## Search found 12388 matches

Wed Nov 19, 2008 9:15 am
Forum: Estimation
Topic: Weighting Coefficients
Replies: 2
Views: 2485

### Re: Weighting Coefficients

You can always write out an equation as an expression rather than by list (both in a program and via the dialogs). i.e. ls y c x1 x2 is the same thing as ls y = c(1)+c(2)*x1+c(3)*x2 When written out as an expression you can replace a coefficient with a value, i.e.: ls y = c(1)+0.5*x1 + c(2)*x2 Unfor...
Wed Nov 19, 2008 9:02 am
Forum: Programming
Topic: Panel data export
Replies: 6
Views: 3387

### Re: Panel data export

Is your copy of EViews up-to-date?
Tue Nov 18, 2008 11:33 pm
Forum: Suggestions and Requests
Topic: old style help screens!
Replies: 5
Views: 3658

### Re: old style help screens!

Unfortunately Microsoft, in their wisdom, decided to withdraw support for the old help system from Windows (Vista onwards), thus our hand was forced. We are well aware that the current help system has its flaws, but as of yet have not found a good alternative.
Mon Nov 17, 2008 6:43 pm
Forum: Estimation
Topic: GRS statistic
Replies: 2
Views: 5961

### Re: GRS statistic

No idea what the GRS statistic is personally, but it looks like this might be of help:
http://www.wiwi.uni-tuebingen.de/cms/fi ... e13-06.pdf

(if you haven't already seen it!)
Mon Nov 17, 2008 4:00 pm
Forum: Programming
Topic: Naming Variables in Loop
Replies: 1
Views: 2048

### Re: Naming Variables in Loop

Here you go: spool myspool series obsnum = @obsnum for !i=1 to 134 smpl if @crossid = !i %cxname = alpha(@min(obsnum)) %eqname = "e_" + %cxname equation {%eqname}.ls ssu c price acv items promoacv promounits @trend(1) @expand(period,@dropfirst) easter myspool.append {%eqname}.stats next Wh...
Mon Nov 17, 2008 2:03 pm
Forum: Programming
Topic: Dynamic forecasting with coefficient update in a VEC-model
Replies: 5
Views: 6320

### Re: Dynamic forecasting with coefficient update in a VEC-model

It looks like you're trying to use the model.solve command in the same way you would use an equation.forecast command. Unfortunately the way they work is slightly different. For an equation.forecast, you need to specify the name of the series you wish to forecast into, and, optionally, the name of a...
Mon Nov 17, 2008 10:26 am
Forum: Estimation
Topic: Pool Data and System Estimation
Replies: 10
Views: 5779

### Re: Pool Data and System Estimation

Also, when I try to use @expand(period,@dropfirst) in the system, it says that "period is undefined" I've also tried @expand(period?,@dropfirst) which I think may be incorrect notation, but more precise logic. What is PERIOD? The first thing you tried makes me believe it is a series in yo...
Mon Nov 17, 2008 10:21 am
Forum: Estimation
Topic: Pool Data and System Estimation
Replies: 10
Views: 5779

### Re: Pool Data and System Estimation

I would like to be able to run all these regressions at once, as to speed up this process. Based on the data, I can tell you the variables causing the singularity issue probably have the same number for each observation (perfectly collinear with the constant term). Any ideas? The only solution is t...
Mon Nov 17, 2008 9:13 am
Forum: Programming
Topic: Panel data export
Replies: 6
Views: 3387

### Re: Panel data export

You can use the @effects data member of your equation to save them into a vector:

Code: Select all

`vector cx = eq1.@effects`
Mon Nov 17, 2008 9:08 am
Forum: Estimation
Topic: Pool Data and System Estimation
Replies: 10
Views: 5779

### Re: Pool Data and System Estimation

First off, if the regressions are independent, I think you're probably better off running them individually (and, say, putting the results into a Spool if you want to collate them) than running them simultaneously in a system. There is no easy way to identify which variables are causing your singula...
Sun Nov 16, 2008 10:31 pm
Forum: Suggestions and Requests
Topic: Tolerance Levels and other Collinearity Diagnostics
Replies: 11
Views: 8303

### Re: Tolerance Levels and other Collinearity Diagnostics

We're still contemplating.
Sun Nov 16, 2008 10:31 pm
Forum: Models
Topic: Viewing results of two different scenarios on the same graph
Replies: 2
Views: 2899

### Re: Viewing results of two different scenarios on the same graph

You can use the Compare box in the Proc->Make Graph of a Model Object to include different scenarios.
Sun Nov 16, 2008 10:29 pm
Forum: Models
Topic: Forecasting with Models
Replies: 11
Views: 13545

### Re: Forecasting with Models

I'm not sure I follow this question at all.

The EViews model object can be used for forecasting. You forecast with a model by first creating the model, then solving over the observations you wish to forecast. This doesn't, necessarily have anything to do with resizing the workfile.
Fri Nov 14, 2008 10:02 am
Forum: Programming
Topic: command which gives out p-values?
Replies: 1
Views: 2617

### Re: command which gives out p-values?

You are correct that the in-built stepwise routine only handles linear models. You are also correct that the best way to get the p-values is to compute them using the t-statistics. You should note though, that if you are only interested in the p-values as selection criteria for the stepwise routine,...
Fri Nov 14, 2008 9:03 am
Forum: Programming
Topic: normal bivariate random generator
Replies: 3
Views: 6313

### Re: normal bivariate random generator

Possibly not. Its just a quick way to fill a matrix with (normal) random numbers