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by NicolasR
Thu Jan 30, 2014 9:58 am
Forum: Suggestions and Requests
Topic: asymmetric loss function
Replies: 5
Views: 2734

Re: asymmetric loss function

Maybe a linex function, Varian (1974) or a partitioned loss function.
by NicolasR
Tue Jan 28, 2014 2:10 pm
Forum: Suggestions and Requests
Topic: asymmetric loss function
Replies: 5
Views: 2734

asymmetric loss function

Hi,

I have a suggestion, I think that would be very useful to predict an equation an use asymmetric evaluation measures (linear and nonlinear) since eviews only has symmetric measures evaluation.

Thank you!
by NicolasR
Tue Jan 28, 2014 1:38 pm
Forum: Add-in Support
Topic: Periodogram*
Replies: 19
Views: 15731

Re: Periodogram*

Hi ecofin, Do you mean log(frequency- abscissa) or log( (a^2+b^2)^(1/2)- ordinate)? the two options could be calculated using the data from the output table with the @log(x) command. The logarithmic scale can be helpful when the data have a wide range of values, however I think that its utility is m...
by NicolasR
Thu Dec 19, 2013 7:03 pm
Forum: Add-in Support
Topic: Periodogram*
Replies: 19
Views: 15731

Re: Periodogram*

hi,

The new version of the periodogram add-in is updated, it now supports kernel density estimation. thanks for your comments and suggestions.
by NicolasR
Wed Dec 18, 2013 9:36 am
Forum: Add-in Support
Topic: Periodogram*
Replies: 19
Views: 15731

Re: Periodogram*

Hi,

I don't understand the suggestion. Do you mean for the residuals from an equation or state-space representation? or for a series simulated with an ARMA(p,q) data generating mechanism?

Regards.
by NicolasR
Sat Dec 14, 2013 6:21 pm
Forum: Add-in Support
Topic: Periodogram*
Replies: 19
Views: 15731

Re: Periodogram*

thanks for the papers, suggestions and ideas. I will finish soon. thank you again.
by NicolasR
Thu Dec 12, 2013 7:30 pm
Forum: Add-in Support
Topic: Periodogram*
Replies: 19
Views: 15731

Re: Periodogram*

I don’t know OxMetrics. But the Periodogram is the nonparametric estimator of the population spectrum, perhaps what is needed is the estimated periodogram with kernel (different windows, I'm working on it). I'm not sure if you were talking about this. I would appreciate if you send me papers or lite...
by NicolasR
Wed Nov 27, 2013 5:24 pm
Forum: Add-in Support
Topic: Periodogram*
Replies: 19
Views: 15731

Re: Periodogram*

Hi,

I do it with genr ip_mom=@pc(ip).And the series source is: http://www.econstats.com/ipcu/ip_m1.htm the nsa.
by NicolasR
Tue Nov 26, 2013 8:41 pm
Forum: Add-in Support
Topic: Periodogram*
Replies: 19
Views: 15731

Periodogram*

This thread is about Periodogram* Add-in which calculates the estimated spectrum of a time series series object.
by NicolasR
Mon Nov 04, 2013 6:30 pm
Forum: Add-in Support
Topic: GroupX12*
Replies: 0
Views: 3013

GroupX12*

This thread is about groupX12* Add-in which provides a way to quickly perform X-12 seasonal adjustment on every series in a group.

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