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!
Search found 38 matches
- Tue Jun 24, 2014 6:59 am
- Forum: Estimation
- Topic: why would I get missing values in residual series?
- Replies: 6
- Views: 5790
- Tue Jun 24, 2014 1:04 am
- Forum: Estimation
- Topic: why would I get missing values in residual series?
- Replies: 6
- Views: 5790
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...
- Mon Jun 23, 2014 9:28 am
- Forum: Estimation
- Topic: why would I get missing values in residual series?
- Replies: 6
- Views: 5790
- Mon Jun 23, 2014 9:07 am
- Forum: Estimation
- Topic: why would I get missing values in residual series?
- Replies: 6
- Views: 5790
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...
- Thu Jun 05, 2014 5:31 am
- Forum: Programming
- Topic: a quick question
- Replies: 11
- Views: 9679
Re: a quick question
Trubador,
As usual, your answers are exhaustive and to the point. Many thanks
As usual, your answers are exhaustive and to the point. Many thanks
- Thu Jun 05, 2014 5:26 am
- Forum: Add-in Support
- Topic: HDecomp (historical decomposition)
- Replies: 32
- Views: 81914
Re: HDecomp (historical decomposition)
Just run the program written by trubador, it will give the output for figure 8
- Tue Jun 03, 2014 9:35 am
- Forum: Programming
- Topic: a quick question
- Replies: 11
- Views: 9679
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...
- Tue Jun 03, 2014 8:47 am
- Forum: Programming
- Topic: a quick question
- Replies: 11
- Views: 9679
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?
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?
- Tue Jun 03, 2014 8:14 am
- Forum: Programming
- Topic: a quick question
- Replies: 11
- Views: 9679
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...
- Fri May 30, 2014 6:27 am
- Forum: Programming
- Topic: a quick question
- Replies: 11
- Views: 9679
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...
- Thu May 29, 2014 9:01 am
- Forum: Programming
- Topic: a quick question
- Replies: 11
- Views: 9679
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...
- Mon May 19, 2014 8:25 am
- Forum: Programming
- Topic: program lines to get fitted values
- Replies: 1
- Views: 2590
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...
- Thu Apr 24, 2014 2:18 am
- Forum: Programming
- Topic: extending dated series by one observation (a scalar)
- Replies: 4
- Views: 4248
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.
- Wed Apr 23, 2014 2:44 pm
- Forum: Programming
- Topic: extending dated series by one observation (a scalar)
- Replies: 4
- Views: 4248
Re: extending dated series by one observation (a scalar)
Hi Gareth,
Yes, it does, I over-provided, so plenty of NAs up front.
Yes, it does, I over-provided, so plenty of NAs up front.
- Wed Apr 23, 2014 6:52 am
- Forum: Programming
- Topic: extending dated series by one observation (a scalar)
- Replies: 4
- Views: 4248
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...