Search found 38 matches

by Fregensburg
Tue Jun 24, 2014 6:59 am
Forum: Estimation
Topic: why would I get missing values in residual series?
Replies: 6
Views: 2243

Re: why would I get missing values in residual series?

ah. Completely overlooked that. Generally eviews alerts you with an error message whenever one's trying to take logs of negative values.
Thanks a lot!
by Fregensburg
Tue Jun 24, 2014 1:04 am
Forum: Estimation
Topic: why would I get missing values in residual series?
Replies: 6
Views: 2243

Re: why would I get missing values in residual series?

Gareth, I don't quite understand. When I look at the rhs variables _12mf and wtispot, there is a full data set from the start of the sample, 1/02/1990, through to 7/24/2013. However, the residuals turn out to have long stretches of NA values even when there is data for the independent variables. (da...
by Fregensburg
Mon Jun 23, 2014 9:07 am
Forum: Estimation
Topic: why would I get missing values in residual series?
Replies: 6
Views: 2243

why would I get missing values in residual series?

Dear experts, After running a simple OLS regression, I looked at the residuals as I needed them for something else, and the series turns out to have long stretches of empty observations (as well as actual values) across the sample. Both left and right hand side variable in the regression do not have...
by Fregensburg
Thu Jun 05, 2014 5:31 am
Forum: Programming
Topic: a quick question
Replies: 11
Views: 4048

Re: a quick question

Trubador,

As usual, your answers are exhaustive and to the point. Many thanks
by Fregensburg
Thu Jun 05, 2014 5:26 am
Forum: Add-in Support
Topic: HDecomp (historical decomposition)
Replies: 32
Views: 41010

Re: HDecomp (historical decomposition)

Just run the program written by trubador, it will give the output for figure 8
by Fregensburg
Tue Jun 03, 2014 9:35 am
Forum: Programming
Topic: a quick question
Replies: 11
Views: 4048

Re: a quick question

Ok, thanks. To other users: I found that this, as the end point of the forecast sample, seems to work: !date = @ilast(miseurjpy) %pere = @otod(!date) Gareth, is there a quick way to get seurjpy from "dlog(seurjpy,5)"? Correct me if I'm wrong, but if I used dlog(seurjpy) I would get seurjpy...
by Fregensburg
Tue Jun 03, 2014 8:47 am
Forum: Programming
Topic: a quick question
Replies: 11
Views: 4048

Re: a quick question

I have 1394 observations for miseurjpy
I must be wrong but, isn't this (the point where the program starts forecasting) : %1pers = @otod(@dtoo(%start)+!i+!window-1),
the 1000th data point? If not, what is?
by Fregensburg
Tue Jun 03, 2014 8:14 am
Forum: Programming
Topic: a quick question
Replies: 11
Views: 4048

Re: a quick question

Thanks, I've had a crack at this, trying to replicate some of the results in exhibit 4, p.9 following what I think the authors of the research note did, but I get error messages stating that "Unable to compute due to missing data in "DO_ EQFR.FORECAST(F=NA) YF" I'm nowhere near the le...
by Fregensburg
Fri May 30, 2014 6:27 am
Forum: Programming
Topic: a quick question
Replies: 11
Views: 4048

Re: a quick question

Won't the procedure you outlined only give me the static forecast, though, rather than the forecasts and their associated stats? I am trying to replicate the method used in pages 8-9 in this research note: http://www.morganstanley.com/institutional/research/pdf/FXPulse_20120927.pdf Specifically, the...
by Fregensburg
Thu May 29, 2014 9:01 am
Forum: Programming
Topic: a quick question
Replies: 11
Views: 4048

a quick question

Dear all This is the context: I have a time series of prices for asset y. I have a model to estimate the ‘fair value’ –however embarassing that terminology is- estimates of y, which I get from the fitted values of a regression of y onto what I think help explains its short run fluctuations.. By subs...
by Fregensburg
Mon May 19, 2014 8:25 am
Forum: Programming
Topic: program lines to get fitted values
Replies: 1
Views: 1063

program lines to get fitted values

Hi, What program lines do I need to work out values for the dependent variable given the regressors and their associated coefficients? Let's say I have Y, B1x1 and B2x2. Basically, I'm simply after the equivalent of choosing view/actual,fitted,residuals/actual, fitted residuals graph and table after...
by Fregensburg
Thu Apr 24, 2014 2:18 am
Forum: Programming
Topic: extending dated series by one observation (a scalar)
Replies: 4
Views: 1700

Re: extending dated series by one observation (a scalar)

that was basically no effort for you, was it? you should try and learn an instrument, I bet you'd pick it up in no time. a tip: electric guitars are very satisfactory.
by Fregensburg
Wed Apr 23, 2014 2:44 pm
Forum: Programming
Topic: extending dated series by one observation (a scalar)
Replies: 4
Views: 1700

Re: extending dated series by one observation (a scalar)

Hi Gareth,

Yes, it does, I over-provided, so plenty of NAs up front.
by Fregensburg
Wed Apr 23, 2014 6:52 am
Forum: Programming
Topic: extending dated series by one observation (a scalar)
Replies: 4
Views: 1700

extending dated series by one observation (a scalar)

Dear Eviews experts, I'd really appreciate if you could help me with this: I have a series y. I have a scalar s, which I got from combining some forecasts. I want to extend y by one observation -the scalar. I've searched manuals and forum but couldn't find a way. Side note: I cannot use actual dates...

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