Search found 135 matches

by EViews Matt
Tue Aug 22, 2017 10:45 am
Forum: Econometric Discussions
Topic: Fall Dummy variable for SAD hypothesis
Replies: 3
Views: 105

Re: Fall Dummy variable for SAD hypothesis

You'll note that the second expression I used doesn't involve the year. Such expressions are evaluated for each date in the current sample, and no date is both after Dec. 21 and before Mar. 20 (of the same year), hence your dummy series would be filled with zeros. You need to alter your expression t...
by EViews Matt
Tue Aug 22, 2017 10:22 am
Forum: Estimation
Topic: One SE Bands on IRF
Replies: 6
Views: 138

Re: One SE Bands on IRF

"ourownimpulse+1*yourownimpulse_se" is just a mathematical expression for one of the bands, it's not a complete EViews command. You'd still need to create the graph from the IRF and SE data. That's where the sirf addin can save you a lot of work, but here's an example of recreating the 2 S...
by EViews Matt
Mon Aug 21, 2017 9:39 am
Forum: Estimation
Topic: SVAR with long run restriction (Blanchard & Quah 1989)
Replies: 7
Views: 180

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

(1) Those commands are exactly what I used to generate shocks for the PAK page. When you try to run the commands (easiest if copied and pasted into a program), what error(s) do you encounter? (2) The long-run restrictions apply to the F matrix. In EViews 9 and earlier F was called the C matrix and t...
by EViews Matt
Fri Aug 18, 2017 11:30 am
Forum: Estimation
Topic: One SE Bands on IRF
Replies: 6
Views: 138

Re: One SE Bands on IRF

Hello,

You can do this via EViews commands. See http://forums.eviews.com/viewtopic.php?t=2883.
by EViews Matt
Thu Aug 17, 2017 11:47 am
Forum: Estimation
Topic: SVAR with long run restriction (Blanchard & Quah 1989)
Replies: 7
Views: 180

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...
by EViews Matt
Thu Aug 17, 2017 10:40 am
Forum: Estimation
Topic: SVAR with long run restriction (Blanchard & Quah 1989)
Replies: 7
Views: 180

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 ...
by EViews Matt
Wed Aug 16, 2017 1:22 pm
Forum: Data Manipulation
Topic: Frequency conversion
Replies: 2
Views: 93

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...
by EViews Matt
Tue Aug 15, 2017 10:01 am
Forum: Estimation
Topic: SVAR with long run restriction (Blanchard & Quah 1989)
Replies: 7
Views: 180

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...
by EViews Matt
Tue Aug 15, 2017 9:21 am
Forum: Estimation
Topic: Imposing Restrictions on SVAR
Replies: 32
Views: 6215

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.
by EViews Matt
Fri Aug 11, 2017 8:57 am
Forum: Econometric Discussions
Topic: Fall Dummy variable for SAD hypothesis
Replies: 3
Views: 105

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 = (@...
by EViews Matt
Wed Aug 09, 2017 9:13 am
Forum: Programming
Topic: operation series different size
Replies: 1
Views: 68

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 "...
by EViews Matt
Mon Aug 07, 2017 8:59 am
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 92
Views: 12477

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...
by EViews Matt
Fri Aug 04, 2017 11:29 am
Forum: Programming
Topic: Program running interrupted every 15 minutes
Replies: 3
Views: 130

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 ...
by EViews Matt
Fri Aug 04, 2017 9:20 am
Forum: Programming
Topic: help me!!!!
Replies: 1
Views: 85

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...
by EViews Matt
Wed Aug 02, 2017 1:21 pm
Forum: Data Manipulation
Topic: series with embedded smpl?
Replies: 4
Views: 117

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 sersx
sersx.fill(o=2017Q1) 25, 25, 30, 40

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