Search found 96 matches

by EViews Rebecca
Mon Mar 14, 2016 5:20 pm
Forum: Programming
Topic: AECM
Replies: 6
Views: 1932

Re: AECM

What you're asking goes beyond our normal help. Did you produce your current results using the TARCOINT add-in? If so I suggest going to the add-in section of the forum and asking your question there.
by EViews Rebecca
Wed Mar 09, 2016 12:37 pm
Forum: Programming
Topic: AECM
Replies: 6
Views: 1932

Re: AECM

It will help me point you in the right direction if I know what you are trying to accomplish.
by EViews Rebecca
Fri Mar 04, 2016 11:50 am
Forum: Programming
Topic: AECM
Replies: 6
Views: 1932

Re: AECM

In what context are you trying to estimate an AECM?
by EViews Rebecca
Thu Feb 04, 2016 11:21 am
Forum: Add-in Support
Topic: Fama-MacBeth regression
Replies: 156
Views: 95134

Re: Fama-MacBeth regression

1) So avgrets is created from another variable. Where does this variable get deleted?
2) Read the For loop section in http://www.eviews.com/help/helpintro.ht ... 74.08.html
by EViews Rebecca
Wed Feb 03, 2016 11:33 am
Forum: Add-in Support
Topic: Fama-MacBeth regression
Replies: 156
Views: 95134

Re: Fama-MacBeth regression

1) Where is avgrets created? Can you locate this?
2) Write out the code to graph one of the plots you want.
by EViews Rebecca
Mon Feb 01, 2016 4:19 pm
Forum: Add-in Support
Topic: Fama-MacBeth regression
Replies: 156
Views: 95134

Re: Fama-MacBeth regression

1) comment out the line in the program that deletes avgrets
2) put your graph command into a loop, and add the graphs to the spool one at a time
by EViews Rebecca
Thu Jan 28, 2016 12:37 pm
Forum: Add-in Support
Topic: Fama-MacBeth regression
Replies: 156
Views: 95134

Re: Fama-MacBeth regression

1) The equation objects for the first step of the Fama-MacBeth regression are stored in the beta_summary spool object. The second step of the regression does not use the equation object (see the 'fmb()' function).

2) What exactly are you trying to plot?
by EViews Rebecca
Mon Jan 25, 2016 2:32 pm
Forum: Estimation
Topic: Problem with lags in SETAR model
Replies: 18
Views: 4623

Re: Problem with lags in SETAR model

Are you saying you ran the above and got an error? What exactly did you enter?
by EViews Rebecca
Mon Jan 25, 2016 1:15 pm
Forum: Estimation
Topic: Problem with lags in SETAR model
Replies: 18
Views: 4623

Re: Problem with lags in SETAR model

If I understand you correctly, indicator(-1), indicator(-2), etc are your threshold regressors. Then you want, for example: Dependent variable followed by list of threshold regressors: indicator indicator(-1) List of non-threshold regressors: c Threshold variable specification 1 4 This is all explai...
by EViews Rebecca
Mon Jan 25, 2016 12:26 pm
Forum: Estimation
Topic: Problem with lags in SETAR model
Replies: 18
Views: 4623

Re: Problem with lags in SETAR model

What are the variable names of your threshold regressors? Are you trying to test all delays from 1 to 4, or one at a time? You indicate both in your previous posts.
by EViews Rebecca
Mon Jan 25, 2016 11:30 am
Forum: Estimation
Topic: Problem with lags in SETAR model
Replies: 18
Views: 4623

Re: Problem with lags in SETAR model

What are your threshold regressors (what are the variable names)?
by EViews Rebecca
Thu Nov 12, 2015 2:43 pm
Forum: Add-in Support
Topic: Portfolio backtesting
Replies: 0
Views: 3913

Portfolio backtesting

This thread is about the portfolio backtesting add-in that performs simple backtesting of a set of portfolio positions and associated market returns in EViews.
by EViews Rebecca
Mon Oct 19, 2015 10:44 am
Forum: Add-in Support
Topic: Fama-MacBeth regression
Replies: 156
Views: 95134

Re: Fama-MacBeth regression

There are many ways to interpolate or extrapolate your data, depending on your situation. If you only care about filling in your missing data and are not concerned with look-ahead bias, EViews has several built-in interpolation/frequency conversion routines: http://www.eviews.com/help/helpintro.html...
by EViews Rebecca
Wed Sep 30, 2015 4:05 pm
Forum: Add-in Support
Topic: Fama-MacBeth regression
Replies: 156
Views: 95134

Re: Fama-MacBeth regression

I noticed that your workfile only has one dependent variable. Fama-MacBeth is intended for a portfolio of assets. Using only one asset will lead to problems in the cross-sectional regression step. See Equation 2 in the doc.
by EViews Rebecca
Mon Sep 28, 2015 11:13 am
Forum: Add-in Support
Topic: Fama-MacBeth regression
Replies: 156
Views: 95134

Re: Fama-MacBeth regression

Can you post your workfile?

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