Search found 2673 matches
- Tue Jun 02, 2009 2:44 pm
- Forum: Programming
- Topic: pagestack
- Replies: 1
- Views: 3212
Re: pagestack
You don't have to use all of the data in the stacked page. Just set the sample accordingly before doing any work. But if you really want to get rid of the observations, use pagecontract.
- Tue Jun 02, 2009 6:23 am
- Forum: Suggestions and Requests
- Topic: Doubt: Seasonal Adjustment by Tramo/Seats
- Replies: 3
- Views: 7358
Re: Doubt: Seasonal Adjustment by Tramo/Seats
There is no way to have the dialog create the code, but you should be able to replicate what you do in the dialog using the commands as documented in the command reference.
- Tue Jun 02, 2009 6:20 am
- Forum: Bug Reports
- Topic: Internal error 502
- Replies: 6
- Views: 8206
Re: Internal error 502
It's not a bug...sorry to report that the workfile is almost certainly corrupted. Do you have one of the ~f1 backups available?
- Tue Jun 02, 2009 6:19 am
- Forum: General Information and Tips and Tricks
- Topic: HOT KEYS in Eviews!
- Replies: 20
- Views: 32322
Re: HOT KEYS in Eviews?
The main EViews menu changes as you bring focus to different objects. Open the series, group, equation, etc. which you wish to work with then use the Alt's. They'll open the main menu, but those will be the menu items for the open object.
- Tue Jun 02, 2009 6:09 am
- Forum: Estimation
- Topic: Estimation using Probit and Logit on Panel Data
- Replies: 10
- Views: 20059
Re: Estimation using Probit and Logit on Panel Data
I'm looking at the list right now and Binary estimation is most certainly there...
Can you tell me exactly how your workfile is structured, and what steps you are taking when you get to the point you are at...
Can you tell me exactly how your workfile is structured, and what steps you are taking when you get to the point you are at...
- Mon Jun 01, 2009 9:23 am
- Forum: Estimation
- Topic: Estimation using Probit and Logit on Panel Data
- Replies: 10
- Views: 20059
Re: Estimation using Probit and Logit on Panel Data
EViews will allow you to do estimation in a panel structured workfile, but will make no allowance for the panel structure in estimation.
- Thu May 28, 2009 9:40 am
- Forum: Data Manipulation
- Topic: @nan function
- Replies: 5
- Views: 7930
Re: @nan function
Gareth is correct, but given where you are at the moment, if I understand the exercise correctly, the @RMEAN (or @RSUM) function should do what you want... Suppose we have the two series X1 and X2 where we have X1 X2 ------- 1 NA 2 NA NA 3 NA 4 NA NA Form a group containing the two series group alls...
- Tue May 26, 2009 7:28 am
- Forum: Estimation
- Topic: LSDV estimator in Eviews 6.0
- Replies: 15
- Views: 23636
Re: LSDV estimator in Eviews 6.0
As you point out, when you use fixed effects, there is always a normalization of the effects. One way to do this is to omit one of the dummy variables and to define the other coefficients as deviations from this base case. An alternative is to leave in all of the dummies but to normalize the coeffic...
- Fri May 22, 2009 3:34 pm
- Forum: Estimation
- Topic: Time varying model with kalman filter
- Replies: 25
- Views: 31904
Re: Time varying model with kalman filter
There's no general rule for setting the starting values, but as I said, your problems are in the C vector not in the initial conditions for the states... At the moment, you are initializing your variances to whatever is in the C vector. That doesn't appear to be a very good set of starting values. N...
- Fri May 22, 2009 11:39 am
- Forum: Estimation
- Topic: Time varying model with kalman filter
- Replies: 25
- Views: 31904
Re: Time varying model with kalman filter
Object/New Object
or even easier, just type the line in the command window.
or even easier, just type the line in the command window.
- Fri May 22, 2009 9:01 am
- Forum: Estimation
- Topic: Time varying model with kalman filter
- Replies: 25
- Views: 31904
Re: Time varying model with kalman filter
There are two sets of "starting values" here. The first are the coefficient starting values for the variance estimation. Those are the ones that you will set using the C vector. The second are the in itial conditions for the state vector and state covariance. As the error messages indicate...
- Thu May 21, 2009 9:26 am
- Forum: Estimation
- Topic: Time varying model with kalman filter
- Replies: 25
- Views: 31904
Re: Time varying model with kalman filter
Your starting values are so bad that we can't find a valid step to start the estimation procedure. You are starting with all of your C values equal to zero, which is equivalent to settin gthe variances to 1 and the remaining coefficients to zero. You can fiddle with the starting values by putting va...
- Thu May 21, 2009 6:28 am
- Forum: Estimation
- Topic: Time varying model with kalman filter
- Replies: 25
- Views: 31904
Re: Time varying model with kalman filter
Sounds like you have a problem with singularity. Are there any messages about singularity in the output? What starting values did you use? What does the gradients view look like (View/Gradients)?
- Thu May 14, 2009 5:10 pm
- Forum: Estimation
- Topic: Partial Sum of Squares
- Replies: 6
- Views: 6436
Re: Partial Sum of Squares
Can you post your workfile with the data here, or send it to support@eviews.com with a flag to let me know that it's there...
- Thu May 14, 2009 2:30 pm
- Forum: Bug Reports
- Topic: Time Series Functions - Year to Date (YTD) Variations
- Replies: 12
- Views: 17584
Re: Time Series Functions - Year to Date (YTD) Variations
If you are going to want to do this often, just put it in a local subroutine or two (which can be in its own file and referenced using an include , or as in the code below, at the top of the program file). Then call the subroutine. I'm including routines for both the individual series as well as the...