EViews.com

That isn't a big sample but you could try it.

just wanted to suggest that we perhaps put a comment section at the top of add-in files, such as they do for MATLAB. I should describe the command, any input and output arguments, etc..

Order of integration refers to the stationarity of the underlying series. I would perform unit root tests on each of your data series - I usually use ADF and KPSS (note the difference in null hypothesis).

I convert quarterly to monthly by storing the series into database and then import into a monthly workfile. But you have to set your conversion method. This is in the documentation. You can use linear interpolation or a spline, etc.

I have an interest in this as well. I do see that there are R programs for doing this, which eviews can now access with the new EViews 7 improvements. Here is a PDF that demonstrates how to perform this type of analysis in R. http://statmath.wu.ac.at/~zeileis/papers/Zeileis+Kleiber+Kraemer-2003.pdf ...

How much have you already studied in these fields so far? I assume you have taken undergrad principals of economics (micro and macro) and have taken undergraduate statistics and calculus?

The question really depends on your end goal. Are you preparing for a Masters degree in one or the other?

I believe it does give equation method, as an option. The others should be fairly easy for you to add yourself - it was posted as an example of EViews programming after all! If you have a go and get stuck, I'm sure I can help out. Hi, I think I can add the other indicators but I can't figure out ho...

Hi,

I would like to suggest that the command for generating hp filter be updated to also produce the cycle series. Currently only the gui allows for it to be directly created .

Thanks,

JF

Nice program! Very Helpful. I will get a lot of use out of it. Thanks for posting. Very helpful for us novice programmers to learn from your work. Is there any way to get it to also give the results for the variance equation in a Garch model? Other suggested modifications: options for adding AIC, SI...

Hey Jim, Thanks for your comment. You mean that the reason why im getting an alpha + beta bigger than 1 is caused by the intraday noise? Thats probably why i get an R2,, negative? and R2 negative means that the curve to fit is worst than a horizontal straight line? im going to try to get that paper...

This is nifty. Thanks for posting!

I would consider stepping back from intraday to daily as you may pick up the ill effects of intraday noise. Perhaps intraday returns as based on change between the open and close. You might want to check out the following paper: Macroeconomic News and Bond Market Volatility by Jones, Lamont, and Lum...

I do notice that you can find it for equations by going to view and clicking representations. Examples: Estimation Command: ========================= ARCH(1,1,H,B,M=5000,C=0.001,DERIV=F) CH_BAA REGR REGRC or Estimation Command: ========================= LS(N) CH_AAA SS_AUTOS SS_BUSINV SS_CAPACIT SS_...

glad to hear it. Hope you find a way to make it happen. Even if it is just an option.

That would be great Gareth. Especially the option to have the history from the prior session/s appear in the window when you return to the program. I like being able to go back and grab old lines of code to past into programs. What would really light my fire is if the command line statement that wou...