Search found 113 matches
- Tue Aug 22, 2023 8:50 pm
- Forum: Estimation
- Topic: STAR output issues
- Replies: 28
- Views: 27151
Re: STAR output issues
There's a lot going on in these code snippets. As a start, can you use trace in R (trace("functionname", edit=TRUE)) to test how changing the log transformation of gamma in ESTAR affects your results?
- Thu Aug 10, 2023 4:37 pm
- Forum: Estimation
- Topic: STAR output issues
- Replies: 28
- Views: 27151
Re: STAR output issues
For the F stats: we're looking into it. Current thinking is there probably aren't enough observations for some of the tests.
- Thu Aug 10, 2023 10:14 am
- Forum: Estimation
- Topic: STAR output issues
- Replies: 28
- Views: 27151
Re: STAR output issues
Partway down it calls the ESTAR function. Look inside.
- Wed Aug 09, 2023 9:32 pm
- Forum: Estimation
- Topic: STAR output issues
- Replies: 28
- Views: 27151
Re: STAR output issues
Hi Rebecca, Also, in trying to estimate a ESTAR with lagged differences -something like [y @base(c) @base(d(y)(-1) @alt(y(-1)) @alt(d(y)(-1))] or any other effort to introduce lagged differences (a common version of the STAR model) EVIEWS crashes without error message. Not sure how to get around th...
- Wed Aug 09, 2023 6:00 pm
- Forum: Estimation
- Topic: STAR output issues
- Replies: 28
- Views: 27151
Re: STAR output issues
I was asking because I don't know of any R package that does ESTAR. By RSTAR, do you mean https://github.com/mbalcilar/RSTAR ? Unfortunately, this doesn't appear to include any code. Without access to the underlying R code I can't see how they're doing their gamma calculation. On your end, however, ...
- Tue Aug 08, 2023 5:10 pm
- Forum: Estimation
- Topic: STAR output issues
- Replies: 28
- Views: 27151
Re: STAR output issues
Which R package are you using?
- Sun Jul 30, 2023 10:32 pm
- Forum: Estimation
- Topic: STAR output issues
- Replies: 28
- Views: 27151
Re: STAR output issues
You'll need to post your workfile.
- Tue Dec 20, 2022 11:53 am
- Forum: Bug Reports
- Topic: Bug (Attribute Error) in PyEviews?
- Replies: 2
- Views: 2806
Re: Bug (Attribute Error) in PyEviews?
I don't get that error. Which version of pyeviews are you using?
- Tue Nov 22, 2022 5:54 pm
- Forum: Data Manipulation
- Topic: Rho values for Chow-Lin interpolation method
- Replies: 2
- Views: 3190
Re: Rho values for Chow-Lin interpolation method
MLE is used if no rho is provided. While this is mentioned in the docs, I'll add a clarifying statement.
Any value of rho provided is treated as fixed.
Any value of rho provided is treated as fixed.
- Wed May 26, 2021 5:39 pm
- Forum: Programming
- Topic: Problem with pyeviews
- Replies: 3
- Views: 5794
Re: Problem with pyeviews
We've fixed this problem by changing pyeviews to use a different package for COM objects. Please update to pyeviews 1.0.3 using "pip install --upgrade pyeviews" if you're in a regular Python environment, or "conda update -c bexer pyeviews" if you're in a Conda environment.
- Mon Mar 29, 2021 8:10 am
- Forum: Estimation
- Topic: Chow-Lin interpolation: eViews crash with >2 indicators
- Replies: 3
- Views: 3179
Re: Chow-Lin interpolation: eViews crash with >2 indicators
I'm unable to replicate this crash. Can you post the workfile you used, with instructions?
- Mon Jan 11, 2021 9:38 pm
- Forum: Bug Reports
- Topic: pyeviews: Python + EViews
- Replies: 4
- Views: 15115
Re: pyeviews: Python + EViews
There was a change in pandas 1.1.0 in 2020 that required a pyeviews update. Please update to pyeviews 1.0.2 with "pip install pyeviews --upgrade" or "conda update pyeviews" if you are using conda/Anaconda.
- Thu Jan 07, 2021 9:34 pm
- Forum: Bug Reports
- Topic: pyeviews: Python + EViews
- Replies: 4
- Views: 15115
Re: pyeviews: Python + EViews
Which version of pandas are you using?
- Wed Oct 21, 2020 10:35 am
- Forum: Estimation
- Topic: Elastic net coefficents
- Replies: 1
- Views: 5617
Re: Elastic net coefficents
The standardization of regressors refers to standardizing before the regression. It's not a constraint on the values of the coefficients.
- Tue Jul 14, 2020 7:42 am
- Forum: Estimation
- Topic: LASSO, Ridge & Elastic Net...
- Replies: 3
- Views: 7308
Re: LASSO, Ridge & Elastic Net...
At the moment it's not possible to restrict the sign on the coefficients. Are you able to post the workfile that's crashing?