Search found 46 matches

by EViews Mirza
Mon Jul 17, 2017 4:20 pm
Forum: Econometric Discussions
Topic: URGENT ARDL interpretation Issue
Replies: 6
Views: 3379

Re: URGENT ARDL interpretation Issue

This just means that if your model has variables which are chosen to have zero lags, they have a special interpretation. In your particular case, for instance, the coefficient associated with INV** is -0.117421. The note basically says that: -0.117421 INV** = -0.117421 INV(-1) -0.117421D(INV). Accor...
by EViews Mirza
Mon Jul 17, 2017 4:14 pm
Forum: Programming
Topic: time-varying cointegration
Replies: 1
Views: 991

Re: time-varying cointegration

At the moment, time-varying nonstationary estimation is not something that is directly supported, but a custom code using kernel weighting can be programmed in EViews. Eventually, we hope to implement native estimation procedures of the type you've mentioned here.
by EViews Mirza
Mon Jul 17, 2017 12:41 pm
Forum: Programming
Topic: Opening Error Correction Form after ARDL
Replies: 1
Views: 961

Re: Opening Error Correction Form after ARDL

You're right, the

Code: Select all

.ecreg
command was not displaying the Error Correction table. We have resolved the issue and a fix will be released with the next patch.
by EViews Mirza
Tue Jul 11, 2017 5:17 pm
Forum: Econometric Discussions
Topic: VAR nonstationary series
Replies: 2
Views: 1343

Re: VAR nonstationary series

Yes, they can.
by EViews Mirza
Sun May 14, 2017 9:14 am
Forum: Econometric Discussions
Topic: Cointergration - what is the process?
Replies: 1
Views: 859

Re: Cointergration - what is the process?

You need to run a test for cointegration; either Engle-Granger, Johansen, or ARDL (Bounds Test).
by EViews Mirza
Wed May 03, 2017 8:53 am
Forum: Programming
Topic: loop with @daycount
Replies: 16
Views: 4268

Re: loop with @daycount

Again, you are confusing string variables and numeric values. @daycount takes on a string argument. However, this time, your loop is running through %d which are already in string format. You cannot use @str(%d) @str() converts numeric values to strings, but %d is already a string. Secondly, to get ...
by EViews Mirza
Mon May 01, 2017 8:58 am
Forum: Programming
Topic: loop with @daycount
Replies: 16
Views: 4268

Re: loop with @daycount

The function @daycount("weekday range") takes on a string argument. Thus, your loops will never work because you're feeding a numeric value where a string should hold. Here's the code you're looking for:

Code: Select all

for !i=1 to 5
series d0!m=@daycount(@str(!i))
next
by EViews Mirza
Sat Apr 29, 2017 12:40 pm
Forum: Programming
Topic: Create a time trend
Replies: 17
Views: 7412

Re: Create a time trend

Sure. Thank you. Ok, I've played with your data, and there are a few things I noticed. You are using daily data (5 day week) from January 4, 2010 to April 26, 2017, with a total of 1829 observations. However, the graphs you generated, and the estimation you conducted, was on the sample running from...
by EViews Mirza
Fri Apr 28, 2017 4:43 pm
Forum: Econometric Discussions
Topic: Please help! Difficulty interpreting ADF and KPSS test results
Replies: 2
Views: 1882

Re: Please help! Difficulty interpreting ADF and KPSS test results

Given your prob. value of the ADF test, you will most certainly NOT reject the null of a unit root for any reasonable significance levels. On the other hand, the null of the KPSS test is stationarity, but your statistic 2.416 is in the rejection region, so you will reject the null of stationarity an...
by EViews Mirza
Fri Apr 28, 2017 4:11 pm
Forum: Programming
Topic: Create a time trend
Replies: 17
Views: 7412

Re: Create a time trend

maragloria wrote:Here's the problem I'm having, and the reason I started suspecting the trend issue.


Could you provide the data you are working with in this example?
by EViews Mirza
Fri Apr 28, 2017 2:41 pm
Forum: Programming
Topic: Create a time trend
Replies: 17
Views: 7412

Re: Create a time trend

But does it matter as long as the trend uses in making the cointegrating relationship is the same trend that was used during estimation? Indeed. Any deterministic dynamics (such as trends) used in estimation, must be identical to those used in deriving the EC term, otherwise, the model being sugges...
by EViews Mirza
Wed Apr 26, 2017 9:01 am
Forum: Econometric Discussions
Topic: Cross-Sectional data
Replies: 4
Views: 1861

Re: Cross-Sectional data

startz wrote:These tests are generally only used for time series data, and probably don't apply here.


Not entirely true. Suppose I have cross sectional data with dummies on males and females. A Chow test could be used to test whether a parameter of interest is different between these two groups.
by EViews Mirza
Wed Apr 26, 2017 8:47 am
Forum: Econometric Discussions
Topic: Cross-Sectional data
Replies: 4
Views: 1861

Re: Cross-Sectional data

Testing for changes can take on several forms, but the most popular are break-point changes. The simplest among them is the Chow test if you know (suspect) and can specify where in the data the breakpoint happens. Alternatively, the more complicated ones are the Quandt-Andrews test and the Multiple ...
by EViews Mirza
Tue Apr 25, 2017 6:38 pm
Forum: Estimation
Topic: Issue with ARDL model after the latest EVIEWS update
Replies: 1
Views: 917

Re: Issue with ARDL model after the latest EVIEWS update

Dear Vincent, While ARDL has been a very popular feature in EViews, several users have rightly reported that our earlier implementation, whilst matching prevailing implementations, was not entirely conforming to theory. Our latest patch has corrected for these differences and the latest implementati...

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