Search found 52 matches

by rmoralesaramburu
Tue Jul 02, 2019 1:46 pm
Forum: Estimation
Topic: Putting limits on estimated coefficient values
Replies: 41
Views: 83953

Re: Putting limits on estimated coefficient values

Hi, I am doing the reparameterization shown in this forum to coinstraint my coefficients. CODE: SELECT ALL [list]ai > 0 and a1 + a2 + ... + ak = 1[/list] A reparameterization that satisfies these constraints is CODE: SELECT ALL ai = exp( bi ) / ( exp( b1 ) + exp( b2 ) + ... + exp( bk ) ) I am having...
by rmoralesaramburu
Thu May 23, 2019 11:03 am
Forum: Econometric Discussions
Topic: PCA first components
Replies: 6
Views: 6547

Re: PCA first components

Hi, is it OK to make the principal components using levels instead of rate of change? (this is for creating and index with stocks, I know in the manual the example is done with weekly rate of changes)
by rmoralesaramburu
Mon Jul 06, 2015 2:32 pm
Forum: Programming
Topic: Trading Signal Problem
Replies: 0
Views: 1953

Trading Signal Problem

Hi, I am trying to create a trading signal based on breakouts. The breakouts gave me signals in a +1, -1 basis. The problem is that I have a bunch of zeros in the middle. I would like the following "If the signal is -1...stays at -1 until a +1 appears and then stays at +1 until a -1 appears...&...
by rmoralesaramburu
Mon Apr 13, 2015 11:45 am
Forum: Programming
Topic: Date Recognition in Panel Import
Replies: 5
Views: 4240

Re: Date Recognition in Panel Import

Yes! with no success! So I prefer to do it manually in eviews if it is straightforward and easy..
by rmoralesaramburu
Mon Apr 13, 2015 7:01 am
Forum: Programming
Topic: Date Recognition in Panel Import
Replies: 5
Views: 4240

Re: Date Recognition in Panel Import

Thanks for the reply. It has been difficult for me changing the format of the dates. In Eviews I have the following Error Message "Try Using GENR functions with explicit formatting to create a date series in "PAGESTRUCT COUNTRY @DATE(DATE)". How can I do that? I have the panel and the...
by rmoralesaramburu
Thu Apr 09, 2015 8:51 am
Forum: Programming
Topic: Date Recognition in Panel Import
Replies: 5
Views: 4240

Date Recognition in Panel Import

Hi,

I am having troubles when I import data to excel, Eviews can't recognize properly the dates column. Could you help me please? I am attaching the excel file.
by rmoralesaramburu
Tue Sep 09, 2014 11:42 am
Forum: Programming
Topic: drawdown
Replies: 1
Views: 2600

Re: drawdown

Hello, did you find the answer for your question? could you share it please?? thanks!!
by rmoralesaramburu
Thu Aug 21, 2014 1:16 pm
Forum: Programming
Topic: Missing Data Generated
Replies: 2
Views: 3859

Re: Missing Data Generated

I am having a pop out that says "Division by zero-Missing data generated", I don't want this pop out because it is stopping my Runs. How can I stop it?

Thanks
by rmoralesaramburu
Tue Jul 01, 2014 2:43 pm
Forum: Programming
Topic: Code for Arrow (Text)
Replies: 1
Views: 2335

Code for Arrow (Text)

Hello,

I am creating a table, and in the table I would like the symbol of an up arrow, and down arrow, I cant find the symbol code in eviews, if I copy paste an arrow from a website, I will get a "?" symbol. This is all for eviews programming

Thanks
by rmoralesaramburu
Thu Jun 26, 2014 1:22 pm
Forum: Programming
Topic: Table.setformat(#column) p.0
Replies: 2
Views: 3034

Re: Table.setformat(#column) p.0

Perfect. Thanks
by rmoralesaramburu
Thu Jun 26, 2014 1:05 pm
Forum: Programming
Topic: Table.setformat(#column) p.0
Replies: 2
Views: 3034

Table.setformat(#column) p.0

Hi,

I would like to know if it is possible to include the "%" icon when I format a column in a Table. For example>

Table.setformat(B) p.0

It gives me the #number, instead of the #number%, like 23, instead of 23%, I want to show it is a percentage.

Thanks
by rmoralesaramburu
Mon May 19, 2014 9:23 am
Forum: Programming
Topic: Observation Function
Replies: 1
Views: 2403

Observation Function

Hello Is there a function that returns a vector containing a non-missing value of a series. I usually use @last, but if I want the value before @last? or the second to last?, without manipulating the sample... I want something like v(1) = @last(x,2) --> teorically, a formula that returns the value b...
by rmoralesaramburu
Mon May 19, 2014 7:55 am
Forum: Programming
Topic: Date Function
Replies: 2
Views: 2887

Re: Date Function

Take a look at my solution, is there an easy way to do it? vector(7) v_z_eem v_z_eem(1)=@last(z_eem_pc) smpl @last-@weekday @last-@weekday if @weekday=5 v_z_eem(2)=@last(z_eem_pc) smpl @last-(@weekday+5) @last-(@weekday+5) if @weekday=5 v_z_eem(3)=@last(z_eem_pc) smpl @last-(@weekday+10) @last-(@wee...
by rmoralesaramburu
Fri May 16, 2014 4:04 pm
Forum: Programming
Topic: Date Function
Replies: 2
Views: 2887

Date Function

Hello, I have a problem, I have a series with daily frequency, I would like to fill a vector with only the "Fridays observations" (@weekday=5) and the @last observation. When I smpl if with @weekday=5, I have the problem that if today it is NOT Friday, I will miss the Today observation. Th...
by rmoralesaramburu
Wed Apr 16, 2014 8:02 am
Forum: Programming
Topic: Normalize
Replies: 1
Views: 2658

Normalize

Hello

Is there a function to normalize series to 0 (zscore)? or do I have to do it manually as (@last(x)-@mean(x)/@stdev(x))?

thanks!

Go to advanced search