## Search found 131 matches

Thu Aug 17, 2017 11:47 am
Forum: Estimation
Topic: SVAR with long run restriction (Blanchard & Quah 1989)
Replies: 5
Views: 89

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

Forgive me, I wasn't considering that you're using EViews 9 instead of EViews 10... Here's some code that works with your PAK example. The code generates shock series u1 and u2 based on the structural decomposition (option 4 above). ' Create individual residual series. svar_01.makeresid e1 e2 ' Grou...
Thu Aug 17, 2017 10:40 am
Forum: Estimation
Topic: SVAR with long run restriction (Blanchard & Quah 1989)
Replies: 5
Views: 89

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

I may have misinterpreted what you want earlier. To clarify, do you want the impulse responses to shocks or the structural residuals? Let me answer your questions assuming the latter, that you want the structural residuals. As you know you can generate a table of the VAR residuals (errors) via View ...
Wed Aug 16, 2017 1:22 pm
Forum: Data Manipulation
Topic: Frequency conversion
Replies: 2
Views: 72

### Re: Frequency conversion

Hello, I don't think you can accomplish what you want with linked data that contains NAs. With non-linked data, it's trivial to overwrite the last observation after the frequency conversion, e.g.: euro(@obsrange) = na smpl @last @last euro = na smpl if @after(@datestr(@now)) euro = na The last examp...
Tue Aug 15, 2017 10:01 am
Forum: Estimation
Topic: SVAR with long run restriction (Blanchard & Quah 1989)
Replies: 5
Views: 89

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

Hello, 1) This seems correct for a BQ setup. 2) It sounds like you want to generate the impulse responses, which EViews can do for you. With your VAR object open go to View -> Impulse Responses... You can adjust the parameters of the impulse responses, and make sure that on the "Impulse Definit...
Tue Aug 15, 2017 9:21 am
Forum: Estimation
Topic: Imposing Restrictions on SVAR
Replies: 32
Views: 6176

### Re: Imposing Restrictions on SVAR

Hello,

1) Yes, the shocks are one standard deviation.
2) The two standard deviation bands represent the usual 95% confidence interval.
Fri Aug 11, 2017 8:57 am
Forum: Econometric Discussions
Topic: Fall Dummy variable for SAD hypothesis
Replies: 1
Views: 69

### Re: Fall Dummy variable for SAD hypothesis

Hello, There are several ways to do what you want, here are two. I've removed the unnecessary @recode. series dummy4 = @date > @dateval(@str(@datepart(@date, "YY")) + "/09/21") and @date < @dateval(@str(@datepart(@date, "YY")) + "/12/20") or series dummy4 = (@...
Wed Aug 09, 2017 9:13 am
Forum: Programming
Topic: operation series different size
Replies: 1
Views: 64

### Re: operation series different size

Hello, It sounds like you can create the series you want via "series z = x(-4718) - y" with no sample applied. This place the non-NA results of the difference at the end of series z (observations 4719 through 5222). If you'd like the results at the beginning of series z, instead use "...
Mon Aug 07, 2017 8:59 am
Topic: Threshold Structural VAR
Replies: 87
Views: 12244

### Re: Threshold Structural VAR

Hello, Addin authors have the option to encrypt and conceal their programs if they wish. This ability isn't unique to addins, any EViews program can be encrypted. If you're interested in how a program works and/or obtaining the unencrypting source for the program, you can contact the addin author th...
Fri Aug 04, 2017 11:29 am
Forum: Programming
Topic: Program running interrupted every 15 minutes
Replies: 3
Views: 122

### Re: Program running interrupted every 15 minutes

Hello, This is an issue with the addin. The addin attempts to access (at least) one variable that doesn't exist, !today, but doesn't immediately abort because the addin internally increases the number of allowed errors. Your program invokes the addin enough times to eventually reach the error limit ...
Fri Aug 04, 2017 9:20 am
Forum: Programming
Topic: help me!!!!
Replies: 1
Views: 80

### Re: help me!!!!

Hello, What you want is definitely possible. An EViews program to do this can loop through each window of 100 observations, setting the sample for each. For each window: ⋅  Create and freeze the correlogram view (.correl) of your series (this creates a table). ⋅  Extract the corr...
Wed Aug 02, 2017 1:21 pm
Forum: Data Manipulation
Topic: series with embedded smpl?
Replies: 4
Views: 113

### Re: series with embedded smpl?

Hello,

Avoiding the use of smpl or sample objects, when you're assigning values to sequential observations the series fill proc is useful, e.g.:

Code: Select all

`series sersxsersx.fill(o=2017Q1) 25, 25, 30, 40`
Wed Aug 02, 2017 10:06 am
Forum: Data Manipulation
Topic: Separate positive and negative values
Replies: 1
Views: 73

### Re: Separate positive and negative values

Hello, The easiest way to do this in EViews is to use samples or @recode. I'll demonstrate an @recode approach: genr pos_deltaop_us = @recode(delta_op > 0, delta_op, 0) genr neg_deltaop_us = @recode(delta_op < 0, delta_op, 0) If you want the filtered out values to be NAs instead of zeros, you can ch...
Wed Aug 02, 2017 9:13 am
Forum: Estimation
Topic: Parameter Stability Test in DOLS Estimation
Replies: 2
Views: 93

### Re: Parameter Stability Test in DOLS Estimation

The stability diagnostics are not available for all estimators, including the COINTREG family of estimators as you've discovered.
Sat Jul 29, 2017 6:25 am
Forum: Programming
Topic: negative shocks to impulse response function
Replies: 14
Views: 6008

### Re: negative shocks to impulse response function

The fill command as you've written it above, with no spaces between .fill and (by=c), works.
Fri Jul 28, 2017 2:52 pm
Forum: Programming
Topic: negative shocks to impulse response function
Replies: 14
Views: 6008

### Re: negative shocks to impulse response function

Hello,

Regarding the error, there should be no spaces between the .fill and its parenthetical options. You didn't include any such spaces in your post, but the error you describe occurs when spaces are present.