Search found 9 matches

by garch2012
Tue Nov 05, 2013 4:03 am
Forum: General Information and Tips and Tricks
Topic: Can I mute EViews - without muting the rest of my computer?
Replies: 2
Views: 2453

Re: Can I mute EViews - without muting the rest of my comput

When I am running some loops I get this windows "Default Beep" over and over again. I cannot see what is causing it, maybe I have put in a "show" command for viewing a scalar or something like that? Anyway, I solved the problem (or at least the outcome of problem) by changing thi...
by garch2012
Mon Nov 04, 2013 6:46 pm
Forum: General Information and Tips and Tricks
Topic: Can I mute EViews - without muting the rest of my computer?
Replies: 2
Views: 2453

Can I mute EViews - without muting the rest of my computer?

When running procedures, programs and loops, EViews makes repeated sounds. However, I often simultaneously listen to music in my computer.

Can I mute EViews - without muting the rest of my computer?
by garch2012
Sat Nov 02, 2013 6:45 pm
Forum: Add-in Support
Topic: PPURoot (Perron 1997 unit root test)
Replies: 19
Views: 26923

Re: PPURoot (Perron 1997 unit root test)

Dear Prof. Ibarra, Thank you very much for your answer! However, I have some questions regarding PPUROOT that I would appreciate if you would answer. 1. I cannot see how the critical values (for the unit root coefficient) can be simulated for e.g. 100 observations, WHEN WE ALLOW FOR A BREAK UNDER H0...
by garch2012
Mon Oct 14, 2013 4:23 pm
Forum: Add-in Support
Topic: PPURoot (Perron 1997 unit root test)
Replies: 19
Views: 26923

Re: PPURoot (Perron 1997 unit root test)

Answering my own question, When checking the code in the add-in, it seems like the critical values are fixed for only 60 observations (when comparing with the critical values in the original article, table 1, p362). Therefore, one should not trust the presented critical values unless one has 60 obse...
by garch2012
Mon Oct 14, 2013 3:29 pm
Forum: Add-in Support
Topic: PPURoot (Perron 1997 unit root test)
Replies: 19
Views: 26923

Re: PPURoot (Perron 1997 unit root test)

When using ppuroot, am I the only one who always is getting the same critical values regardless of the sample size (-5.23 för 5% in the Perron unit root test output)?

Best regards
by garch2012
Sun Sep 29, 2013 7:26 pm
Forum: Add-in Support
Topic: ZAURoot (Zivot-Andrews Unit Root test)
Replies: 89
Views: 106498

Re: ZAURoot (Zivot-Andrews Unit Root test)

I am using: series_name.zauroot(options) and series_name.ppuroot(options) (notice that in the PDF-documentation it incorrectly says: "series_name.ppuroot (options)" with a blank in front of the options. It does not work with a blank digit, only when used as above). Anyway, that was not my ...
by garch2012
Mon Sep 23, 2013 7:08 pm
Forum: Add-in Support
Topic: Get rid of the unnecessary diaglogue box
Replies: 3
Views: 3420

Re: Get rid of the unnecessary diaglogue box

OK, I added an extra space by mistake. Thanks! However, still I often get zero lags when using this method (Perron, 1997). Shouldn't there be at least be a minimum of 1 lag (I am not sure, but it makes sense with at least one lag - to get rid of possible autocorrelation or to reduce the effects of o...
by garch2012
Mon Sep 23, 2013 4:13 pm
Forum: Add-in Support
Topic: Get rid of the unnecessary diaglogue box
Replies: 3
Views: 3420

Get rid of the unnecessary diaglogue box

I do not like diaglogue boxes and menus. How do I call Perron's test (the add-in) by the use of syntax WITHOUT getting the following unneccessary dialogue box: Perron Dialogue box.docx Here is the code (which works, but it is a slow way to do it this way): wfcreate FILE u 1 200 genr y = nrnd y.ppuro...
by garch2012
Sun Sep 22, 2013 6:28 pm
Forum: Programming
Topic: Simulate cointegration
Replies: 0
Views: 1254

Simulate cointegration

I am trying to generate a simulated cointegration relationship. I would appreciate if you would help me with this. create u 1 1000 scalar rho = 0.6 scalar beta = 5 series z = 0 series x = 0 smpl @first+1 @last series z = rho* z(-1) + nrnd 'so Z is a stationary AR(1) + nrnd series x = x(-1) + nrnd 's...

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