## Search found 86 matches

Mon Aug 10, 2015 10:28 am
Forum: Programming
Topic: Time varying standard deviation across variables
Replies: 3
Views: 879

### Re: Time varying standard deviation across variables

Thank you.

This provides the standard deviation based on a sample (i.e. N-1).

Is it possible to compute the standard deviation basen on the entire populations (i.e. N)?
Mon Aug 10, 2015 8:11 am
Forum: Programming
Topic: Time varying standard deviation across variables
Replies: 3
Views: 879

### Time varying standard deviation across variables

Consider three monthly time series Y, X and Z from January to August 2015.

I am interested in computing the monthly standard deviation among Y, X and Z and then plot the resulting time series.
It is a standard deviation among three numbers for each month.

How do you program it with Eviews 8? Best.
Wed May 27, 2015 4:51 am
Forum: General Information and Tips and Tricks
Topic: Interaction with fixed effect
Replies: 1
Views: 1958

### Interaction with fixed effect

Considere 3 countries: DE, US and BR For each country I have a specific time series y1, y2, y3 and a global factor z I counstrcut the following panel and I run the following regression: pool model_FE de us br model_FE.ls(cx=f) y1_? y2_? y3_? z_? How do I interact the country fixed effects with the e...
Thu Nov 07, 2013 11:01 am
Forum: General Information and Tips and Tricks
Topic: VAR Data Members
Replies: 9
Views: 3564

### Re: VAR Data Members

There is a bug in eviews 7.2?
Wed Nov 06, 2013 1:43 am
Forum: General Information and Tips and Tricks
Topic: VAR Data Members
Replies: 9
Views: 3564

### Re: VAR Data Members

Version 7.2
Enterprise edition Sep 23 2011 buid
Tue Nov 05, 2013 11:35 am
Forum: General Information and Tips and Tricks
Topic: VAR Data Members
Replies: 9
Views: 3564

### Re: VAR Data Members

These are the number of your VAR x1 x2 x3 Log likelihood -144.4427 -132.9798 -138.4324 Schwarz SC 3.275307 3.041371 3.152648 and these are the values of your scalar sc_x1 = 8.78354 and loglikelihood_x1 = -414.34622 They are very different.
Tue Nov 05, 2013 11:10 am
Forum: General Information and Tips and Tricks
Topic: VAR Data Members
Replies: 9
Views: 3564

### Re: VAR Data Members

Yes, I looked at the Object reference. As said this does not worK:

var example_var.ls 1 2 x1 x2 x3
scalar loglikelihood_x1 = example_var.@eqlogl(1)
scalar SC_x1 = example_var.@sc(1)

The numbers I get are not those reproduced by EVIEWS in its Vector Autoregression Estimates.
Tue Nov 05, 2013 10:36 am
Forum: General Information and Tips and Tricks
Topic: VAR Data Members
Replies: 9
Views: 3564

### VAR Data Members

I need to save the Schwarz criterion and the log likelihood of a specific equation of a VAR.

This for example doe not work:
var example_var.ls 1 2 x1 x2 x3
scalar loglikelihood = example_var.@eqlogl(1)
scalar SC = example_var.@schwarz(1)
Tue Nov 05, 2013 10:30 am
Forum: General Information and Tips and Tricks
Topic: Summation over an index
Replies: 10
Views: 7117

### Re: Summation over an index

Assume that I have 100 scalar values: x1_1, x1_2, ....., x1_100
I would like to get the sum: y = x1_1 + x1_2 + ..... + x1_100
Fri Oct 25, 2013 9:58 am
Forum: General Information and Tips and Tricks
Topic: Summation over an index
Replies: 10
Views: 7117

### Re: Summation over an index

Sorry for the confusion, they are all scalar

I get an error message when I group using this command _*
Fri Oct 25, 2013 9:30 am
Forum: General Information and Tips and Tricks
Topic: Summation over an index
Replies: 10
Views: 7117

### Re: Summation over an index

I KNOW contribution_{!i}_20_1 UP TO contribution_{!i}_20_20

SORRY BUT THIS DOES NOT WORK

for !i = 1 to !n
group g contribution_{!i}_20_*
scalar contribution_{!i}_20_0120 = @rsum(g)
next
Fri Oct 25, 2013 9:04 am
Forum: General Information and Tips and Tricks
Topic: Summation over an index
Replies: 10
Views: 7117

### Re: Summation over an index

I want to sum

y = x1 + x2 + x3 + x4 + ...... x100
Fri Oct 25, 2013 4:08 am
Forum: General Information and Tips and Tricks
Topic: Summation over an index
Replies: 10
Views: 7117

### Summation over an index

I would like to sum over the index j.

Assume you have 100 time series x(j) and you wish to sum over(j):
y = sum(j, x(j))
with the objective to get the following ratio:
contribution(j) = x(j) / y

This in Eviews 7.2 does not work
for !j = 1 to 100
scalar y = @sum(j,x_{!j})
next
Thu Oct 24, 2013 9:37 am
Forum: General Information and Tips and Tricks
Topic: Extract a scalar from a time series
Replies: 1
Views: 1843

### Extract a scalar from a time series

My scalar should be equal to the value of a time series at the end of the sample period. Is there a direct way to address the issue without constructing matrices? Assume that x is a time series. The approach below does not work with Eviews 7.2 %inidate = "09/15/2011" %lastdate = "10/...
Wed Oct 23, 2013 9:22 am
Forum: General Information and Tips and Tricks
Topic: Extract a scalar from a matrix
Replies: 2
Views: 2213

### Re: Extract a scalar from a matrix

scalar r_22_18 = @subextract(M,22,18,22,18)

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