Search found 11 matches

by styx
Mon Feb 23, 2015 2:54 pm
Forum: Estimation
Topic: Fitting t-distribution to the data
Replies: 2
Views: 1823

Re: Fitting t-distribution to the data

Thank you Glenn, the detailed label solves the issue.

Best,
Péter
by styx
Mon Feb 23, 2015 10:35 am
Forum: Estimation
Topic: Fitting t-distribution to the data
Replies: 2
Views: 1823

Fitting t-distribution to the data

Hello, I'd like to fit t-distribution to data series and save the parameters of the distribution. I've realized that the command x.distdata(dtype=theory,dist=tdist) fits t-distribution to the data but does not allow to save the parameters. How could I save the estimated parameters? Thank you very mu...
by styx
Thu Dec 18, 2014 6:26 am
Forum: Estimation
Topic: logl
Replies: 1
Views: 1116

logl

Hello, I've specified the following logl: @logl logl1 res=log(vix)-c(1)*(c(2)+log(vix(-1))) var=c(3)*(c(4)+var(-1))+c(5)*var*r2 logl1 = log(@dnorm(res/@sqrt(var))) - log(var)/2 Could you tell me why it does not want to work? It says 'Missing values in @Logl series at current coefficients at current ...
by styx
Tue May 06, 2014 12:27 am
Forum: Programming
Topic: saving bandwidth using long-run variance estimation
Replies: 10
Views: 2906

Re: saving bandwidth using long-run variance estimation

Dear Glenn,

Thank you very much, it works perfectly.

Kind regards,
Peter
by styx
Fri May 02, 2014 12:52 am
Forum: Programming
Topic: saving bandwidth using long-run variance estimation
Replies: 10
Views: 2906

Re: saving bandwidth using long-run variance estimation

Dear Glenn,

Unfortunately, this new title function has not yet been available. Can you please let me know when the new patch will be released?

Thanks a lot.
Kind regards,
Peter
by styx
Tue Apr 29, 2014 1:28 pm
Forum: Programming
Topic: saving bandwidth using long-run variance estimation
Replies: 10
Views: 2906

Re: saving bandwidth using long-run variance estimation

Dear Glenn,

It's very kind of you, thank you very much!

Kind regards,
Peter
by styx
Mon Apr 28, 2014 6:53 am
Forum: Programming
Topic: saving bandwidth using long-run variance estimation
Replies: 10
Views: 2906

Re: saving bandwidth using long-run variance estimation

I'd appreciate it very much if it could be solved soon.

Thanks a lot.
by styx
Sun Apr 27, 2014 1:45 am
Forum: Programming
Topic: saving bandwidth using long-run variance estimation
Replies: 10
Views: 2906

Re: saving bandwidth using long-run variance estimation

Dear Glenn,

When do you think it'll be available?

Thanks,
Peter
by styx
Thu Apr 24, 2014 8:22 am
Forum: Programming
Topic: saving bandwidth using long-run variance estimation
Replies: 10
Views: 2906

saving bandwidth using long-run variance estimation

Hi,
I would like to save in a loop the automatic bandwidth selection that can be obtained using the lrvar command. The problem is that if I freeze the output I see the estimated bandwidth only in the header. Could you help me?

Thanks a lot.

Kind regards,
Peter
by styx
Thu Jan 09, 2014 9:33 am
Forum: Programming
Topic: wgtmethod in correlation
Replies: 1
Views: 940

wgtmethod in correlation

Hello, I'd like to account for possible heteroskedasticity in my series when I calculate correlation coefficients. There is a 'wgtmethod' option in the 'cor' 'interactive use command'. My question would be what is this option? Is it a kind of GLS option? How can be activated this option? When I'd li...
by styx
Mon Oct 21, 2013 6:04 am
Forum: General Information and Tips and Tricks
Topic: saving kernel fit
Replies: 1
Views: 1993

saving kernel fit

Hi,

Can anybody help me with saving kernel fitted values in a scatter plot? I know it is possible to save kernel fitted values for density functions but I would like to save kernel regression values fitted in a scatter plot. Thank you very much.

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