Search found 369 matches

by EViews Matt
Tue Jul 09, 2019 12:34 pm
Forum: Estimation
Topic: Structural Shock Identification in VARs
Replies: 3
Views: 120

Re: Structural Shock Identification in VARs

Correct. Although, you could remove the A0 line since it is not used in calculating the short-run shocks. Edit: Actually, now that I look at it again, there are calculations that cancel out. Discarding the unnecessary pieces, the short-run equivalent for that entire block of code might be just: sym ...
by EViews Matt
Tue Jul 09, 2019 11:00 am
Forum: Estimation
Topic: Structural Shock Identification in VARs
Replies: 3
Views: 120

Re: Structural Shock Identification in VARs

Hello,

I believe that code is calculating the long-run shocks. To generate short-run shocks, in the last line replace "A0" with "A1", effectively ignoring the A0 calculation.
by EViews Matt
Mon Jul 08, 2019 8:55 am
Forum: Programming
Topic: String to Equation
Replies: 1
Views: 82

Re: String to Equation

Hello,

You have a string object that contains the equation specification, yes? Use string substitution, e.g.,

Code: Select all

equation eql.ls {string}
by EViews Matt
Tue Jul 02, 2019 8:51 am
Forum: Programming
Topic: Delete all Groups
Replies: 2
Views: 95

Re: Delete all Groups

Hello,

In two steps, you can retrieve the names of all the group objects and then delete them en masse. In a program,

Code: Select all

%tmp = @wlookup("*", "group)
delete %tmp

Or from the command window,

Code: Select all

string tmp = @wlookup("*", "group)
delete {tmp} tmp
by EViews Matt
Wed Jun 26, 2019 9:46 am
Forum: Programming
Topic: Taking the percentile of multiple series
Replies: 2
Views: 170

Re: Taking the percentile of multiple series

Hello,

Is each period a single observation? If so, I believe @rquantile is what you're after.
by EViews Matt
Thu Jun 20, 2019 1:13 pm
Forum: Programming
Topic: Naming variable question
Replies: 12
Views: 411

Re: Naming variable question

I believe I'm not understanding what you're trying to achieve. Could you provide a more detailed description and perhaps an example?
by EViews Matt
Thu Jun 20, 2019 9:46 am
Forum: Programming
Topic: Naming variable question
Replies: 12
Views: 411

Re: Naming variable question

Would not a variation of my first response work then?
by EViews Matt
Wed Jun 19, 2019 12:49 pm
Forum: Programming
Topic: Naming variable question
Replies: 12
Views: 411

Re: Naming variable question

How about,

Code: Select all

sample firstmonths @all if @mod(@month, 3) = 1
sample secondmonths @all if @mod(@month, 3) = 2
sample thirdmonths @all if @mod(@month, 3) = 0
by EViews Matt
Wed Jun 19, 2019 11:47 am
Forum: Programming
Topic: Naming variable question
Replies: 12
Views: 411

Re: Naming variable question

Perhaps the simple solution is to perform the RMSE calculation explicitly, using either the current sample, e.g., @sqrt(@sumsq(x - x_f) / @obs(x_f)) or an explicit sample, e.g., @sqrt(@sumsq(x - x_f, "<sample>") / @obs(x_f, "<sample>")) to specify the observations you're consider...
by EViews Matt
Wed Jun 19, 2019 9:19 am
Forum: Bug Reports
Topic: EV10-11 STL decomposition - option forclen in cmd line seems ignored
Replies: 1
Views: 153

Re: EV10-11 STL decomposition - option forclen in cmd line seems ignored

Hello,

Thank you for identifying that problem. It will be fixed in the next EViews patch.
by EViews Matt
Tue Jun 18, 2019 2:42 pm
Forum: Programming
Topic: Naming variable question
Replies: 12
Views: 411

Re: Naming variable question

Hello,

You can certainly calculate the correct month-of-the-quarter defined by the end of a sample, e.g., the current sample,

Code: Select all

!q = @mod(@datepart(@dateval(@word(@pagesmpl, 2)), "mm") - 1, 3) + 1
series x_!q = ...
by EViews Matt
Fri Jun 07, 2019 8:53 am
Forum: General Information and Tips and Tricks
Topic: Commands like @coefs
Replies: 1
Views: 128

Re: Commands like @coefs

Hello,

Sure, you can use @r2 or @rbar2 (adjusted R^2). If you look at the data member section of the equation documentation, you'll see that you can access just about every piece of equation-related information.
by EViews Matt
Thu Jun 06, 2019 12:11 pm
Forum: Models
Topic: Dependencies using commands?
Replies: 2
Views: 597

Re: Dependencies using commands?

Hello, There is a pair of undocumented model procedures for returning upwards and downwards dependencies. model.@depends("foo") returns a string containing the variables that "foo" depends on (downward), and model.@upends("foo") returns a string containing the variables...
by EViews Matt
Thu May 02, 2019 11:02 am
Forum: Econometric Discussions
Topic: Near singular matrix error
Replies: 4
Views: 708

Re: Near singular matrix error

I suspect this is a starting values issue (your coefficient object c is probably all zeros, which is creating problems when the coefficients are first used in your system). Randomize the starting coefficients by running the command "rnd(c)" in the command window before attempting the estim...
by EViews Matt
Tue Apr 30, 2019 9:01 am
Forum: Econometric Discussions
Topic: Near singular matrix error
Replies: 4
Views: 708

Re: Near singular matrix error

Hello,

Curious, that's not the issue I experience when I attempt to perform the estimation you describe. Could you provide your EViews workfile with the system object ready to estimate?

Go to advanced search