Search found 9 matches

by lscx411
Tue Nov 26, 2013 7:07 pm
Forum: Program Repository
Topic: Basic Rolling Regression
Replies: 133
Views: 163139

Re: Basic Rolling Regression

EViews Gareth wrote:Each subsamples coefficients are stored in coefmat. You'll have to change the program to store the standard errors in the same way.

Thanks Gareth! How to store subsamples R-squared in Eviews?
by lscx411
Tue Nov 26, 2013 4:00 am
Forum: Program Repository
Topic: Basic Rolling Regression
Replies: 133
Views: 163139

Re: Basic Rolling Regression

EViews Gareth wrote:What do you want to use?

I want to report each coeffecient matrix and its statistics under each sub-sample.
by lscx411
Tue Nov 26, 2013 3:51 am
Forum: Program Repository
Topic: Basic Rolling Regression
Replies: 133
Views: 163139

Re: Basic Rolling Regression

EViews Gareth wrote:What do you want to use?

oh i get it. the different coeffecients can be graphed in a figure.Is that right?
by lscx411
Mon Nov 25, 2013 8:33 pm
Forum: Program Repository
Topic: Basic Rolling Regression
Replies: 133
Views: 163139

Re: Basic Rolling Regression

I do the rolling regression by the following code and it works well. But a problem is that the report equation is the last coeffecient matrix. For example, my sample is from 1996M01-2013M09, then the report equation is from 2008M12-2013M01. See below. Can I use the coeffecient from the report equati...
by lscx411
Mon Nov 25, 2013 8:09 pm
Forum: Program Repository
Topic: Basic Rolling Regression
Replies: 133
Views: 163139

Re: Basic Rolling Regression

I run the 4-period-ahead program and only change the number of variables to 4. My sample is from 1996M01 to 2013M09, then it comes out a window says :2013M09 is an illegal or reserved name in "IF 2013M09<1997M12 THEN". This is my code following previous post. Would you help check the probl...
by lscx411
Fri Nov 22, 2013 12:21 am
Forum: Program Repository
Topic: Basic Rolling Regression
Replies: 133
Views: 163139

Re: Basic Rolling Regression

I run the 4-period-ahead program and only change the number of variables to 4. My sample is from 1996M01 to 2013M09, then it comes out a window says :2013M09 is an illegal or reserved name in "IF 2013M09<1997M12 THEN". Could anyone help me to solve this problem! Many thanks!
by lscx411
Thu Sep 12, 2013 12:14 am
Forum: Programming
Topic: Rolling Regression
Replies: 17
Views: 9430

Re: Rolling Regression

http://www.eviews.com/Learning/workfiles_b.html Thanks! I have solved the problem by spliting the processes in three step. First I open the foreign data as a workfile and get the series in the excel, and then define three random variables. Next i open the program for rolling regression and run. The...
by lscx411
Sun Sep 08, 2013 5:44 am
Forum: Programming
Topic: Rolling Regression
Replies: 17
Views: 9430

Re: Rolling Regression

EViews Gareth wrote:Your variables have no data.

Thanks! I have data in excel file. How to define the variables from excel?
by lscx411
Fri Sep 06, 2013 8:15 pm
Forum: Programming
Topic: Rolling Regression
Replies: 17
Views: 9430

Re: Rolling Regression

I am running rolling regression and have 161 observations. It says I have insufficient number of observations in Do_eq1.ls lqt itd ygtd pitd vtd. If I define series lqt=nrnd,series itd=nrnd,series pitd=nrnd,series ygtd=nrnd the code could work. I have data for lqt,itd,pitd and ygtd. How could I defi...

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