Search found 64 matches

by d952
Tue Dec 31, 2013 2:49 pm
Forum: Data Manipulation
Topic: continuous future contracts
Replies: 35
Views: 11719

Re: Create continuous future contracts

ok
by d952
Tue Dec 31, 2013 1:27 pm
Forum: Data Manipulation
Topic: continuous future contracts
Replies: 35
Views: 11719

Re: Create continuous future contracts

Sorry for the stupid question, but how do I know where the seams are? Im sorry I had to give information about roll-over dates, the problem is that there is not equal dates for contracts expirations, most of the months its 18th or 20th but some months are also 16th, 17th...I tried to attach the his...
by d952
Tue Dec 31, 2013 11:11 am
Forum: Data Manipulation
Topic: continuous future contracts
Replies: 35
Views: 11719

Re: Create continuous future contracts

If I'm understanding what you want to do, I don't think there is anything built-in. If you can give us a better idea of what you'd like to do at the seams, we can probably give you EViews commands to do the adjustment. Thanks for your reply, I want to make 2 types of continuous contracts: 1. the fi...
by d952
Fri Dec 20, 2013 1:03 pm
Forum: Data Manipulation
Topic: continuous future contracts
Replies: 35
Views: 11719

continuous future contracts

Hi my goal is to clear or adjust the continuous future contracts that I have. what I understood until now from reading references is that the usual approach is to "link prices" using either an additive or multiplicative price adjustment. I am using the Quandl continuous contracts database,...
by d952
Tue Dec 10, 2013 9:14 am
Forum: Add-in Support
Topic: GetQuandl
Replies: 17
Views: 20177

Re: GetQuandl

Thanks for your reply, I got another problem. I downloaded plenty of data by getQuandl, then my daily restriction that is 500 API calls for registered API is finished, then I contacted Quandl and asked for more allowance and they gave me 10,000 API calls but still Eviews doesnt allow me to download ...
by d952
Tue Dec 10, 2013 2:42 am
Forum: Add-in Support
Topic: GetQuandl
Replies: 17
Views: 20177

Re: GetQuandl

Dear Gareth, is there a way to update data that we already download from Quandl? Thanks
by d952
Mon Dec 09, 2013 10:27 am
Forum: Add-in Support
Topic: GetQuandl
Replies: 17
Views: 20177

Re: GetQuandl

Sorry it is solved, thanks.
by d952
Mon Dec 09, 2013 9:58 am
Forum: Add-in Support
Topic: GetQuandl
Replies: 17
Views: 20177

Re: GetQuandl

Hi Gareth, I already added GetQuandl to my Eviews8 add-in, I tried to run this codes on Eviews programming windows but it doesnt work, for instance if my quandl code is FOO_3, then I have to write this command: if @wcount(%vars)=0 then @uiprompt("FOO_3") stop endif if @wcount(%vars)>1 then...
by d952
Tue Dec 03, 2013 8:01 am
Forum: Programming
Topic: Syntax Error in logl DCC
Replies: 1
Views: 1846

Syntax Error in logl DCC

Dear all Im trying to run below codes for DCC-GARCH model, it goes well for GARCH(1,1) estimations for each equation, but in the second step when I open a logl object and I try to run the codes related to log likelihood it says: syntax error in logl dcc, its very strange because I real all discussio...
by d952
Sat Nov 23, 2013 3:28 pm
Forum: Estimation
Topic: State space programming tutorial
Replies: 1
Views: 3211

State space programming tutorial

Hello all I am trying to learn programming in Eviews for implementing State Space and Kalman filter techniques, but it seems that its pretty complicated, I read the Eviews guide for this section but still I have plenty of questions, does any one can introduce me a good tutorial for state space progr...
by d952
Thu Nov 21, 2013 7:39 am
Forum: Estimation
Topic: Stock and Watson Time Varying Parameter Model
Replies: 0
Views: 1055

Stock and Watson Time Varying Parameter Model

Dear all
I am trying to do a time varying parameter estimation with using a Stock and Watson (1996) model with Kalman filter, is there command for that on Eviews?

Thank you in advance
by d952
Wed Nov 13, 2013 1:47 am
Forum: Econometric Discussions
Topic: Time varying coefficient ARCH and DCC models
Replies: 0
Views: 1272

Time varying coefficient ARCH and DCC models

Dear Gareth and Moderator I would like to know that is there codes available in Eviews to perform Time Varying coefficients ARCH and Dynamic Conditional Corelation (DCC) type models? I know that Marcov-Switching model do the same thing, but what I need is a technique that choose switching times auto...
by d952
Wed Jan 16, 2013 6:09 pm
Forum: Estimation
Topic: Dynamic Panel Data Residual tests
Replies: 8
Views: 11702

Re: Dynamic Panel Data Residual tests

Hello every one

I am in the same problem as well! I used Arenallo-Bond panel GMM estimator however, I can not find any way to do first and second order auto correlation test with Eviews, I would appreciate alot if some one tell me is it possible to do it manually with Eviews?

Thanks every one
by d952
Fri Sep 14, 2012 6:28 am
Forum: General Information and Tips and Tricks
Topic: Frequency Conversion
Replies: 43
Views: 109230

Re: Frequency Conversion

Dear Eviews I hope you are still active on this post. I am very confused to choose the appropriate conversion method for my data, I have annual data on "crude oil proved reserves" and going to convert it to quarterly data. This variable doesnt change easily and doesnt have fluctuation, but...
by d952
Sun Aug 26, 2012 5:21 pm
Forum: Econometric Discussions
Topic: panel Granger causality model
Replies: 21
Views: 18891

Re: panel Granger causality model

Dear Amana

in order to perform any test you need to have one dependent variable and the rest are explanatory variables, in your model, first you have to know that what exactly you want to do, you want to examine the causality effects of variables in which variable? what is your hypothesis?

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