Search found 302 matches

by EViews Matt
Thu Nov 15, 2018 10:08 am
Forum: Programming
Topic: ERRORHELP
Replies: 24
Views: 5171

Re: ERRORHELP

You can test your code by manually determining which lags should be selected (at least for part of your dataset) and comparing that expectation to the results of your program. That said, just looking at your code I notice that you may not have considered what to do if there isn't a "best" ...
by EViews Matt
Tue Nov 13, 2018 10:50 am
Forum: Programming
Topic: ERRORHELP
Replies: 24
Views: 5171

Re: ERRORHELP

Moving where you initialize !aic to just inside the !i loop should be sufficient.
by EViews Matt
Tue Nov 13, 2018 10:15 am
Forum: Programming
Topic: ERRORHELP
Replies: 24
Views: 5171

Re: ERRORHELP

The issue is actually occurring earlier in your program, eq4 doesn't have the best lag chosen correctly either. The reason is hinted at in the second bullet point of my previous post. More specifically, what will your program do if the best AIC for an equation is worse (larger) then the best AIC for...
by EViews Matt
Thu Nov 08, 2018 10:26 am
Forum: Programming
Topic: ERRORHELP
Replies: 24
Views: 5171

Re: ERRORHELP

Your code is getting closer to what you want. Here are two more tips: ⋅  When you rerun the estimation with the best lags (as part of the show command), make sure you use the correct estimation specification. ⋅  It appears that you want to determine the best set of lags for each ...
by EViews Matt
Wed Nov 07, 2018 4:30 pm
Forum: Programming
Topic: ERRORHELP
Replies: 24
Views: 5171

Re: ERRORHELP

Your lag specification is no longer just a single number (!j), but rather a set of numbers (!lag_a, !lag_b, etc.), so there are parts of your program you need to redesign. ⋅  You'll have to update how you record the best combination of lags, setting !bestlag = !i isn't going to work. &sdot...
by EViews Matt
Tue Nov 06, 2018 10:34 am
Forum: Programming
Topic: ERRORHELP
Replies: 24
Views: 5171

Re: ERRORHELP

Rather than use a single loop to set the lag for all independent variables, you can use multiple loops, one per independent variable, to iterate through every possible permutation of lags. For example, the top of the loop structure could be, for !lag_a = 1 to !maxlags for !lag_b = 1 to !maxlags for ...
by EViews Matt
Mon Nov 05, 2018 12:18 pm
Forum: Programming
Topic: Storing @quantile in a series
Replies: 4
Views: 698

Re: Storing @quantile in a series

Hello,

In a series-generating expression, @quantile cannot operate on a vector. You can easily work around this by invoking @quantile in a non-series-generating expression, e.g.,

Code: Select all

!tmp = @quantile(v{%zzname}!i, !z11+0.05)
{%zzname}_5d = !tmp
by EViews Matt
Tue Oct 30, 2018 9:46 am
Forum: Programming
Topic: ERRORHELP
Replies: 24
Views: 5171

Re: ERRORHELP

Hello,

Your program doesn't create any numbered equations objects, e.g., eq1, eq2, eq3, etc. The only equation object you create and use is named "eq".
by EViews Matt
Mon Oct 29, 2018 10:07 am
Forum: Programming
Topic: choosing variable randomly via a table vs group
Replies: 2
Views: 587

Re: choosing variable randomly via a table vs group

Hello, I confess that I don't see how your program could be simplified by using a table to store series names instead of using a group. If there was going to be a table containing the series names anyway (third for loop?), perhaps holding results, then the group would be redundant. Otherwise, if thi...
by EViews Matt
Mon Oct 29, 2018 9:32 am
Forum: Programming
Topic: choosing lag value based on minimum aic for multiple regressors
Replies: 5
Views: 1070

Re: choosing lag value based on minimum aic for multiple regressors

Hello, You can select a "best" lag by minimizing AIC. It appears you've already made sure to use the same sample size for all lag lengths, which is good. I did notice that you have two lines with equation specifications, "eq.ls y!j X!jA X!jB c" and "eq.ls y!j X!jA(1TO -!i) X...
by EViews Matt
Tue Oct 23, 2018 11:03 am
Forum: Programming
Topic: LOOP PROGRAMMING
Replies: 28
Views: 1540

Re: LOOP PROGRAMMING

I merely opened your workfile, created a new program, pasted in your code (with the required "next"):

Code: Select all

for !i = 1 to 28
   equation eq!i.ls y!i x!ia x!ib x!ic x!id c
next

Clicked the "Run" button, and the equations were created successfully.
by EViews Matt
Tue Oct 23, 2018 9:05 am
Forum: Programming
Topic: LOOP PROGRAMMING
Replies: 28
Views: 1540

Re: LOOP PROGRAMMING

Curious, the loop executes just fine for me with your provided workfile. Are you running the commands as a program (File -> New -> Program), not in the Command window?
by EViews Matt
Thu Oct 18, 2018 9:59 am
Forum: Estimation
Topic: Defining derivatives and constrains?
Replies: 24
Views: 1182

Re: Defining derivatives and constrains?

Hello, As startz correctly points out, expressing your equation as a list of terms that include coefficients, e.g., w c(1) (@exp(c(2)))*(1/x) (y/x) (z/x), doesn't do what you think it does. Putting the reason aside for a moment, that's why startz recommended that you express the equation as an expli...
by EViews Matt
Thu Oct 18, 2018 9:25 am
Forum: Programming
Topic: @replace question
Replies: 2
Views: 995

Re: @replace question

Hello,

The series names are being returned to you in uppercase, and @replace is case sensitive. Simply change your search string from "cat" to "CAT".
by EViews Matt
Thu Oct 18, 2018 9:16 am
Forum: Programming
Topic: LOOP PROGRAMMING
Replies: 28
Views: 1540

Re: LOOP PROGRAMMING

Series names cannot include periods, but if your independent variable series were named x1a, x1b, x2a, x2b, etc., I believe a small loop is all you need to generate the 29 equations. For example, for !i = 1 to 29 equation eq!i.ls y!i x!ia x!ib c next You can add the additional independent variable n...

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