Search found 149 matches
- Mon Aug 06, 2012 8:11 am
- Forum: Programming
- Topic: Deperately seeking rolling forecast help
- Replies: 22
- Views: 28401
Re: Deperately seeking rolling forecast help
...how to do the 5-period and 10-period ahead forecasts ' 5-period-ahead forecast %pers = @otod(@dtoo(%start)+!i+!window-1) 'start point %pere = @otod(@dtoo(%start)+!i+!window+4) 'end point ' 10-period-ahead forecast %pers = @otod(@dtoo(%start)+!i+!window-1) 'start point %pere = @otod(@dtoo(%start)...
- Thu Aug 02, 2012 9:43 am
- Forum: Econometric Discussions
- Topic: Stepwise regression
- Replies: 3
- Views: 7654
Re: Stepwise regression
So should I creat a group XS for my variables, just put Y (the GDP) C in the first dialog box, and put XS in the other one? yes. Contrary to the exemple provided in the help guide, I do not known a priori which variables to use for a linear combination of Y. I am a bit confused. Don't you have a li...
- Thu Aug 02, 2012 8:57 am
- Forum: Programming
- Topic: getting the standard error and p values.
- Replies: 6
- Views: 12624
Re: getting the standard error and p values.
'.... eq.ls x{!i} c mkt_rf hml smb mom r2(!rowcounter) = eq.@r2 'r-squares rbar2(!rowcounter) = eq.@rbar2 'adjusted r-squares !rowcounter = !rowcounter+1 colplace(coefs, eq.@coefs, !i) colplace(stderrs, eq.@stderrs, !i) 'std errs colpace(tstats, e1.@tstats, !i) 'test-stat Please see Page 34-35 of E...
- Wed Aug 01, 2012 1:37 pm
- Forum: Programming
- Topic: Deperately seeking rolling forecast help
- Replies: 22
- Views: 28401
Re: Deperately seeking rolling forecast help
Yes, it will work.
- Wed Aug 01, 2012 9:59 am
- Forum: Econometric Discussions
- Topic: Stepwise regression
- Replies: 3
- Views: 7654
Re: Stepwise regression
Stepwise least squares regression is a built-in function in EViews (Page 48 of EViews Uses Guide II).
- Wed Aug 01, 2012 8:09 am
- Forum: Programming
- Topic: Deperately seeking rolling forecast help
- Replies: 22
- Views: 28401
Re: Deperately seeking rolling forecast help
Which version of EViews are you using? If you do not have EViews7, the program will not work.
If you have EViews7, then please upload your workfile and program.
If you have EViews7, then please upload your workfile and program.
- Mon Jul 30, 2012 8:20 am
- Forum: Data Manipulation
- Topic: Panel Dataset
- Replies: 1
- Views: 3053
Re: Panel Dataset
EViews only offers panel estimation options for 2-dimensional panels.
On "Step 3 of 3" during the open of the file, enter the name of the two cross-sections and the date-series, then EViews will read it in as a 3D panel (although that doesn't help you for estimation).
On "Step 3 of 3" during the open of the file, enter the name of the two cross-sections and the date-series, then EViews will read it in as a 3D panel (although that doesn't help you for estimation).
- Fri Jul 27, 2012 8:19 am
- Forum: Programming
- Topic: @wfindnc help
- Replies: 3
- Views: 4141
Re: @wfindnc help
The problem is that the term "Bil" cannot be separable from the string "(EOP, Bil.Pounds)". For instance, when you do !million = @wfindnc(a112sodc,"(EOP, Bill.Pounds)")>0 you will get !million=1. Why don't you try this one instead? %temp = seriesname.@description !milli...
- Thu Jul 26, 2012 2:50 pm
- Forum: Programming
- Topic: @wfindnc help
- Replies: 3
- Views: 4141
Re: @wfindnc help
Code: Select all
%temp = seriesname.@description
!million = @wfindnc(%temp,"mil")>0 'will return 1 if the string contains "mil", 0 otherwise.
- Thu Jul 26, 2012 1:05 pm
- Forum: Programming
- Topic: Programming/ Setting Value for Coefficients
- Replies: 2
- Views: 3342
Re: Programming/ Setting Value for Coefficients
Can you be more specific? When you fix c(2)=-0.15, the term "c(1)-0.15*LOG(DIESEL)" will be the intercept in the equation.
- Wed Jul 25, 2012 2:26 pm
- Forum: Estimation
- Topic: graphing confidence bands
- Replies: 11
- Views: 12217
Re: graphing confidence bands
Please click the Forecast tab of the equation dialog.
- Wed Jul 25, 2012 2:16 pm
- Forum: Estimation
- Topic: contemporaneous terms in VAR
- Replies: 9
- Views: 7343
Re: contemporaneous terms in VAR
Your question seems unclear to me. Can you be more specific?
- Mon Jul 23, 2012 9:15 am
- Forum: Programming
- Topic: Deperately seeking rolling forecast help
- Replies: 22
- Views: 28401
Re: Deperately seeking rolling forecast help
Yes, all you need to do is to open the equation of interest.
- Mon Jul 23, 2012 8:05 am
- Forum: Programming
- Topic: Deperately seeking rolling forecast help
- Replies: 22
- Views: 28401
Re: Deperately seeking rolling forecast help
The 4th line lets you specify your equation specification, i.e.,
Please note that when you open your equation, "_this" command will recognize that you are interested in the "equation" object.
Code: Select all
%cmnd = _this.@command 'EDIT: get the equation specification
Please note that when you open your equation, "_this" command will recognize that you are interested in the "equation" object.
- Fri Jul 20, 2012 3:09 pm
- Forum: Programming
- Topic: Deperately seeking rolling forecast help
- Replies: 22
- Views: 28401
Re: Deperately seeking rolling forecast help
From your program, I could not clearly figure out what you are trying to do. Can you answer the following questions: do you want to obtain 1-period-ahead forecast values? Or, do you want to store coefficient estimates? The following code will do 1-period ahead forecast and save the forecast values i...