Search found 269 matches

by EViews Matt
Mon Sep 17, 2018 9:46 am
Forum: Data Manipulation
Topic: Match identifiers
Replies: 1
Views: 85

Re: Match identifiers

Hello, While there isn't a single function for that operation, I find you can usually accomplish that type of lookup by using an intermediate dummy series. In the following example, I lookup a value in series y corresponding the first observation for which series x equals 4.5. series tmp = x = 4.5 s...
by EViews Matt
Fri Sep 14, 2018 8:59 am
Forum: Programming
Topic: NA in series
Replies: 4
Views: 159

Re: NA in series

I believe EViews Gareth meant "@obs(series)" rather than "series.@obs". The function @obs respects the current sample, which I assume you're setting as you iterate through your cross sections.
by EViews Matt
Thu Sep 06, 2018 10:28 am
Forum: Programming
Topic: GARCH, Max Iteration and Convergence programing
Replies: 1
Views: 60

Re: GARCH, Max Iteration and Convergence programing

Hello,

If you examine the documentation for the arch proc, you'll find that there are options for both the maximum number of iterations (m) and the convergence criterion (c).
by EViews Matt
Wed Sep 05, 2018 10:34 am
Forum: Programming
Topic: programs for forecast combination
Replies: 2
Views: 102

Re: programs for forecast combination

Hello, One of the core sub-problems you have is generating all combinations of a certain size. Here's an example EViews program that generates such combinations, storing them as indices in a vector. Since you're generating combinations of multiple sizes, you can surround the relevant code in another...
by EViews Matt
Tue Sep 04, 2018 11:18 am
Forum: Estimation
Topic: How to get VAR confidence intervals
Replies: 1
Views: 102

Re: How to get VAR confidence intervals

Hello,

The se option to the impulse proc lets you include confidence intervals in the IRF graph. If you need the raw confidence interval data, take a look at http://forums.eviews.com/viewtopic.php?f=4&t=2883.
by EViews Matt
Tue Sep 04, 2018 11:03 am
Forum: Estimation
Topic: Implementing short run restrictions on SVAR model
Replies: 5
Views: 211

Re: Implementing short run restrictions on SVAR model

Hello, Yes, that the 2 S.E. error bands (almost) exclude the zero line indicates statistical significance (at ~5% level). Regarding the authors' claim about R_IND and Shock2, that mystifies me as well. There is a statistically significant impact of Shock2 on R_INT, perhaps the authors' mistook the t...
by EViews Matt
Tue Sep 04, 2018 10:04 am
Forum: Data Manipulation
Topic: @programname?
Replies: 1
Views: 135

Re: @programname?

Hello,

The undocumented command @runname returns the file name of the "top-level" program running (ignoring the effects of include or exec as documented for @runpath).
by EViews Matt
Thu Aug 09, 2018 9:09 am
Forum: Estimation
Topic: Dummy Variables
Replies: 142
Views: 121837

Re: Dummy Variables

Hello,

You should be able to create your desired dummy variables using variations of the following command. This example command creates a dummy for the extreme low returns at the 5% threshold (daily average returns in series x),

Code: Select all

series D_L_05 = @ranks(x) / @obssmpl < .05
by EViews Matt
Thu Aug 02, 2018 1:28 pm
Forum: Programming
Topic: Changing variable names in several equations
Replies: 34
Views: 1671

Re: Changing variable names in several equations

The following should go through every observation in the current sample. !j is the workfile observation as previously mentioned.

Code: Select all

for !k = 1 to @obssmpl
   !j = @dtoo(@otods(!k))
   ...
next
by EViews Matt
Thu Aug 02, 2018 11:30 am
Forum: Programming
Topic: Changing variable names in several equations
Replies: 34
Views: 1671

Re: Changing variable names in several equations

Assuming for the moment that the observation you're dealing with is in program variable !j, you should be able to use something like:

Code: Select all

if @abs(res{%eq}(!j)) > {%eq}.@se then
   %estcmd = {%eq}.@command + "@event(""" + @otod(!j) +""")"
by EViews Matt
Wed Aug 01, 2018 11:29 am
Forum: Estimation
Topic: Implementing short run restrictions on SVAR model
Replies: 5
Views: 211

Re: Implementing short run restrictions on SVAR model

It's more likely that the initial values of the variables being estimated are numerically problematic. On the "Optimization Control" tab of the SVAR specification dialog, try one of the random draw options.
by EViews Matt
Mon Jul 30, 2018 12:54 pm
Forum: Estimation
Topic: Implementing short run restrictions on SVAR model
Replies: 5
Views: 211

Re: Implementing short run restrictions on SVAR model

Hello, To your first question, yes, the order in which you list the endogenous variables determines their order within the VAR. To your second question, it appears that the authors of that paper are using what EViews calls an A-B model. Matrix A_0 in the paper corresponds to EViews' A matrix, while ...
by EViews Matt
Wed Jul 11, 2018 10:05 am
Forum: Programming
Topic: Scalar of average of last 12 months
Replies: 2
Views: 144

Re: Scalar of average of last 12 months

Hello,

Something along this line should work,

Code: Select all

%tmp = @datestr(@dateadd(@dateval(data.@last), -11, "MM")) + " " + data.@last
smpl %tmp
scalar test = @mean(data)
smpl @all
by EViews Matt
Mon Jul 02, 2018 10:11 am
Forum: Programming
Topic: @recode
Replies: 22
Views: 2296

Re: @recode

I believe part of the issue is that you're attempting to access objects in two different workfiles. It'll be easier to write your program if all the data is in single workfile. My advise would be to copy the AG workfile page to the CUSIP_FF_run workfile (as a new page, and renaming it to AG). You ca...

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