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by EViews Gareth
Thu Sep 26, 2019 7:26 am
Forum: Data Manipulation
Topic: Sort panel data
Replies: 2
Views: 154

Re: Sort panel data

Not really.

You could restructure the panel as an undated panel, and then have the time and cross-section identifiers in any order you want, but then you'll lose all date functionality.
by EViews Gareth
Mon Sep 23, 2019 2:04 pm
Forum: Data Manipulation
Topic: Box Plot
Replies: 1
Views: 82

Re: Box Plot

Yes, then do a categorical graph with @obsid as the within factor.
by EViews Gareth
Wed Sep 18, 2019 9:24 am
Forum: Estimation
Topic: EGARCH Log-likelihood calculation
Replies: 2
Views: 113

Re: EGARCH Log-likelihood calculation

For eGARCH the first observation for the variance is calculated as:

Code: Select all

log_garch = omega + alpha*sqrt(2/pi) + beta*log_garch0


If you change your cell value in C3 to:

Code: Select all

=EXP($M$2+$M$3*ABS(SQRT(2/PI())+$M$4*LN(C2)))

you should match (up to rounding error)
by EViews Gareth
Wed Sep 18, 2019 3:36 am
Forum: Programming
Topic: Graphing swap rates.
Replies: 1
Views: 89

Re: Graphing swap rates.

You're going to have to explain that better.
by EViews Gareth
Wed Sep 18, 2019 3:35 am
Forum: Programming
Topic: graphing different years in the same figure
Replies: 1
Views: 90

Re: graphing different years in the same figure

You'll have to use lags to line them all up.

Something like:

Code: Select all

smpl 2019 2019
series x_2018 = x(-12)
series x_2017 = x(-24)
series x_2016 = x(-36)
by EViews Gareth
Tue Sep 17, 2019 1:06 pm
Forum: Data Manipulation
Topic: How do I estimate Newey West Standard Errors for a VAR in Eviews?
Replies: 6
Views: 242

Re: How do I estimate Newey West Standard Errors for a VAR in Eviews?

startz wrote:Since a VAR is just a set of ols regressions, you can just run each of the regressions and choose Newey-West standard errors.


But you'll miss out on all the juicy VAR goodness, like impulse responses
by EViews Gareth
Fri Sep 13, 2019 6:42 am
Forum: Bug Reports
Topic: Missmatching of Data
Replies: 2
Views: 116

Re: Missmatching of Data

Almost certainly not a bug, but just something you’re doing incorrectly during the data import.
by EViews Gareth
Wed Sep 11, 2019 5:42 am
Forum: Bug Reports
Topic: Issue with VAR/VECM Decomposition
Replies: 5
Views: 298

Re: Issue with VAR/VECM Decomposition

Could you provide the workfile as well as the version and build date of EViews (Help->About EViews)?
by EViews Gareth
Wed Sep 11, 2019 5:20 am
Forum: Programming
Topic: smpl YTD
Replies: 2
Views: 156

Re: smpl YTD

Sounds like you just want the @ytd function?

http://www.eviews.com/help/helpintro.ht ... tions.html
by EViews Gareth
Wed Sep 11, 2019 5:15 am
Forum: Estimation
Topic: Non linear least squares for a system of equations
Replies: 5
Views: 202

Re: Non linear least squares for a system of equations

Hard to say without the data and specification
by EViews Gareth
Wed Sep 11, 2019 1:59 am
Forum: Add-in Support
Topic: Kilian add-in
Replies: 4
Views: 896

Re: Kilian add-in

Will be a week or so
by EViews Gareth
Wed Sep 11, 2019 1:59 am
Forum: Estimation
Topic: Non linear least squares for a system of equations
Replies: 5
Views: 202

Re: Non linear least squares for a system of equations

Sounds like you have all NAs for data or at the initial parameter values
by EViews Gareth
Wed Sep 11, 2019 1:45 am
Forum: Estimation
Topic: Non linear least squares for a system of equations
Replies: 5
Views: 202

Re: Non linear least squares for a system of equations

EViews will automatically use Nlls

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