Search found 152 matches

by diggetybo
Wed Feb 22, 2017 8:24 am
Forum: Econometric Discussions
Topic: Cointegration Analysis of Oil Industry
Replies: 0
Views: 1141

Cointegration Analysis of Oil Industry

I'm looking to do a cointegration analysis of the oil industry, maybe a rolling regression too. The trouble is I'm unclear what variables would be most suitable. For example, in the gold industry, it's common to perform a rolling regression of the stock symbols GLD and GDX (gold price and gold minin...
by diggetybo
Tue Feb 21, 2017 8:29 pm
Forum: Programming
Topic: Access Standardized Residuals and Count
Replies: 3
Views: 2587

Re: Access Standardized Residuals and Count

That is a very impressive @sum(), I would have never thought of that. I'm very happy with that solution, I don't need an actual eviews program file since it all works from the command line. Thank you for helping me understand how eviews works these situations out.
by diggetybo
Tue Feb 21, 2017 4:58 am
Forum: Programming
Topic: Access Standardized Residuals and Count
Replies: 3
Views: 2587

Access Standardized Residuals and Count

Given a equation object eq_01, I want to create a 1 line code that counts a property of the equation object that can be run from the command line. Specifically I'm trying to write a scalar comprehension: the percentage representation of how many standardized residuals have an absolute value greater ...
by diggetybo
Sat Jul 30, 2016 1:29 am
Forum: Estimation
Topic: ROC curve
Replies: 23
Views: 12248

Re: ROC curve

After more experimenting, I got the program to complete. Although it produced a graph that was not correct (my false positive rate x axis went from 0 to 2.5) I'm not sure why it doesn't span simply 0 to 1. The issue before was the !i and !j were increasing beyond the rows of my matrix. I simply adde...
by diggetybo
Sun Jul 17, 2016 6:37 pm
Forum: Suggestions and Requests
Topic: EViews 10
Replies: 16
Views: 12081

Re: EViews 10

My post did come off as lumping them into the same category, sorry for that. Like trubador said k-fold has its own intricacies, so different approaches might be needed for each procedure. However, I believe a seed option for a simple random split would be great.
by diggetybo
Sun Jul 17, 2016 9:12 am
Forum: Suggestions and Requests
Topic: EViews 10
Replies: 16
Views: 12081

Re: EViews 10

Oh right, I didn't make that very clear. I was referring to the "if keep=1" sample inequality based approach of having the same set of randomly split data. For that we'd need an actual series of 1's and 0's on the workfile, unless I'm mistaken. Or, currently, another alternative that doesn...
by diggetybo
Sat Jul 16, 2016 5:39 pm
Forum: Suggestions and Requests
Topic: EViews 10
Replies: 16
Views: 12081

Re: EViews 10

It probably goes by other names, I just know it by this particular convention. Random split is a way to randomly partition the data into groups. Customarily, a .8 & .2 split or .9 &.1 split are used. Although, it would make sense for the partition fraction to be user configurable, so we can ...
by diggetybo
Sat Jul 16, 2016 9:33 am
Forum: Suggestions and Requests
Topic: EViews 10
Replies: 16
Views: 12081

Re: EViews 10

I would love to have a more discrete way of doing a random split. Whether its as simple as a .8 / .2 set aside split or k-fold CV, currently eviews needs to have the series in object forms to keep the randomly split data. If you are performing a high number of splits in the data, the workfile can be...
by diggetybo
Sat Jul 16, 2016 9:12 am
Forum: Econometric Discussions
Topic: Optimization Methods
Replies: 0
Views: 1070

Optimization Methods

Hey everyone, I'm dealing with binary response models somewhat regularly and I'm trying to understand different convergence methods. Eviews seems to use newton-marquardt steps. To learn more about this I ran some search engine queries but returned very little, and what was returned was some pay on v...
by diggetybo
Sat Jul 09, 2016 5:11 am
Forum: Estimation
Topic: ROC curve
Replies: 23
Views: 12248

Re: ROC curve

Months later, It dawns on me that its actually the same thread, just the latest page. I didn't notice it had multiple pages and I was confused for a while. So disregard the comment on whether the thread was right or not. That was my bad. Nonetheless, I still have that same error for this ROC curve p...
by diggetybo
Thu Mar 24, 2016 10:16 am
Forum: Estimation
Topic: ROC curve
Replies: 23
Views: 12248

Re: ROC curve

I tried the above code (both eviews 8 and 7 versions) in Eviews 9 and it threw an error to the effect '65 is not a valid index of _____.' So it seems to have issued too many elements to the vector or matrix, because my data set only contains 64 observations. I don't know what it's really doing thoug...
by diggetybo
Mon Mar 21, 2016 9:13 pm
Forum: Add-in Support
Topic: Crossvalid
Replies: 4
Views: 7529

Re: Crossvalid

Hey,

Is it possible to view the eviews code used for k-fold cv somehow?
by diggetybo
Mon Mar 21, 2016 6:29 pm
Forum: Data Manipulation
Topic: Random Split Data
Replies: 10
Views: 3720

Re: Random Split Data

Hey startz, Yea, you're right, the memory is negligible. I think it's mostly curiosity or stubbornness that has me still thinking on the .rnd way, even though the series 'keep' has already proved to work for me. I would suspect though, if you needed many distinct, randomly drawn samples from the dat...
by diggetybo
Mon Mar 21, 2016 5:42 pm
Forum: Data Manipulation
Topic: Random Split Data
Replies: 10
Views: 3720

Re: Random Split Data

Hey, I'm back after having some time to take the sample selections you guys suggested for a test drive. I have some final questions when you have the chance, 1. The rnd < .8 if clause sample seemed very elegant in terms of the coding, so I liked it. However even after I created a sample object in my...
by diggetybo
Mon Mar 21, 2016 8:47 am
Forum: Data Manipulation
Topic: Random Split Data
Replies: 10
Views: 3720

Re: Random Split Data

Oh I understand now, thanks!

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