Search found 231 matches

by EViews Matt
Mon May 21, 2018 10:34 am
Forum: Suggestions and Requests
Topic: @wfind and asterisk
Replies: 3
Views: 296

Re: @wfind and asterisk

Hello,

@isobject requires a string argument, but {%n}_{%y} is not a string (it's an identifier, i.e., a name). Instead, use the expression @isobject(%n + "_" + %y).
by EViews Matt
Sun May 13, 2018 9:54 am
Forum: Estimation
Topic: Long run restrictions for a structural VAR
Replies: 13
Views: 515

Re: Long run restrictions for a structural VAR

Updated my analysis above. Something about it was bothering me, until I finally realized I had made a typo.
by EViews Matt
Fri May 11, 2018 9:41 am
Forum: Estimation
Topic: Long run restrictions for a structural VAR
Replies: 13
Views: 515

Re: Long run restrictions for a structural VAR

That S is lower triangular is a consequence of A being lower triangular and B being diagonal (remember that S = A^-1 * B). As I suspected, running your SVAR with an up-to-date version of EViews generates an error indicating that the optimization converged before the S/F restrictions were satisfied. ...
by EViews Matt
Thu May 10, 2018 8:53 am
Forum: Estimation
Topic: Long run restrictions for a structural VAR
Replies: 13
Views: 515

Re: Long run restrictions for a structural VAR

Hello, If you have restrictions on A and/or B, it's possible the optimizer may settle on a solution that violates S and/or F restrictions. There have been some additional warning and error messages added to the SVAR system since your build, so updating EViews and retrying the estimation may yield mo...
by EViews Matt
Thu May 03, 2018 6:05 pm
Forum: Estimation
Topic: over identification
Replies: 2
Views: 86

Re: over identification

As the SVAR documentation indicates, the null hypothesis is that the restrictions are valid.
by EViews Matt
Fri Apr 27, 2018 8:59 am
Forum: Programming
Topic: Loop with decimals
Replies: 10
Views: 221

Re: Loop with decimals

Creating a string to hold the result of that expression will work, e.g.,

Code: Select all

string tmp = @replace(@str(!x), ".", "")
series hdebt_{tmp}=1
by EViews Matt
Thu Apr 26, 2018 4:21 pm
Forum: Programming
Topic: Loop with decimals
Replies: 10
Views: 221

Re: Loop with decimals

Did you accidentally type "hdebt_!i1" somewhere in your code?
by EViews Matt
Thu Apr 26, 2018 3:40 pm
Forum: Programming
Topic: Loop with decimals
Replies: 10
Views: 221

Re: Loop with decimals

Sure, go ahead and run it to find out.
by EViews Matt
Thu Apr 26, 2018 3:24 pm
Forum: Programming
Topic: Loop with decimals
Replies: 10
Views: 221

Re: Loop with decimals

Hello,

You can create a string version of the number and then use @replace to remove the ".", e.g., @replace(@str(!x), ".", "").
by EViews Matt
Mon Apr 23, 2018 8:58 am
Forum: Estimation
Topic: SVAR
Replies: 1
Views: 105

Re: SVAR

Hello, Regarding (B), you'll need to either use the sirf EViews add-in or manually extract the standard error information can reconstruct the graph(s) with the band size you want. This thread discusses both those options. Regarding (C), the easiest way to get started is the perform those steps manua...
by EViews Matt
Mon Apr 16, 2018 9:03 am
Forum: Estimation
Topic: Long run restrictions for a structural VAR
Replies: 13
Views: 515

Re: Long run restrictions for a structural VAR

Hello,

Are you asking about how you should restrict those matrices? There is no one correct way to do so, the restrictions are part of the assumptions of your model. It's up to you to specify how you believe the variables in your model are related to one another.
by EViews Matt
Thu Apr 12, 2018 3:37 pm
Forum: Programming
Topic: Loop for find a minimun
Replies: 3
Views: 161

Re: Loop for find a minimun

Sure, you can add them to your string of groups. Let the for loop do the work of adding the twenty new names... string grps = "h dev fixed flex open closed" for !x = 10 to 100 step 10 series hdebt_!x = debt > !x series ldebt_!x = debt < !x grps = grps + " hdebt_" + @str(!x) + &qu...
by EViews Matt
Thu Apr 12, 2018 12:59 pm
Forum: Programming
Topic: Loop for find a minimun
Replies: 3
Views: 161

Re: Loop for find a minimun

Hello,

It sounds like you're trying to create a pair of dummy variables. You can do that directly without setting a sample.

Code: Select all

for !x = 10 to 100 step 10
   series hdebt_!x = debt > !x
   series ldebt_!x = debt < !x
next
by EViews Matt
Wed Apr 11, 2018 3:07 pm
Forum: Estimation
Topic: Generate a sum vector
Replies: 1
Views: 89

Re: Generate a sum vector

Hello, vector ssrt_debt = sum_ssr_ldebt + sum_ssr_hdebt That said, if your sum_ssr_{%c} vectors are only ever going to hold one element, use scalars instead of vectors. And there's no point to calculating sum_ssr_{%c} until after you've finished calculating ssr_{%c}, i.e., move that statement after ...
by EViews Matt
Wed Apr 11, 2018 11:58 am
Forum: Estimation
Topic: Concept of SSR of a VAR
Replies: 3
Views: 216

Re: Concept of SSR of a VAR

What I'm hinting at is that there are other available metrics for selecting the "best" VAR. If you look at the bottom of a VAR's estimation output you'll find a variety of summary statistics for the VAR as a whole.

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