Search found 101 matches
- Fri Apr 28, 2017 2:08 pm
- Forum: Programming
- Topic: Create a time trend
- Replies: 17
- Views: 22139
Re: Create a time trend
Thanks for your prompt reply. I understand that one can specify @trend with the date where one would like to start, but what to do in the context of cointegration estimation where one chooses to use the specification with trend? I just realized that in the context of ARDL estimation, the EC obtained...
- Fri Apr 28, 2017 1:19 pm
- Forum: Programming
- Topic: Create a time trend
- Replies: 17
- Views: 22139
Re: Create a time trend
Hello Gareth, I would like to clarify a doubt: @trend starts from zero according to the range or the sample? I've just run the function and realized that if sample < range, @trend starts from zero from the beginning of the range. This happens with linear trends in cointegration estimations as well. ...
- Wed Apr 12, 2017 12:59 pm
- Forum: Programming
- Topic: ardl command - error message
- Replies: 7
- Views: 5586
Re: ardl command - error message
Hello Gareth,
I've just updated to EViews 9.5. I noticed that, EViews 9.5 no longer readily provides the "adjustement speed" coefficient (CointEq(-1), EViews 9 manual II, p. 293). It was quite useful to have that. How can I get that coefficient with EViews 9.5?
Thanks again,
Mara
I've just updated to EViews 9.5. I noticed that, EViews 9.5 no longer readily provides the "adjustement speed" coefficient (CointEq(-1), EViews 9 manual II, p. 293). It was quite useful to have that. How can I get that coefficient with EViews 9.5?
Thanks again,
Mara
- Wed Apr 12, 2017 11:37 am
- Forum: Programming
- Topic: ardl command - error message
- Replies: 7
- Views: 5586
Re: ardl command - error message
I should update to 9.5, right?
- Wed Apr 12, 2017 11:36 am
- Forum: Programming
- Topic: ardl command - error message
- Replies: 7
- Views: 5586
Re: ardl command - error message
Please ignore my post. I found the mistake. Many thanks!
- Wed Apr 12, 2017 11:28 am
- Forum: Programming
- Topic: ardl command - error message
- Replies: 7
- Views: 5586
ardl command - error message
Hi there, I'm getting the following error message : "Equation or VAR specification is incomplete in "EQUATION REERNFA_AU.ARDL(DEPLAGS=3, REGLAGS=3, FIXED) REERLN_AU NFA_AU TOTLN_AU" When running the command: equation reernfa_au.ardl(deplags=3, reglags=3, fixed) reerln_au nfa_au totln_...
- Wed Apr 12, 2017 10:00 am
- Forum: Program Repository
- Topic: Gregory-Hansen Cointegration Test
- Replies: 109
- Views: 418799
Re: Gregory-Hansen Cointegration Test
Hello startz,
Thanks for your prompt reply.
Sorry, I can't grasp the implications of your answer. What should I do to fix the problem?
Best regards, Mara
Thanks for your prompt reply.
Sorry, I can't grasp the implications of your answer. What should I do to fix the problem?
Best regards, Mara
- Tue Apr 11, 2017 3:33 pm
- Forum: Program Repository
- Topic: Gregory-Hansen Cointegration Test
- Replies: 109
- Views: 418799
Re: Gregory-Hansen Cointegration Test
Hello Trubador,
I found this post; Thinking my problem was related, I run you suggestion but I still get the same error message.
Thanks again.
I found this post; Thinking my problem was related, I run you suggestion but I still get the same error message.
Thanks again.
- Tue Apr 11, 2017 3:15 pm
- Forum: Program Repository
- Topic: Gregory-Hansen Cointegration Test
- Replies: 109
- Views: 418799
Re: Gregory-Hansen Cointegration Test
Hello Trubador, Thanks very much for your code. I'm using EViews 9 and I got the following error message: "Near singular matrix error. Regressors may be perfectly collinear in "DO_ GHC.LS Y C (@TREND>9-2) G" I've tested for different values of scalar Model (2 to 4); the same error mes...
- Tue Apr 04, 2017 3:30 pm
- Forum: Estimation
- Topic: Pooled Mean Group - PMG (PSS, 1999) vs. CS-ARDL/CS-DL (CMPR, 2015)
- Replies: 0
- Views: 2920
Pooled Mean Group - PMG (PSS, 1999) vs. CS-ARDL/CS-DL (CMPR, 2015)
Hi there, I would like to clarify a doubt I have concerning the PMG estimator in a panel setting. I'm using Eviews 9.5. In the EViews 9 User’s Guide II (p. 838), it is stated that PMG (43.1 & 43.2) is appropriate in cases where there's correlation between the mean-differenced regressors and the ...
- Thu Mar 23, 2017 10:30 am
- Forum: Programming
- Topic: Tracking different samples with if statement
- Replies: 3
- Views: 3410
Re: Tracking different samples with if statement
This is great! Thanks for all your suggestions.
- Thu Mar 23, 2017 8:22 am
- Forum: Programming
- Topic: Tracking different samples with if statement
- Replies: 3
- Views: 3410
Re: Tracking different samples with if statement
Actually, the code I posted is not doing what I intend. Your help would be really appreciated. Thanks!
- Thu Mar 23, 2017 5:43 am
- Forum: Programming
- Topic: Tracking different samples with if statement
- Replies: 3
- Views: 3410
Tracking different samples with if statement
Hi there, I wrote the following code to assign different values to matrix temp in different samples. I would like some suggestions to simplify the if statement below: %sample1 = "1999q1 2001q4" %sample2 = "2002q1 2004q4" for %1 %2 {%sample1} {%sample2} smpl {%1} {%2} %currsmpl = ...
- Thu Apr 07, 2016 8:54 am
- Forum: Programming
- Topic: DOLS - dynamic vs static forecasts
- Replies: 6
- Views: 6361
Re: DOLS - dynamic vs static forecasts
Indeed, I did an OLS regression specifying the dynamic term explicitly and its fitted value is quite similar to the one in the residuals graph of a DOLS regression. See graph4 and graph 5 below. [img] graph4.jpg [/img] [img] graph5.jpg [/img] My question is: is that a way for me to program a DOLS re...
- Thu Apr 07, 2016 7:32 am
- Forum: Programming
- Topic: DOLS - dynamic vs static forecasts
- Replies: 6
- Views: 6361
Re: DOLS - dynamic vs static forecasts
I got the impression that the "fitted" in the graph with the residuals made using resids(g) do take into account the dynamic short-term term.
The "fitted" in graph 2 is quite different from the ones in graph 3 or graph 1.
The "fitted" in graph 2 is quite different from the ones in graph 3 or graph 1.