Search found 3517 matches

by startz
Sun Jan 12, 2020 11:03 am
Forum: Data Manipulation
Topic: negative values conversion to log
Replies: 7
Views: 10853

Re: negative values conversion to log

Don't.

You can't take the log of a negative number.
by startz
Sat Jan 11, 2020 7:41 pm
Forum: Econometric Discussions
Topic: Lag Selection
Replies: 3
Views: 95

Re: Lag Selection

No idea. Sorry.
by startz
Sat Jan 11, 2020 4:19 pm
Forum: Econometric Discussions
Topic: Lag Selection
Replies: 3
Views: 95

Re: Lag Selection

Don’t take quarterly averages. Use last day of quarter if possible. Taking averages screws up autocorrelations.
by startz
Mon Jan 06, 2020 1:26 pm
Forum: Econometric Discussions
Topic: Confidence interval and interaction terms
Replies: 1
Views: 110

Re: Confidence interval and interaction terms

standard error = sqrt(var(beta1) + x^2*var(beta2) + 2*x*cov(beta1,beta2))
by startz
Thu Jan 02, 2020 7:19 pm
Forum: General Information and Tips and Tricks
Topic: Panel or Pool?
Replies: 45
Views: 83141

Re: Panel or Pool?

Check to see if the sector variable has NAs.

Look at the @expand command for controlling for multiple sectors.
by startz
Fri Dec 20, 2019 2:35 pm
Forum: Bug Reports
Topic: Internal error
Replies: 0
Views: 640

Internal error

Just got
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Came after doing crtl-C to copy a frozen table. Happened twice.
Closed frozen table reopened and everything was fine.
by startz
Wed Dec 18, 2019 4:43 pm
Forum: Bug Reports
Topic: Fred Search
Replies: 3
Views: 246

Re: Fred Search

Thanks. I'll do that. In what will not surprise you, trying it instantly gave an EViews bug. (I should explain to the casual reader that EViews is programmed to do weird things to me. No one else ever has a problem.)


The results box overlays the search box.
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by startz
Wed Dec 18, 2019 4:27 pm
Forum: Bug Reports
Topic: Fred Search
Replies: 3
Views: 246

Fred Search

I know this isn't exactly an EViews bug, but it's annoying. Maybe you could goose the FRBStL folks?

If you enter
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you get told

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by startz
Mon Dec 16, 2019 12:29 pm
Forum: General Information and Tips and Tricks
Topic: Question about ARMA forecasting
Replies: 2
Views: 263

Re: Question about ARMA forecasting

Thanks Glenn. I am now getting the same forecasts that you report. Despite having gotten something different 6 times before I posted.
by startz
Mon Dec 16, 2019 10:38 am
Forum: General Information and Tips and Tricks
Topic: Question about ARMA forecasting
Replies: 2
Views: 263

Question about ARMA forecasting

I have a dumb question about dynamic versus static forecasting. I have estimated the following equation from 1953 through 2018 ls spreaddemeaned ar(1) ar(2) ma(1) If I forecast for 2019 from the equation using dynamic forecasting I get all zeros. If I forecast using structural forecasting I get a ze...
by startz
Wed Dec 11, 2019 10:36 am
Forum: Programming
Topic: CES function estimation using NLS
Replies: 5
Views: 337

Re: CES function estimation using NLS

You can also replace the coefficient c(i) with exp(c(i)). That guarantees that exp(c(i)) will be positive.
by startz
Tue Dec 10, 2019 6:56 am
Forum: Econometric Discussions
Topic: Panel data integrated of order 0
Replies: 4
Views: 339

Re: Panel data integrated of order 0

Integrated of order zero means it's not integrated.
by startz
Mon Dec 09, 2019 10:11 am
Forum: Econometric Discussions
Topic: Panel data integrated of order 0
Replies: 4
Views: 339

Re: Panel data integrated of order 0

If data isn't integrated, it can't very well be cointegrated...
by startz
Tue Dec 03, 2019 6:28 am
Forum: Estimation
Topic: chi-square Likelihood ratio test (restricted & unrestricted model)
Replies: 1
Views: 668

Re: chi-square Likelihood ratio test (restricted & unrestricted model)

The log likelihood statistics are displayed in the lower panel. Just do the calculation by hand.
by startz
Mon Dec 02, 2019 1:27 pm
Forum: Estimation
Topic: How I command Eviews not to estimate coefficient in front of variable X
Replies: 6
Views: 377

Re: How I command Eviews not to estimate coefficient in front of variable X

The difference in R^2 is because you are changing the variance of the dependent variable. Note that the coefficients, t-statistics, etc., are the same.

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