Search found 49 matches

by EViews Mirza
Mon Nov 26, 2018 5:16 pm
Forum: Estimation
Topic: Obtaining weights with Principal component analysis
Replies: 6
Views: 6298

Re: Obtaining weights with Principal component analysis

I did have another more general question - i understand that EViews can report both the loadings and the eigenvectors, why would these be the same when using the covariance method of PCA? The reason that loadings and eigenvectors can sometimes be identical is because a loading vector is just a scal...
by EViews Mirza
Sun Oct 28, 2018 4:35 pm
Forum: Econometric Discussions
Topic: Student paper, please help!
Replies: 2
Views: 12330

Re: Student paper, please help!

Econometrically, there is no issue if you log only some of your variables. At the end of the day, ARDL is just a LS regression. Nevertheless, the interpretation of what coefficients mean will depend on which variables are logged. Have a look at the attached document to better understand coefficient ...
by EViews Mirza
Tue Oct 16, 2018 8:59 am
Forum: Data Manipulation
Topic: Spool - screen width
Replies: 1
Views: 1546

Re: Spool - screen width

Try this:

Code: Select all

spool.graphmode(type=fixed) X

where "X" stands for some number in inches.

Otherwise, try this:

Code: Select all

spool.graphmode(type=variable)
by EViews Mirza
Mon Oct 15, 2018 3:16 pm
Forum: Estimation
Topic: how does eviews compute pca scores; pc1= index?
Replies: 2
Views: 1669

Re: how does eviews compute pca scores; pc1= index?

In broad strokes, EViews performs the following steps: 1. Compute correlation/covariance matrix (depending on specification chosen), and the default scaling is 1/n as opposed to 1/(n-1). This makes no difference asymptotically, of course. 2. Compute eigenvectors and eigenvalues from the correlation/...
by EViews Mirza
Fri May 04, 2018 9:24 am
Forum: Econometric Discussions
Topic: Trouble with Critical Bounds in ARDL Model
Replies: 1
Views: 1159

Re: Trouble with Critical Bounds in ARDL Model

Hi SANhedrin, I just looked a bit more carefully into your request. The reason that -1 appears is because the Narayan (2005) Applied Economics paper, "The saving and investment nexus for China: evidence from cointegration tests", from which the Narayan tables are obtained, does not support...
by EViews Mirza
Wed Nov 08, 2017 3:31 pm
Forum: Econometric Discussions
Topic: OLS with Newey West(HAC) Covariance method
Replies: 1
Views: 1414

Re: OLS with Newey West(HAC) Covariance method

The statistic next to the F-statistic entry is the usual F-statistic using no HAC adjustment. Thus, the variance of the parameter estimate is sigma^2(X'X)^(-1). The statistic next to the Wald F-statistic entry is the F-statisitc using the HAC variance adjustment. You can adjust the nature of the HAC...
by EViews Mirza
Sun Oct 22, 2017 11:04 am
Forum: Suggestions and Requests
Topic: Wavelet Transform
Replies: 9
Views: 9069

Re: Wavelet Transform

We've made an add-in as a series proc that can do just this! :D You can download the add-in here:

http://www.eviews.com/Addins/addins.shtml
by EViews Mirza
Thu Sep 14, 2017 8:17 am
Forum: Econometric Discussions
Topic: Heteroskedasticity test
Replies: 2
Views: 1510

Re: Heteroskedasticity test

The White test is in many ways a pecial case of the BPG test. Both tests are appropriate, but the BPG allows more flexibility in modelling the nature of heteroscedasticity by explicitly specifying its functional form.
by EViews Mirza
Tue Sep 05, 2017 8:20 pm
Forum: Econometric Discussions
Topic: I(1),I(0) and cointegration
Replies: 3
Views: 1856

Re: I(1),I(0) and cointegration

Actually, we have our own three part blog series on ARDL estimation, and your are strongly encouraged to read it. http://blog.eviews.com/2017/04/autoregressive-distributed-lag-ardl.html?m=1 http://blog.eviews.com/2017/05/autoregressive-distributed-lag-ardl_8.html?m=1 http://blog.eviews.com/2017/05/a...
by EViews Mirza
Wed Aug 30, 2017 3:42 pm
Forum: Econometric Discussions
Topic: Trend-stationarity and cointegration
Replies: 3
Views: 1765

Re: Trend-stationarity and cointegration

Have a look at this document to help you out. Indeed, two trend stationary variables can be co-integrated. What happens, however, is that the cointegrating relationship purges the effect of the deterministic trend. If this was not the case, it would imply the presence of a trend in the cointegrating...
by EViews Mirza
Tue Aug 29, 2017 11:17 am
Forum: Econometric Discussions
Topic: AR and lagged dependent variables
Replies: 2
Views: 1538

Re: AR and lagged dependent variables

OLS Is just an estimation method which may or may not produce consistent estimates. Although I'm not sure of which mostly in particular you refer to in your post, I am almost certain that the inclusion of an AR(1) term in your regression will not invalidate (in terms of consistency) the OLS estimato...
by EViews Mirza
Fri Aug 11, 2017 12:06 pm
Forum: Estimation
Topic: Estimation of the Dynamic Common Correlated Effects Estimator (DCCE)
Replies: 3
Views: 2104

Re: Estimation of the Dynamic Common Correlated Effects Estimator (DCCE)

The procedures of which you speak are generally termed "second generation" panel models. At the moment, these are not available in EViews. Nevertheless, they are on our to-do list and will be introduced in a future release.
by EViews Mirza
Thu Aug 03, 2017 6:58 pm
Forum: Econometric Discussions
Topic: ARDL in Eview 9 and 10.
Replies: 5
Views: 4585

Re: ARDL in Eview 9 and 10.

Please refer to our three part blog post on ARDL estimation. Virtually all of your questions will be answered there if you take the time to study the material carefully. Part 1: http://blog.eviews.com/2017/04/autoregressive-distributed-lag-ardl.html Part 2: http://blog.eviews.com/2017/05/autoregress...
by EViews Mirza
Thu Aug 03, 2017 6:52 pm
Forum: Estimation
Topic: ARDL/ Wald Test Restrctions on Long Run Parameter
Replies: 8
Views: 4140

Re: ARDL/ Wald Test Restrctions on Long Run Parameter

You mean Eviews does not have the capability to conduct a long run Wald test using these variables or any other variables at this time? No! EViews has the capacity to do almost anything you want, however, it may not be automated at the moment and you may have to write the program yourself. What I m...
by EViews Mirza
Thu Aug 03, 2017 10:23 am
Forum: Econometric Discussions
Topic: URGENT ARDL interpretation Issue
Replies: 6
Views: 4409

Re: URGENT ARDL interpretation Issue

NipNip wrote:Does this mean that the coeficient of D(inv) is equal to zero?

-0.117421 INV** = -0.117421 INV(-1) + 0 D(INV).


No! It means the coefficient on D(INV) is the same as for INV(-1). In other words, -0.117421. I made that explicit in my previous post.

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