Search found 157 matches

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: 113

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: 238

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: 238

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: 436

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: 436

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: 686

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

I'm afraid SVECs are not yet supported by EViews.
by EViews Matt
Mon Oct 02, 2017 1:21 pm
Forum: Estimation
Topic: SVAR with long run restriction (Blanchard & Quah 1989)
Replies: 12
Views: 686

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

I'm afraid I don't have any experience with EViews' state space models. Hopefully another user can assist you.
by EViews Matt
Mon Oct 02, 2017 1:15 pm
Forum: Estimation
Topic: Variance decomposition under SVAR
Replies: 1
Views: 184

Re: Variance decomposition under SVAR

Hello,

The variance decomposition can be performed using the structural factorization (assuming an SVAR has been successfully estimated) if that's what you want. Take a look at the documentation for the var::decomp procedure and option "imp=struct".
by EViews Matt
Fri Sep 29, 2017 10:07 am
Forum: Programming
Topic: Reducing a sample
Replies: 7
Views: 339

Re: Reducing a sample

Hello,

I believe the following accomplishes what you want:

Code: Select all

smpl if @obsby(cellid, a5, "if cellid = 1") >= 4
by EViews Matt
Fri Sep 22, 2017 1:16 pm
Forum: Programming
Topic: Estimating standard deviation of residuals by using Loop
Replies: 7
Views: 432

Re: Estimating standard deviation of residuals by using Loop

Yes, I imagine something like that would work.
by EViews Matt
Fri Sep 22, 2017 9:09 am
Forum: Programming
Topic: Estimating standard deviation of residuals by using Loop
Replies: 7
Views: 432

Re: Estimating standard deviation of residuals by using Loop

Hello, If you have all 29 quarter observations for all series, it wouldn't be an unbalanced panel. It sounds more like a pooled data. Specifically, the 3 firm variables would be structured by a pool object and the remaining 4 country variables would be what the EViews documentation calls "ordin...
by EViews Matt
Thu Sep 21, 2017 10:30 am
Forum: Programming
Topic: Estimating standard deviation of residuals by using Loop
Replies: 7
Views: 432

Re: Estimating standard deviation of residuals by using Loop

Let me rephrase your description of your data to see if I understand you correctly. For 3 of your variables you have data for all 11 firms, but you also have 4 additional variables that each apply to 1 firm only? In other words, there are 7 firms for which you have 3 variables and 4 firms for which ...
by EViews Matt
Wed Sep 20, 2017 9:28 am
Forum: Estimation
Topic: Assymetric Magnitude of Impulse Response in VAR
Replies: 1
Views: 197

Re: Assymetric Magnitude of Impulse Response in VAR

Hello,

Are you referring to work by A. Hatemi-J (2011)? EViews doesn't have such asymmetric IRFs built-in, so you'll have to calculate them yourself, i.e., split the residuals into non-negative and non-positive series and estimate the secondary VARs.
by EViews Matt
Mon Sep 18, 2017 9:24 am
Forum: Programming
Topic: programming for vecm model
Replies: 3
Views: 445

Re: programming for vecm model

It sounds like you need to take a look at An introduction to EViews programming and/or EViews Illustrated (chapter 16), but here is a simple loop that creates VEC models and performs the Johanson cointegration test: ' Create a list of all the core inflation series names, assuming the names all start...
by EViews Matt
Wed Sep 13, 2017 1:32 pm
Forum: Programming
Topic: programming for vecm model
Replies: 3
Views: 445

Re: programming for vecm model

Hello,

A loop that creates and tests 242 VEC models is certainly possible, but you're somewhat vague on where your difficulty lies. Are you having difficulty understanding EViews' loops, how to iterate through your specific data, or how to create the VECs inside the loop?

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