...

Hi, if working with panel data, I would like to transform a series to index, with value of one year as a base. Assuming a panel with T=20 observations (dated from 1991 to 2010), and K=30 cross-sections, and I would like to use the value of T=15, to generate something like this: series index1= 100*se...

I think you should try to search for the so called jump-diffusion processes.
Perhaps this might be a good start: http://citeseerx.ist.psu.edu/viewdoc/do ... 1&type=pdf

Hi, if I am not mistaken, Levin, Lin, Chu common unit root test is essentially ADF applied to pooled cross-sections of panel data. Is it reasonable to use this test for the group of time series (i.e. let's say three different time series for the same cross-section)? Does it have an advantage to test...

I have a similar problem. I intended to estimate it as a system (thus with OLS), but the HAC options are greyed out and not available. Why?