Search found 287 matches

by EViews Matt
Wed Oct 17, 2018 2:26 pm
Forum: Data Manipulation
Topic: genr x from quarterly page to yield a particular annual growth rate
Replies: 12
Views: 267

Re: genr x from quarterly page to yield a particular annual growth rate

After further reflection, an EViews model seems a cumbersome way to determine the quarterly growth rate. I've attached an updated version of your setpcy.png that uses an equation object instead. I've only implemented cases for generating up to a year's worth of data (x5 through x8 in your earlier ex...
by EViews Matt
Wed Oct 17, 2018 10:40 am
Forum: Data Manipulation
Topic: Error X12 Census seasonal adjustment
Replies: 7
Views: 3496

Re: Error X12 Census seasonal adjustment

Hello, Regarding X-12, based on that error message I suspect that the default temporary directory location being used to execute X-12 is incompatible with X-12's limitations. Try changing the EViews setting for that location to something without spaces. The setting can be found in Options -> General...
by EViews Matt
Wed Oct 17, 2018 9:04 am
Forum: Programming
Topic: Quantile function
Replies: 1
Views: 39

Re: Quantile function

Hello,

You don't need the {}'s around {%type} in your call to @quantile. EViews should error rather than crash in this case, we'll fix that.
by EViews Matt
Tue Oct 16, 2018 4:23 pm
Forum: Programming
Topic: LOOP PROGRAMMING
Replies: 3
Views: 90

Re: LOOP PROGRAMMING

Hello,

How is your data organized? For example, are Y1 and Y2 different series, or are they different parts (observations) of one series?
by EViews Matt
Mon Oct 15, 2018 2:53 pm
Forum: Data Manipulation
Topic: genr x from quarterly page to yield a particular annual growth rate
Replies: 12
Views: 267

Re: genr x from quarterly page to yield a particular annual growth rate

Fundamentally, determining the quarterly growth rate as you've described involves solving a polynomial, a polynomial with degree matching the number of unknown quarters. For a scenario with no more than four unknowns (e.g., the unknowns begin in 2018), there are algebraic solutions, though the solut...
by EViews Matt
Mon Oct 15, 2018 9:02 am
Forum: Data Manipulation
Topic: genr x from quarterly page to yield a particular annual growth rate
Replies: 12
Views: 267

Re: genr x from quarterly page to yield a particular annual growth rate

Hello,

If you carry the algebra through a little further you'll see that,

!annualgrowthrate = 100 * (!quarterlygrowthrate^4 - 1)

Consequently,

!quarterlygrowthrate = (!annualgrowthrate / 100 + 1)^(1/4)
by EViews Matt
Thu Oct 11, 2018 1:45 pm
Forum: Programming
Topic: Placing F stat to vector
Replies: 2
Views: 67

Re: Placing F stat to vector

Hello,

Assuming you've named your equation objects eq1 through eq10, you can use something like the following:

Code: Select all

vector(10) vector_F
for !i = 1 to 10
    vector_F(!i) = eq!i.@f
next
by EViews Matt
Tue Oct 09, 2018 9:36 am
Forum: Econometric Discussions
Topic: Sign and Magnitude restriction in VAR (Eviews 9)
Replies: 1
Views: 94

Re: Sign and Magnitude restriction in VAR (Eviews 9)

Hello,

Take a look at the srvar addin for performing a sign-restricted VAR estimation. You can also use the sirf addin to examine impulse responses with a magnitude of your choosing.
by EViews Matt
Wed Oct 03, 2018 9:17 am
Forum: Programming
Topic: Date of last observation
Replies: 4
Views: 990

Re: Date of last observation

Code: Select all

%end = xyz.@last
%start = @datestr(@dateadd(@dateval(%end), -24, "M"))
smpl {%start} {%end}
by EViews Matt
Wed Oct 03, 2018 9:01 am
Forum: Programming
Topic: MTOS
Replies: 18
Views: 280

Re: MTOS

I believe the @keep specification to wfsave is what you're after. For example,

Code: Select all

wfsave(type=excelxml) "test.xlsx" @keep g1
by EViews Matt
Tue Oct 02, 2018 6:06 pm
Forum: Programming
Topic: MTOS
Replies: 18
Views: 280

Re: MTOS

The error about S1 already existing occurs because after the first iteration through the loop, the sample object S1 already exists. Thankfully, that sample isn't dependent on any of the work within your innermost loop (it's the same for all iterations), therefore you can move its definition before t...
by EViews Matt
Tue Oct 02, 2018 5:13 pm
Forum: Programming
Topic: MTOS
Replies: 18
Views: 280

Re: MTOS

Assuming that !step = 1, then the number of times you'll apply your rolling regression (the innermost for loop) is !length - !window + 1, not !length - !window. As is, !nrolls is one less than it should be, which causes coefmat!k to have one too few columns, which causes r1 to have one too few rows,...
by EViews Matt
Tue Oct 02, 2018 9:21 am
Forum: Programming
Topic: MTOS
Replies: 18
Views: 280

Re: MTOS

And your calculation of !nrolls is off by one (it should be one larger).
by EViews Matt
Mon Oct 01, 2018 10:12 am
Forum: Estimation
Topic: SVAR estimation with zero long-run restrictions
Replies: 5
Views: 226

Re: SVAR estimation with zero long-run restrictions

In general, this sign issue is orthogonal to the SVAR identification issue. It's simply a mathematical consequence of the SVAR technique that it produces multiple solutions differing only in sign, none of which is mathematically "more correct" than any other. Sign-restricted SVARs are thei...

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