Search found 161 matches

by EViews Matt
Wed Dec 06, 2017 3:17 pm
Forum: Estimation
Topic: SVAR long run restrictions code error
Replies: 5
Views: 111

Re: SVAR long run restrictions code error

In which case you'll need to use something like:

Code: Select all

varname.svar(rtype=patlr,namelr=matrixf)
by EViews Matt
Wed Dec 06, 2017 10:04 am
Forum: Estimation
Topic: SVAR long run restrictions code error
Replies: 5
Views: 111

Re: SVAR long run restrictions code error

That error arises when you try to use the new EViews 10 SVAR syntax with an earlier version of EViews. You'll have to use the "old" syntax matching your version. You can learn the old syntax from the local EViews help system, e.g., in the object reference for VARs, rather than the online h...
by EViews Matt
Thu Nov 30, 2017 5:32 pm
Forum: Programming
Topic: How to calculate the number of block of data
Replies: 2
Views: 84

Re: How to calculate the number of block of data

Hello, For (1) and (2), a variation of Gareth's solutions to your previous questions are sufficient: ' Skip the first observation and select only those observations where the signal changed. smpl 1970w2 @now if signal <> signal(-1) scalar total_changes = signal.@obs ' Skip the first observation and ...
by EViews Matt
Wed Nov 22, 2017 10:28 am
Forum: Programming
Topic: How one SD shock can be converted into percentage shock
Replies: 1
Views: 67

Re: How one SD shock can be converted into percentage shock

Hello,

That depends on how your regressors relate to your underlying data, e.g., are you using log-differences of your data. Take a look at http://forums.eviews.com/viewtopic.php?f=4&t=15187.
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: 140

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: 268

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: 268

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: 532

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: 532

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: 779

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: 779

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: 228

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: 397

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: 510

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: 510

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...

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