Search found 40 matches

by AfonsoRod
Wed May 15, 2019 10:01 am
Forum: Econometric Discussions
Topic: Data with outliers
Replies: 3
Views: 534

Re: Data with outliers

Log is a monotonic transformation. Assuming that your values are all positive, it should make no difference whether you change the sample before or after taking logs. startz, i thought that too, but I have removed the outliers using the @bounds command, and when I transformed my variables into logs...
by AfonsoRod
Wed May 15, 2019 9:44 am
Forum: Econometric Discussions
Topic: Data with outliers
Replies: 3
Views: 534

Data with outliers

Dear all I have a daily dataset from 2009 to 2018, and all my variables have outliers. I want to use the "Inter Quartile Range" to identify the outliers, and then use the @bounds command to remove them. My question is: I have to transform my variables into logs, so should I remove the outl...
by AfonsoRod
Thu Apr 11, 2019 6:49 am
Forum: Econometric Discussions
Topic: Residual Diagnostics on a GARCH model
Replies: 0
Views: 574

Residual Diagnostics on a GARCH model

Dear all, I'm conducting a study to check the impact on the wholesale electricity prices caused by the penetration of the renewable energies in the Portuguese electric system. I have hourly data from 2009 to 2018. My dependent variable is the electricity prices and my explanatory variables are the e...
by AfonsoRod
Thu Feb 28, 2019 8:31 am
Forum: Data Manipulation
Topic: Removing outliers with IQR?
Replies: 2
Views: 536

Re: Removing outliers with IQR?

[UPDATE2]

So, I think I figured it out. i used the following code for my first variable and I think it has done what I wanted:

Code: Select all

series lep = @recode(l_elec_price>3.1310155 and l_elec_price<4.6186515,l_elec_price,na)
by AfonsoRod
Thu Feb 28, 2019 8:11 am
Forum: Data Manipulation
Topic: Removing outliers with IQR?
Replies: 2
Views: 536

Re: Removing outliers with IQR?

[UPDATE] So, I am still trying to understand what codes can I use to remove the outliers from all my variables. Searching through this forum I found this topic where I think he uses the respective code to remove the top 5% from both ends. Can someone help me to write a similar code but, instead of r...
by AfonsoRod
Wed Feb 27, 2019 10:43 am
Forum: Data Manipulation
Topic: Removing outliers with IQR?
Replies: 2
Views: 536

Removing outliers with IQR?

Dear all, I have an hourly data-set covering a ten year period and I am facing a problem with outliers, witch my series contains in a high number. I know that this can be dealt with by using the Inter Quantile Range. Thus, I've calculated the IQR as well as the Lower and Upper Bound by using the fol...
by AfonsoRod
Tue Feb 26, 2019 10:30 am
Forum: Estimation
Topic: Dummy variables for each holiday day?
Replies: 2
Views: 716

Re: Dummy variables for each holiday day?

Hello, I can recommend some commands for creating the dummies. For the annual holidays, series holiday1 = @holiday("jan1") > 0 For the one-time holidays, series holiday2 = @event("2016mar25") > 0 For the annual holidays with a gap, series holiday3 = @holiday("oct5") an...
by AfonsoRod
Tue Feb 26, 2019 9:59 am
Forum: Estimation
Topic: Dummy variables for each holiday day?
Replies: 2
Views: 716

Dummy variables for each holiday day?

Dear all, I have an hourly data-set from 01-Jan-2009 to 31-12-2018 (10 years) for Portugal. I need to create a dummy for each holiday day. Do I have to create a dummy for each day, or is there any simpler way to do that? In the below image you can see every holiday days that were in Portugal from 20...
by AfonsoRod
Tue Feb 26, 2019 9:07 am
Forum: Data Manipulation
Topic: Drop week days?
Replies: 2
Views: 799

Re: Drop week days?

After some navigation through Eviews buttons I figured out how to do it. If anyone is interested you just need to click "proc" - "Structure/Resize Current Page...". Then you just need to change the days to 1 till 5, and Eviews will automatically delete all observations of Saturda...
by AfonsoRod
Tue Feb 26, 2019 8:20 am
Forum: Data Manipulation
Topic: Drop week days?
Replies: 2
Views: 799

Drop week days?

Dear all, I am working on an hourly data-set from 01-Jan-2009 until 31-12-2018. Initially i was working with all 7 days of the week, but now I wanted to see the results when only using the 5 week days (i.e. droping Saturday and Sunday). So, my question is if there is any way of doing that with an Ev...
by AfonsoRod
Wed Jan 30, 2019 3:46 am
Forum: Econometric Discussions
Topic: Regression model with hourly data?
Replies: 0
Views: 309

Regression model with hourly data?

Dear all I am a master students in Economics at Universidade da Beira Interior - Covilhã, Portugal , and I am (trying) to perform an econometric research paper for my master thesis. All this to say that I am new at econometrics and Eviews, so I will probably ask some basic or even dumb questions. If...
by AfonsoRod
Tue Jan 29, 2019 8:52 am
Forum: Econometric Discussions
Topic: Unit Root Tests with structural breaks
Replies: 1
Views: 331

Unit Root Tests with structural breaks

Dear all I have learned that due to the characteristics of some variables and the frequency of some data (for example, monthly) the system is subject to shocks. Thus, the traditional unit root tests (ADF, PP and KPSS) may show inappropriate results, due to the existence of structural breaks in the t...
by AfonsoRod
Wed Jan 23, 2019 3:57 am
Forum: Estimation
Topic: Dummies for day of the week, month and year
Replies: 6
Views: 854

Re: Dummies for day of the week, month and year

You can't give a series a name starting with a number. Call it Y2009 instead. Thank you, that worked. Regarding the "no reason to do this", if the day of the week, month or year can make variables to have a different behavior towards the dependent variable, isn't it a reason to this kind ...
by AfonsoRod
Tue Jan 22, 2019 12:46 pm
Forum: Estimation
Topic: Dummies for day of the week, month and year
Replies: 6
Views: 854

Re: Dummies for day of the week, month and year

If I use the same thing for years i get this error message "(1) is not a valid index for."

The code I used was:

Code: Select all

genr 2009=@year=2009
by AfonsoRod
Tue Jan 22, 2019 12:02 pm
Forum: Estimation
Topic: Dummies for day of the week, month and year
Replies: 6
Views: 854

Dummies for day of the week, month and year

Dear all I have a hourly data covering the period of 01/jan/2009 to 31/dec/2018, and I want to create dummies for each day of the week, each month and each year. For the day of the week and month dummies I have conducted the following codes with success: genr january=@month=1 genr monday=@weekday=1 ...

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