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by EViews Gareth
Tue Apr 21, 2009 10:49 am
Forum: Data Manipulation
Topic: exportin equation to excell
Replies: 6
Views: 1795

Re: exportin equation to excell

Code: Select all

create u 100

series y=nrnd
series x1=nrnd
series x2=nrnd

equation e1.ls y c x1

equation e2.ls y c x2

for %eqname e1 e2
   freeze(mytab) {%eqname}.stats
   %name = "c:\temp\" + %eqname + "_table"
   mytab.save %name
   d mytab
next

by EViews Gareth
Tue Apr 21, 2009 10:34 am
Forum: Data Manipulation
Topic: exportin equation to excell
Replies: 6
Views: 1795

Re: exportin equation to excell

Best way is to write a program that loops through each of your equations, freezing the results into a table then writing the table to disk as a csv file.
by EViews Gareth
Tue Apr 21, 2009 10:17 am
Forum: Data Manipulation
Topic: exportin equation to excell
Replies: 6
Views: 1795

Re: exportin equation to excell

You're going to have to explain what on earth you mean by that....
by EViews Gareth
Mon Apr 20, 2009 4:23 pm
Forum: Programming
Topic: Lag selection
Replies: 12
Views: 6273

Re: Lag selection

It looks to me as though your comparison code is ok, and it is choosing the correct number of lags. However when you re-estimate the equation at the end of the loop, you are not re-constructing the string containing all of the lags up to that point, rather you are only including the final lag. Thus ...
by EViews Gareth
Mon Apr 20, 2009 4:18 pm
Forum: Data Manipulation
Topic: Uninitialized Column in Data
Replies: 3
Views: 1374

Re: Uninitialized Column in Data

Don't include the series ALPHA01. Stata doesn't like empty series.
by EViews Gareth
Mon Apr 20, 2009 3:31 pm
Forum: Programming
Topic: Lag selection
Replies: 12
Views: 6273

Re: Lag selection

Change: %regs=%regs + " %y(" + @str(!j) + " ) " to: %regs=%regs + %y + "(" + @str(!j) + " ) " Although I'll point out that you probably don't want to include up to zero lags. Regressing Y on Y(0) isn't going to turn out very well. (Well I guess that depends on...
by EViews Gareth
Mon Apr 20, 2009 2:38 pm
Forum: Programming
Topic: Lag selection
Replies: 12
Views: 6273

Re: Lag selection

There are plenty of examples of people doing something similar already. Take a look at the following two posts, for example:

viewtopic.php?f=5&t=290&p=955&hilit=aic#p955

viewtopic.php?f=5&t=220&p=633&hilit=aic#p633
by EViews Gareth
Sun Apr 19, 2009 9:54 pm
Forum: Data Manipulation
Topic: Uninitialized Column in Data
Replies: 3
Views: 1374

Re: Uninitialized Column in Data

Could you post the workfile?
by EViews Gareth
Sat Apr 18, 2009 8:22 am
Forum: Programming
Topic: ARMA model building with AIC and SIC
Replies: 12
Views: 10899

Re: ARMA model building with AIC and SIC

You should take a look at this post:
viewtopic.php?f=5&t=220&p=633
by EViews Gareth
Sat Apr 18, 2009 8:19 am
Forum: Estimation
Topic: NAs in GARCH
Replies: 9
Views: 4632

Re: NAs in GARCH

The most elegant solution is to not have the non-trading days in your workfile, by structuring it as dated with date series.
by EViews Gareth
Fri Apr 17, 2009 5:01 pm
Forum: Estimation
Topic: NAs in GARCH
Replies: 9
Views: 4632

Re: NAs in GARCH

It isn't so much that GARCH requires no NAs, but rather GARCH requires a continuous sample (which is a stronger assumption than no NAs!). This is simply because the GARCH estimation process relies heavily on the fact that each observation has adjacent observations available. GARCH is a dynamic proce...
by EViews Gareth
Thu Apr 16, 2009 2:36 pm
Forum: Estimation
Topic: System GMM
Replies: 7
Views: 4322

Re: System GMM

Just to be clear, are you talking about applying GMM to a system of equations, or are you talking about the Dynamic Panel Data System estimator of Blundell-Bond (if memory serves me correctly). If it is the latter, then no EViews does not do it. Edit: just saw your above post, which means, I guess, ...
by EViews Gareth
Thu Apr 16, 2009 2:13 pm
Forum: Estimation
Topic: system of equations in VAR?
Replies: 4
Views: 2154

Re: system of equations in VAR?

a VAR is just a series of least squares equations, so you can estimate the system by least squares.
by EViews Gareth
Thu Apr 16, 2009 12:13 pm
Forum: Programming
Topic: scalar in smpl
Replies: 7
Views: 4706

Re: scalar in smpl

EViews won't accept a vector as a valid date for a sample. Even though you were only referencing a single element of the vector (i.e. a scalar), EViews only saw it as a vector, so rejected it. There are many cases in EViews programming (actually all programming really) where you, as a human, know th...

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