Search found 262 matches

by EViews Matt
Thu Aug 09, 2018 9:09 am
Forum: Estimation
Topic: Dummy Variables
Replies: 142
Views: 119896

Re: Dummy Variables

Hello,

You should be able to create your desired dummy variables using variations of the following command. This example command creates a dummy for the extreme low returns at the 5% threshold (daily average returns in series x),

Code: Select all

series D_L_05 = @ranks(x) / @obssmpl < .05
by EViews Matt
Thu Aug 02, 2018 1:28 pm
Forum: Programming
Topic: Changing variable names in several equations
Replies: 33
Views: 1306

Re: Changing variable names in several equations

The following should go through every observation in the current sample. !j is the workfile observation as previously mentioned.

Code: Select all

for !k = 1 to @obssmpl
   !j = @dtoo(@otods(!k))
   ...
next
by EViews Matt
Thu Aug 02, 2018 11:30 am
Forum: Programming
Topic: Changing variable names in several equations
Replies: 33
Views: 1306

Re: Changing variable names in several equations

Assuming for the moment that the observation you're dealing with is in program variable !j, you should be able to use something like:

Code: Select all

if @abs(res{%eq}(!j)) > {%eq}.@se then
   %estcmd = {%eq}.@command + "@event(""" + @otod(!j) +""")"
by EViews Matt
Wed Aug 01, 2018 11:29 am
Forum: Estimation
Topic: Implementing short run restrictions on SVAR model
Replies: 3
Views: 106

Re: Implementing short run restrictions on SVAR model

It's more likely that the initial values of the variables being estimated are numerically problematic. On the "Optimization Control" tab of the SVAR specification dialog, try one of the random draw options.
by EViews Matt
Mon Jul 30, 2018 12:54 pm
Forum: Estimation
Topic: Implementing short run restrictions on SVAR model
Replies: 3
Views: 106

Re: Implementing short run restrictions on SVAR model

Hello, To your first question, yes, the order in which you list the endogenous variables determines their order within the VAR. To your second question, it appears that the authors of that paper are using what EViews calls an A-B model. Matrix A_0 in the paper corresponds to EViews' A matrix, while ...
by EViews Matt
Wed Jul 11, 2018 10:05 am
Forum: Programming
Topic: Scalar of average of last 12 months
Replies: 2
Views: 77

Re: Scalar of average of last 12 months

Hello,

Something along this line should work,

Code: Select all

%tmp = @datestr(@dateadd(@dateval(data.@last), -11, "MM")) + " " + data.@last
smpl %tmp
scalar test = @mean(data)
smpl @all
by EViews Matt
Mon Jul 02, 2018 10:11 am
Forum: Programming
Topic: @recode
Replies: 22
Views: 1927

Re: @recode

I believe part of the issue is that you're attempting to access objects in two different workfiles. It'll be easier to write your program if all the data is in single workfile. My advise would be to copy the AG workfile page to the CUSIP_FF_run workfile (as a new page, and renaming it to AG). You ca...
by EViews Matt
Fri Jun 29, 2018 10:18 am
Forum: Programming
Topic: Loop to run equation
Replies: 10
Views: 251

Re: Loop to run equation

The formula in your Excel file is missing the parentheses around the denominator.
by EViews Matt
Fri Jun 29, 2018 10:00 am
Forum: Programming
Topic: Combine Matrix
Replies: 4
Views: 1045

Re: Combine Matrix

Hello,

Let's take a step back here. EViews can import your data into a monthly workfile. The trick is to indicate that the first column of data should be imported as characters, not a number. You'll then have the option to use that series as the date series for the workfile.
by EViews Matt
Fri Jun 29, 2018 9:27 am
Forum: Data Manipulation
Topic: how to transform a matrix into group
Replies: 4
Views: 942

Re: how to transform a matrix into group

The spaces mentioned are the spaces between the function name and its parenthesized arguments, i.e., "mtos (a,g1)" should be "mtos(a,g1)".

Groups don't support header lines, but you could create a table from the group and add the header line to the table.
by EViews Matt
Thu Jun 28, 2018 9:11 am
Forum: General Information and Tips and Tricks
Topic: NA versus zero values
Replies: 4
Views: 195

Re: NA versus zero values

Yes, this seems like a sample issue. Does the following sequence result in NAs in SERIES3?

Code: Select all

smpl @all if SERIES1 = na
SERIES1 = 0
smpl @all
SERIES3 = SERIES1 + SERIES2
by EViews Matt
Thu Jun 28, 2018 9:03 am
Forum: Programming
Topic: @recode
Replies: 22
Views: 1927

Re: @recode

When you're on the topic list page for a board, just press the "New Topic" button. This button is located near both the top (shown below) and bottom of the page.

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post.png (39.5 KiB) Viewed 109 times
by EViews Matt
Wed Jun 27, 2018 1:36 pm
Forum: Programming
Topic: Loop to run equation
Replies: 10
Views: 251

Re: Loop to run equation

I don't know what calculations you performed in Excel, so I can't say why you're getting different results in EViews. Chances are that either the Excel formula or the EViews formula is not calculating what you think it is.
by EViews Matt
Wed Jun 27, 2018 1:01 pm
Forum: Programming
Topic: @recode
Replies: 22
Views: 1927

Re: @recode

Here's an example that gets you part way there. I'd forgotten that EViews will prepend "num" to numeric series names during an import, but that's easy to work around. wfopen CUSIP_FF_run.xlsx range=CUSIP_FF colhead=1 na="#N/A" @smpl @all wfopen Dret_Mret_test.xlsx range=ACT1_RET_...

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