Search found 85 matches

by NicolasR
Sat Jan 09, 2016 2:42 pm
Forum: Add-in Support
Topic: Spectral Analysis*
Replies: 31
Views: 24531

Re: Spectral Analysis*

2. The spool "signal_tests" contains the graph and tabulate of the C.S.D you can extract any of them from the spool. dlg.spectral(t,criteria=4,individual) signal_tests.extract(csd) graph_3 3. I can get the spectrum of the log returns using the Hamming window. The error of the out of memory...
by NicolasR
Sat Jan 02, 2016 4:28 pm
Forum: Programming
Topic: Standard errors for structural VAR
Replies: 4
Views: 2897

Re: Standard errors for structural VAR

Hi, I am estimating some impulse response functions with an SVAR model with short-run restriccions, I want to obtain the confidence intervals for the responses with monte carlo, but when I select the option the interval does not apper. Is it possible to obtain the confidence intervals with the model...
by NicolasR
Tue Dec 29, 2015 11:01 am
Forum: Add-in Support
Topic: Spectral Analysis*
Replies: 31
Views: 24531

Re: Spectral Analysis*

Hi, The Hamming and Hann windows are special cases of the Tukey, do you mean a box to insert the parameter of the Tukey window? The add-in already estimate the cumulative spectral distribution, is the distribution showed in the Normalized Integrated spectrum test which is the same as the wntestb com...
by NicolasR
Mon Oct 26, 2015 6:21 pm
Forum: Add-in Support
Topic: HEGY*
Replies: 7
Views: 7501

HEGY*

This thread is about the HEGY add-in which performs seasonal unit root tests. The add-in works with biannual, quarterly or monthly data. The add-in contains the option to obtain the critical value by Monte Carlo, time of the simulations depend mostly on the number of observations but in general they...
by NicolasR
Mon Oct 26, 2015 6:14 pm
Forum: Add-in Support
Topic: STAR*
Replies: 50
Views: 27651

Re: STAR*

The specification you posted does not run because you only have 35 observations, since the tests are based on expansions that use variables combination and exponentials, like the RESET test, the testing procedure cannot be performed, you can bring out some variables, nevertheless I recommend you to ...
by NicolasR
Thu Oct 15, 2015 7:06 pm
Forum: Add-in Support
Topic: STAR*
Replies: 50
Views: 27651

Re: STAR*

Masume:

What do you mean by ommitted?, the first two linear variables are the dependent variable and the constant. ¿What did you tried to do to get the over flow error?, please post your workfile.
by NicolasR
Tue Sep 29, 2015 5:37 pm
Forum: Econometric Discussions
Topic: Fitting Distributions
Replies: 5
Views: 1859

Re: Fitting Distributions

Or you can estimate the parameters of a distribution by ML and compare the information criteria with other estimations, in case that you do not find the distribution you want in the option that startz suggests. wfcreate u 1 1000 genr z=nrnd*2+5 logl normal normal.append @logl logl1 normal.append res...
by NicolasR
Tue Sep 22, 2015 8:06 pm
Forum: Add-in Support
Topic: STAR*
Replies: 50
Views: 27651

Re: STAR*

Hi Louisa, For the example 1, after installing the add-in just entee in the command window: vector(11) sv=1 z.star(variables=x x(-1) x(-2),transition=x(-1),lstr,evaluation,sv=sv) ¿Which version of Eviews are you using? ¿Of which fields to fill do you have questions? all of them are explained if the ...
by NicolasR
Wed Jul 29, 2015 7:08 pm
Forum: Add-in Support
Topic: STAR*
Replies: 50
Views: 27651

Re: STAR*

Check the appendix c of user guide II, estimation and solution options.

Regards.
by NicolasR
Fri Jul 17, 2015 10:31 am
Forum: Program Repository
Topic: bivariate normals
Replies: 2
Views: 3263

Re: bivariate normals

Hi,

Thanks for the code, I'm using it to run some multivariate simulations, but I have a question, the code is based in the method that use the cholesky decomposition?

Regards.
by NicolasR
Fri Jul 10, 2015 4:48 pm
Forum: Add-in Support
Topic: STAR*
Replies: 50
Views: 27651

Re: STAR*

In the edit box you only enter the name of the vector object i.e. starting_values
by NicolasR
Fri Jul 10, 2015 10:30 am
Forum: Add-in Support
Topic: STAR*
Replies: 50
Views: 27651

Re: STAR*

If you click Add-ins->Manage add-ins-> select the star add-in and then Docs the add-in documentation will appear (now is attached in the first comment just in case). You have to create a vector of size 5 or greater. vector(5) starting_values=1 In this case all the starting values will equal one, if ...
by NicolasR
Fri Jul 10, 2015 9:27 am
Forum: Programming
Topic: Simulation-Plot
Replies: 5
Views: 1491

Re: Simulation-Plot

Question, this is to show that spurious regressions have a high R2? wfcreate test a 1960 2000 scalar r2 = 0 series y1=0 series y2=0 group g y1 y2 while r2 < 0.8 smpl 1961 @last y1 = y1(-1) + nrnd y2 = y2(-1) + nrnd smpl @all equation eq.ls y1 c y2 scalar r2 = eq.@r2 g.line y1 y2 wend freeze(gr1) g.l...
by NicolasR
Thu Jul 09, 2015 5:47 pm
Forum: Add-in Support
Topic: STAR*
Replies: 50
Views: 27651

Re: STAR*

Hi, STR models are nonlinear in parameters so to estimate them one must use an optimization algorithm, the vector object for starting values is a vector object that contains an starting value for each of the coefficients in the model respectively i.e. the position (1,1) in the vector corresponds to ...
by NicolasR
Thu Jul 09, 2015 8:51 am
Forum: Programming
Topic: Simulation-Plot
Replies: 5
Views: 1491

Re: Simulation-Plot

Or maybe is something like this: wfcreate test a 1960 2000 scalar r2 = 0 while r2 < 0.8 series y1 series y2 y1(1)=0 y2(1)=0 smpl 1961 @last y1 = y1(-1) + nrnd y2 = y2(-1) + nrnd smpl @all equation eq.ls y1 c y2 scalar r2 = eq.@r2 group g y1 y2 g.line y1 y2 wend freeze(gr1) g.line y1 y2 g.scat linefit

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