Search found 13319 matches
- Tue Aug 24, 2010 3:42 pm
- Forum: Econometric Discussions
- Topic: Testing the appropriate lag length in a VAR
- Replies: 18
- Views: 52699
Re: Testing the appropriate lag length in a VAR
Again, EViews will automatically use the same observations. Thus with a maximum lag of 5, and with a total of 49 observations, 44 will be used for all comparisons. With a maximum lag of 10, 39 will be used. Thus your two examples are using different observations, so it is not surprising that they gi...
- Tue Aug 24, 2010 3:23 pm
- Forum: Econometric Discussions
- Topic: Testing the appropriate lag length in a VAR
- Replies: 18
- Views: 52699
Re: Testing the appropriate lag length in a VAR
No. When comparing different models of any kind (including VARs), you have to use the same set of observations for all of the models. From your brief description it sounds as though you are not doing this. It still isn't clear what you mean by "incorrect log likelihoods". What makes you th...
- Tue Aug 24, 2010 8:27 am
- Forum: Estimation
- Topic: Fitted values in estimation with lag
- Replies: 1
- Views: 2511
Re: Fitted values in estimation with lag
A static forecast gives you fitted values.
- Tue Aug 24, 2010 8:07 am
- Forum: Econometric Discussions
- Topic: Testing the appropriate lag length in a VAR
- Replies: 18
- Views: 52699
Re: Testing the appropriate lag length in a VAR
I'm not sure I follow what you're saying here.
How does EViews use the incorrect standard errors, and how does your method change that?
How does EViews use the incorrect standard errors, and how does your method change that?
- Mon Aug 23, 2010 9:14 am
- Forum: Data Manipulation
- Topic: Assigning Table Values
- Replies: 2
- Views: 3345
- Mon Aug 23, 2010 12:30 am
- Forum: Estimation
- Topic: "Final equation sample is larger than stepwise sample"
- Replies: 1
- Views: 2784
"Final equation sample is larger than stepwise sample"
It means the observations used in the final estimation are not exactly the same as those used during the stepwise selection (due to NAs).
It does not invalidate the results.
It does not invalidate the results.
- Sun Aug 22, 2010 12:29 pm
- Forum: Estimation
- Topic: dumy variable problem
- Replies: 7
- Views: 4374
dumy variable problem
It automatically creates a set of dummies based upon the unique values in a series.
- Sun Aug 22, 2010 12:27 pm
- Forum: Suggestions and Requests
- Topic: macosx please, or cloud version
- Replies: 2
- Views: 4351
macosx please, or cloud version
We continuously evaluate Mac, Linux, and cloud versions. Whilst you are correct that Mac has made large in roads in one small market segment, obviously it is still the case that Windows machines massively dominate the EViews target market. I would not be at all surprised if a Mac version did appear,...
- Sun Aug 22, 2010 1:28 am
- Forum: Estimation
- Topic: dumy variable problem
- Replies: 7
- Views: 4374
Re: dumy variable problem
If you already have a dummy variable, you do not need to use @expand. Just include the dummy variable by itself.
- Sat Aug 21, 2010 10:19 pm
- Forum: Data Manipulation
- Topic: X11 Seasonal adjustment on a "GROUP" of 10 series
- Replies: 6
- Views: 6536
Re: X11 Seasonal adjustment on a "GROUP" of 10 series
You'll have to write a program that loops through the series and performs X11 on each of them one at a time.
- Fri Aug 20, 2010 8:30 am
- Forum: Programming
- Topic: "Unexpected end of file" error
- Replies: 1
- Views: 2620
Re: "Unexpected end of file" error
It means something went wrong.
In general you shouldn't be using the READ command. Trying using WFOPEN or IMPORT instead.
In general you shouldn't be using the READ command. Trying using WFOPEN or IMPORT instead.
- Fri Aug 20, 2010 8:03 am
- Forum: Estimation
- Topic: Illegal lags or index specification
- Replies: 2
- Views: 6897
Re: Illegal lags or index specification
When writing an explicit expression for an equation, you cannot use C as a constant, and you must list the coefficients you want to use. Thus, you should change your equation to be:
Code: Select all
peak_css=c(1)+c(2)*reserve_margin+c(3)*rm_inv
- Fri Aug 20, 2010 8:02 am
- Forum: Estimation
- Topic: Impulse Response standard error bands
- Replies: 3
- Views: 11917
Re: Impulse Response standard error bands
The vector myownimpulse_se contains the standard errors. Thus a 1SE band is calculated as myownimpulse+1*myownimpulse_se and myownimpulse-1*myownimpulse_se
- Fri Aug 20, 2010 7:26 am
- Forum: Programming
- Topic: Programming error messages from Eviews, Help!!!
- Replies: 3
- Views: 3533
Programming error messages from Eviews, Help!!!
All of your comments are valid for EViews 6. However I believe all of those "problems" are gone in EViews 7. Notably EViews 7 can handle {{...}}.
- Thu Aug 19, 2010 2:12 pm
- Forum: Programming
- Topic: Rolling cointegration
- Replies: 1
- Views: 4126