## Search found 86 matches

Mon Jun 03, 2019 4:29 am
Forum: Econometric Discussions
Topic: Estimating risk premium with GMM
Replies: 0
Views: 1257

### Estimating risk premium with GMM

QUESTION: Can GMM in Eviews solve over-identified systems? The estimation of risk premia as suggested by Cochrane (2000) - "Asset Pricing" on page 225 - requires to estimate an over-identified system of equations. However, when trying to estimate a risk premium with GMM, I get a "Nea...
Thu Feb 14, 2019 6:39 am
Forum: General Information and Tips and Tricks
Topic: Program a regression line in a scatter plot
Replies: 3
Views: 3488

### Re: Program a regression line in a scatter plot

When I plot the chart, essentially they are a group of variables.
Unfortunately, if I change the sample period, also the chart changes.

Is it possible to freeze the cross-plot with the regression line as Figures?
Wed Feb 13, 2019 8:54 am
Forum: General Information and Tips and Tricks
Topic: Program a regression line in a scatter plot
Replies: 3
Views: 3488

### Re: Program a regression line in a scatter plot

Perfect.

Is there a possibility to show the coefficients and the R2?

Is there a possibility to relabel the axis: for example Y is OUTPUT and X is PRICES?
Wed Feb 13, 2019 8:25 am
Forum: General Information and Tips and Tricks
Topic: Program a regression line in a scatter plot
Replies: 3
Views: 3488

### Program a regression line in a scatter plot

I would like to create a scatter plot between Y and X and add a regression line

graph FIG.scat Y X

Whats is the programming lines needed to add the regression line to the chart (FIG)?
Wed Jan 30, 2019 3:20 pm
Forum: General Information and Tips and Tricks
Topic: Fill in a vector with a large number of scalars
Replies: 1
Views: 3021

### Fill in a vector with a large number of scalars

I would like to save and store one coefficient of the equation below in a vector(200) in order to generate a graph. I generate n numbers of scalars, which I then try to put together in a vector. However, the last part of the code is not working properly. It gives me a constant, namely the last esti...
Thu Nov 22, 2018 11:06 pm
Forum: General Information and Tips and Tricks
Topic: Stars on coefficients' significance
Replies: 1
Views: 7031

### Stars on coefficients' significance

Is it possible to program stars (***, **, *) on coefficients, if the correspondent t-stat is greater than xxx, xx, x (where x are numbers)?

The objective is to construct a table after estimating an equation (i.e. eq1) such as

EQ1
intercept 1.2****
alfa 3.2**
Thu Jun 28, 2018 12:10 am
Forum: General Information and Tips and Tricks
Topic: NA versus zero values
Replies: 4
Views: 2478

### Re: NA versus zero values

Yes, SERIES3 has NAs for the same observations that SERIES1 did originally
Sat Jun 23, 2018 12:47 am
Forum: General Information and Tips and Tricks
Topic: NA versus zero values
Replies: 4
Views: 2478

### NA versus zero values

I have some time series that in some periods have "NA" I set the "NA" to zero with the following expression: smpl @all if SERIES1 =NA genr SERIES1 = 0 However, when I sum SERIES1 with another complete SERIES2, the generated SERIES3 has exactly the "NA" of SERIES1: SERIE...
Wed Mar 21, 2018 10:20 am
Forum: Programming
Topic: Import a large number of excel files
Replies: 8
Views: 1940

### Re: Import a large number of excel files

Import is not stable: Eviews crashes. I continue to prefer read smpl {%startdate2} {%lastdate} for %series 1 2 3 4 5 6 7 8 9 10 11 12 13 read(e,c2,s={%series}_) OECD_CLI_EA.xls CLI_{%series} next rename cli_1 cli_AT rename cli_2 cli_BE rename cli_3 cli_DE rename cli_4 cli_EA rename cli_5 cli_ES rena...
Wed Mar 21, 2018 9:51 am
Forum: Programming
Topic: Import a large number of excel files
Replies: 8
Views: 1940

### Re: Import a large number of excel files

Steve,

I am not sure I understand your point.

I have imported the first file

import OECD_CLI_EA.xls range="1_!c2:c187" @smpl {%startdate2} {%lastdate} @rename series01 cli_AT

Is there a loop I can create around range="1_!c2:c187"
Wed Mar 21, 2018 1:45 am
Forum: Programming
Topic: Import a large number of excel files
Replies: 8
Views: 1940

### Import a large number of excel files

I need to import a large number of excel files with sheets numbered from 1_ to 100_ Is there an efficient way to import them? The tentative approaches below give me an error for !i = 1 to 100 read(e,c2,s={!i}_) OECD_CLI_EA.xls CLI_{!i} next for !i = 1 to 100 read(e,c2,s=!i_) OECD_CLI_EA.xls CLI_!i n...
Fri Mar 16, 2018 12:48 am
Forum: Programming
Topic: Save tables in specific excel worksheets
Replies: 7
Views: 2067

### Re: Save tables in specific excel worksheets

It would be useful if the Eviews team could create a piece of programme, which allows to export n tables in n different sheets of the same excel file, such as

for %table 1 2 3
filename.save(r=x:y, t=xls, sheet{%table}) c:\files\table
next
Wed Mar 14, 2018 10:45 am
Forum: Programming
Topic: Save tables in specific excel worksheets
Replies: 7
Views: 2067

### Re: Save tables in specific excel worksheets

but this does not allow me to create many worksheets.

I would like to save tables t1, t2, t3 ... t100, in the same excel file but in different worksheets automatically.
Wed Mar 14, 2018 1:01 am
Forum: Programming
Topic: Save tables in specific excel worksheets
Replies: 7
Views: 2067

### Re: Save tables in specific excel worksheets

If I am not mistaken the thread is for time series. I do not want to export a time series, but a table created in Eviews. Assume that I have created a table labeled "Tabletobesaved" and I would like to export this table in an excel file called macro.xls and in a sheet labeled worksheet1. T...
Tue Mar 13, 2018 3:17 pm
Forum: Programming
Topic: Save tables in specific excel worksheets
Replies: 7
Views: 2067

### Save tables in specific excel worksheets

I would like to save tables t1, t2 and t3 in the same excel file but in different worksheets.

How can I modify the following code which save the tables in three different excel files?

for %endvar 1 2 3
t{%endvar}.save(r=A1:L23, t=csv) t{%endvar}
next

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