Search found 182 matches

by ecofin
Fri Jan 22, 2016 8:49 am
Forum: Bug Reports
Topic: adjust the large window of bounds test
Replies: 3
Views: 2369

adjust the large window of bounds test

hi,
when i use bounds test the windows appear very large.
by ecofin
Wed Jan 20, 2016 4:58 am
Forum: Add-in Support
Topic: HEGY*
Replies: 7
Views: 9494

Re: HEGY*

Hi NicolasR, thanks for your reply 1- yes i want the output of the regression to analyse the residuals by the equation object :equation: ; (show the equation object in the workfile and in the spool object with the test), can you help me with this; 2- i have seen that in Gretl software we can estimat...
by ecofin
Fri Jan 15, 2016 5:46 am
Forum: Add-in Support
Topic: HEGY*
Replies: 7
Views: 9494

Re: HEGY*

hi, very useful Add-in :D you did a great work 8) , i have some suggestions: 1- could you add Critical values t-stat 1% & 2.5% & 10%, the test do it just with 5%; 2- can extend this Add-in to do the F-stat for all various frequency, Philip Hans & al " Critical values for unit root t...
by ecofin
Wed Jan 13, 2016 10:07 am
Forum: Estimation
Topic: ARFIMA(1,d,0)-GARCH(1,1) error
Replies: 2
Views: 1419

Re: ARFIMA(1,d,0)-GARCH(1,1) error

thanks!
by ecofin
Wed Jan 13, 2016 10:02 am
Forum: Estimation
Topic: ARFIMA(1,d,0)-GARCH(1,1) error
Replies: 2
Views: 1419

ARFIMA(1,d,0)-GARCH(1,1) error

hi,
when i estimate ARFIMA(1,d,0)-GARCH(1,1) error message " Fractional integration terms only allowed in equations estimated using the LS method ", how can estimate it? :cry:
by ecofin
Mon Jan 11, 2016 12:19 pm
Forum: Estimation
Topic: regressors trend in ARDL !
Replies: 3
Views: 1179

Re: regressors trend in ARDL !

sorry, if i am not mistaken the rest. linear trend after estimation the ARDL the regressor of trend should start by 1 not by zero (when i make regressors) in generally the trend start by value one.
you understood me what i mean.
by ecofin
Mon Jan 11, 2016 11:36 am
Forum: Add-in Support
Topic: Spectral Analysis*
Replies: 31
Views: 32377

Re: Spectral Analysis*

thanks a lot.
I'll do it with the 64-bits OS.
by ecofin
Mon Jan 11, 2016 10:07 am
Forum: Estimation
Topic: regressors trend in ARDL !
Replies: 3
Views: 1179

regressors trend in ARDL !

hi,
when i make regressors the trend start by zero to n (n= number of obs), normally the trend start by one to n.
by ecofin
Sat Jan 09, 2016 1:16 pm
Forum: Suggestions and Requests
Topic: some Suggestions#1
Replies: 2
Views: 3948

Re: some Suggestions#1

:D
by ecofin
Fri Jan 08, 2016 7:33 am
Forum: Suggestions and Requests
Topic: some Suggestions#1
Replies: 2
Views: 3948

some Suggestions#1

hi, 1/it is very useful to improve AFRIMA models to estimate a SARFIMA models with two methods in EViews 9.1 (The CSS and The Two-Staged Methods), with "d" and "ds" represent the nonseasonal and seasonal fractionally differences respectively. see the Review Article bellow. 1-1- b...
by ecofin
Thu Jan 07, 2016 11:05 am
Forum: Bug Reports
Topic: Error message open workfile
Replies: 2
Views: 2164

Re: Error message open workfile

thanks for your help
by ecofin
Thu Jan 07, 2016 10:13 am
Forum: Add-in Support
Topic: Spectral Analysis*
Replies: 31
Views: 32377

Re: Spectral Analysis*

hi, thanks a lot for the wokfile 1/ ok! 2/ how can make the cumulative spectral distribution for any series and show the graph? 3/ i use the Dow Jones Industrial Average (DJIA) daily , from 01/10/1928 to 24/01/2014 with 21426 obs, i generate a new series dly=dlog(y), my problem when i use the spectr...
by ecofin
Mon Dec 28, 2015 12:44 am
Forum: Bug Reports
Topic: Error message open workfile
Replies: 2
Views: 2164

Error message open workfile

hi,
when i open the workfile from (http://web.uvic.ca/~dgiles/blog/gas_oil.wf1) the message appears " inernal error 512 512.".
can you help me.
by ecofin
Sun Dec 27, 2015 11:25 am
Forum: Suggestions and Requests
Topic: ARDL bound test
Replies: 20
Views: 21272

Re: ARDL bound test

GOT IT! thanks Mr igor.
by ecofin
Sun Dec 27, 2015 11:19 am
Forum: Add-in Support
Topic: Spectral Analysis*
Replies: 31
Views: 32377

Re: Spectral Analysis*

Dear Mr NicolasR,
this Add-in can make several smoothing window, can you add:
1-Tukey window;
2-Cumulative spectral distribution (http://www.stata.com/support/faqs/graph ... tribution/).
Kind Regards.

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