## Search found 88 matches

Fri Apr 28, 2017 4:00 pm
Forum: Programming
Topic: Create a time trend
Replies: 17
Views: 10908

### Re: Create a time trend

Here's the problem I'm having, and the reason I started suspecting the trend issue. I'm running ARDL estimation (including a linear trend) where I'm mostly interested in the long-run relationship. I obtained the "Cointegration graph", but the scale do not make sense (it's way too big): evw...
Fri Apr 28, 2017 2:14 pm
Forum: Programming
Topic: Create a time trend
Replies: 17
Views: 10908

### Re: Create a time trend

In this case, yes, as you can see in the file: column K (and L), gives the EC using a trend set at the beginning of the range, while column M gives the EC with trend set at beginning of sample.
Fri Apr 28, 2017 2:08 pm
Forum: Programming
Topic: Create a time trend
Replies: 17
Views: 10908

### Re: Create a time trend

Thanks for your prompt reply. I understand that one can specify @trend with the date where one would like to start, but what to do in the context of cointegration estimation where one chooses to use the specification with trend? I just realized that in the context of ARDL estimation, the EC obtained...
Fri Apr 28, 2017 1:19 pm
Forum: Programming
Topic: Create a time trend
Replies: 17
Views: 10908

### Re: Create a time trend

Hello Gareth, I would like to clarify a doubt: @trend starts from zero according to the range or the sample? I've just run the function and realized that if sample < range, @trend starts from zero from the beginning of the range. This happens with linear trends in cointegration estimations as well. ...
Wed Apr 12, 2017 12:59 pm
Forum: Programming
Topic: ardl command - error message
Replies: 7
Views: 2058

### Re: ardl command - error message

Hello Gareth,

I've just updated to EViews 9.5. I noticed that, EViews 9.5 no longer readily provides the "adjustement speed" coefficient (CointEq(-1), EViews 9 manual II, p. 293). It was quite useful to have that. How can I get that coefficient with EViews 9.5?

Thanks again,

Mara
Wed Apr 12, 2017 11:37 am
Forum: Programming
Topic: ardl command - error message
Replies: 7
Views: 2058

### Re: ardl command - error message

I should update to 9.5, right?
Wed Apr 12, 2017 11:36 am
Forum: Programming
Topic: ardl command - error message
Replies: 7
Views: 2058

### Re: ardl command - error message

Please ignore my post. I found the mistake. Many thanks!
Wed Apr 12, 2017 11:28 am
Forum: Programming
Topic: ardl command - error message
Replies: 7
Views: 2058

### ardl command - error message

Hi there, I'm getting the following error message : "Equation or VAR specification is incomplete in "EQUATION REERNFA_AU.ARDL(DEPLAGS=3, REGLAGS=3, FIXED) REERLN_AU NFA_AU TOTLN_AU" When running the command: equation reernfa_au.ardl(deplags=3, reglags=3, fixed) reerln_au nfa_au totln_...
Wed Apr 12, 2017 10:00 am
Forum: Program Repository
Topic: Gregory-Hansen Cointegration Test
Replies: 106
Views: 127012

### Re: Gregory-Hansen Cointegration Test

Hello startz,

Sorry, I can't grasp the implications of your answer. What should I do to fix the problem?

Best regards, Mara
Tue Apr 11, 2017 3:33 pm
Forum: Program Repository
Topic: Gregory-Hansen Cointegration Test
Replies: 106
Views: 127012

### Re: Gregory-Hansen Cointegration Test

I found this post; Thinking my problem was related, I run you suggestion but I still get the same error message.

Thanks again.

Capture.PNG (30.75 KiB) Viewed 9400 times
Tue Apr 11, 2017 3:15 pm
Forum: Program Repository
Topic: Gregory-Hansen Cointegration Test
Replies: 106
Views: 127012

### Re: Gregory-Hansen Cointegration Test

Hello Trubador, Thanks very much for your code. I'm using EViews 9 and I got the following error message: "Near singular matrix error. Regressors may be perfectly collinear in "DO_ GHC.LS Y C (@TREND>9-2) G" I've tested for different values of scalar Model (2 to 4); the same error mes...
Tue Apr 04, 2017 3:30 pm
Forum: Estimation
Topic: Pooled Mean Group - PMG (PSS, 1999) vs. CS-ARDL/CS-DL (CMPR, 2015)
Replies: 0
Views: 1240

### Pooled Mean Group - PMG (PSS, 1999) vs. CS-ARDL/CS-DL (CMPR, 2015)

Hi there, I would like to clarify a doubt I have concerning the PMG estimator in a panel setting. I'm using Eviews 9.5. In the EViews 9 Userâ€™s Guide II (p. 838), it is stated that PMG (43.1 & 43.2) is appropriate in cases where there's correlation between the mean-differenced regressors and the ...
Thu Mar 23, 2017 10:30 am
Forum: Programming
Topic: Tracking different samples with if statement
Replies: 3
Views: 1314

### Re: Tracking different samples with if statement

This is great! Thanks for all your suggestions.
Thu Mar 23, 2017 8:22 am
Forum: Programming
Topic: Tracking different samples with if statement
Replies: 3
Views: 1314

### Re: Tracking different samples with if statement

Actually, the code I posted is not doing what I intend. Your help would be really appreciated. Thanks!
Thu Mar 23, 2017 5:43 am
Forum: Programming
Topic: Tracking different samples with if statement
Replies: 3
Views: 1314

### Tracking different samples with if statement

Hi there, I wrote the following code to assign different values to matrix temp in different samples. I would like some suggestions to simplify the if statement below: %sample1 = "1999q1 2001q4" %sample2 = "2002q1 2004q4" for %1 %2 {%sample1} {%sample2} smpl {%1} {%2} %currsmpl = ...

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