Search found 166 matches

by EViews Matt
Thu Jan 18, 2018 10:30 am
Forum: Data Manipulation
Topic: delete duplicate observations within a group
Replies: 2
Views: 45

Re: delete duplicate observations within a group

Hello, Is it sufficient to construct a sample that excludes the duplicates? Under the assumption that all duplicates in "name" are contiguous, it's simple to construct a dummy series that retains the first instance within a group of duplicates. series dummy = @nan(name <> name(-1), 1) smpl...
by EViews Matt
Wed Jan 17, 2018 2:21 pm
Forum: Bug Reports
Topic: VAR estimation (v10)
Replies: 4
Views: 87

Re: VAR estimation (v10)

If you take at a look at the documentation for the VAR interface , you'll find that the lag specification must be entered as one or more intervals, i.e., pairs of numbers defining a starting and ending lag. Consequently, the lag specification should always include an even number of numbers. For exam...
by EViews Matt
Tue Jan 16, 2018 9:57 am
Forum: Bug Reports
Topic: VAR estimation (v10)
Replies: 4
Views: 87

Re: VAR estimation (v10)

Hello, I haven't been able to replicate this issue. In the VAR Specification window, are you entering the lag intervals correctly? For example, if you wanted lags 3, 5, and 7 you'd enter "3 3 5 5 7 7". Entering just "3 5 7" is a bad specification, so the restriction tab will beha...
by EViews Matt
Wed Jan 03, 2018 12:04 pm
Forum: Bug Reports
Topic: ardl syntax error
Replies: 4
Views: 283

Re: ardl syntax error

This will be fixed in the next patch.
by EViews Matt
Thu Dec 14, 2017 12:09 pm
Forum: Programming
Topic: Help for calculating quantile with 0 and NA in my series
Replies: 1
Views: 84

Re: Help for calculating quantile with 0 and NA in my series

Hello, There are many ways to calculate quantiles ( from Wolfram MathWorld ). The default method used by @quantile will always return NA for the 0-th quantile, regardless of whether there are NAs in your data or not. I believe the only quantile method that would return the minimum of the series for ...
by EViews Matt
Wed Dec 06, 2017 3:17 pm
Forum: Estimation
Topic: SVAR long run restrictions code error
Replies: 5
Views: 188

Re: SVAR long run restrictions code error

In which case you'll need to use something like:

Code: Select all

varname.svar(rtype=patlr,namelr=matrixf)
by EViews Matt
Wed Dec 06, 2017 10:04 am
Forum: Estimation
Topic: SVAR long run restrictions code error
Replies: 5
Views: 188

Re: SVAR long run restrictions code error

That error arises when you try to use the new EViews 10 SVAR syntax with an earlier version of EViews. You'll have to use the "old" syntax matching your version. You can learn the old syntax from the local EViews help system, e.g., in the object reference for VARs, rather than the online h...
by EViews Matt
Thu Nov 30, 2017 5:32 pm
Forum: Programming
Topic: How to calculate the number of block of data
Replies: 2
Views: 110

Re: How to calculate the number of block of data

Hello, For (1) and (2), a variation of Gareth's solutions to your previous questions are sufficient: ' Skip the first observation and select only those observations where the signal changed. smpl 1970w2 @now if signal <> signal(-1) scalar total_changes = signal.@obs ' Skip the first observation and ...
by EViews Matt
Wed Nov 22, 2017 10:28 am
Forum: Programming
Topic: How one SD shock can be converted into percentage shock
Replies: 1
Views: 93

Re: How one SD shock can be converted into percentage shock

Hello,

That depends on how your regressors relate to your underlying data, e.g., are you using log-differences of your data. Take a look at http://forums.eviews.com/viewtopic.php?f=4&t=15187.
by EViews Matt
Mon Nov 06, 2017 11:06 am
Forum: Programming
Topic: Help in construct an indicator(I) based the value of the date and value(V) and the lag value of itself lag(-1)( I)
Replies: 2
Views: 213

Re: Help in construct an indicator(I) based the value of the date and value(V) and the lag value of itself lag(-1)( I)

Hello, There are several syntax errors in your program. When you're new to EViews, I suggest that you write your program incrementally and in small steps, i.e., write a few lines, run it, and see if it's working correctly. It's much easier to find problems when only a few lines have changed. Indepen...
by EViews Matt
Wed Oct 25, 2017 4:22 pm
Forum: Estimation
Topic: SSPACE Near_Singular
Replies: 4
Views: 354

Re: SSPACE Near_Singular

Did you try setting the 'c' coefficients so something non-zero as well?
by EViews Matt
Wed Oct 25, 2017 8:47 am
Forum: Estimation
Topic: SSPACE Near_Singular
Replies: 4
Views: 354

Re: SSPACE Near_Singular

Hello,

It looks like the initial conditions of the estimation happen to produce a singular matrix. Try initializing your coefficients to something other than 0.
by EViews Matt
Tue Oct 17, 2017 10:56 am
Forum: Programming
Topic: Sample
Replies: 18
Views: 803

Re: Sample

I don't have a copy of EViews 7 handy, but I now realize @wjoin and @uniquevals probably weren't in that version. You can replace that second statement with something equivalent: svector tmp stom(a5, tmp) string codes = "" for !i = 1 to @rows(tmp) if @instr(codes, tmp(!i)) = 0 then codes =...
by EViews Matt
Mon Oct 16, 2017 11:37 am
Forum: Programming
Topic: Sample
Replies: 18
Views: 803

Re: Sample

Hello, I believe the fundamental problem is that information about a household with children is split across several observations. Without making any assumptions about how the observations for a single household are related (I notice they're two apart in your example, but I don't know if that patter...
by EViews Matt
Mon Oct 16, 2017 10:24 am
Forum: Estimation
Topic: SVAR with long run restriction (Blanchard & Quah 1989)
Replies: 12
Views: 910

Re: SVAR with long run restriction (Blanchard & Quah 1989)

I'm afraid SVECs are not yet supported by EViews.

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