Search found 2673 matches

by EViews Glenn
Mon Mar 02, 2009 10:16 am
Forum: Estimation
Topic: MAE and MSE for SSpace
Replies: 5
Views: 8439

Re: MAE and MSE for SSpace

There isn't anything built-in, but you can simply perform the forecast using the sspace object, and use the formulae that we provide in the manual to do the computation.
by EViews Glenn
Thu Feb 26, 2009 2:51 pm
Forum: Estimation
Topic: Likelihood Estimation problem
Replies: 6
Views: 9107

Re: Likelihood Estimation problem

I forgot to mention that your starting values were bad. Look in the C vector and change them to something more appropriate.
by EViews Glenn
Wed Feb 25, 2009 10:33 am
Forum: Estimation
Topic: Likelihood Estimation problem
Replies: 6
Views: 9107

Re: Likelihood Estimation problem

I've looked at the workfile and there are a couple of things going on. First, there is a missing value in the Y series for the first observation. While EViews often removes observations with missing values for data before performing estimation, this is done judiciously with non-linear specifications...
by EViews Glenn
Tue Feb 24, 2009 1:57 pm
Forum: Estimation
Topic: Likelihood Estimation problem
Replies: 6
Views: 9107

Re: Likelihood Estimation problem

Can you send the workfile as it exists after you perform the estimation to support@eviews.com. It's better than having us recreate the data using commands since we want to make certain that we have exactly the workfile as you are using it.
by EViews Glenn
Tue Feb 24, 2009 10:45 am
Forum: Estimation
Topic: Likelihood Estimation problem
Replies: 6
Views: 9107

Re: Likelihood Estimation problem

It's hard to tell without looking at your data. But you can do a quick little analysis which should give you some hints. When you run the likelihood estimation, we'll try to evaluate all of the expressions in your LOGL object. So you should start by looking in the series EPS, SIK, SIKA and INK (in t...
by EViews Glenn
Tue Feb 24, 2009 10:42 am
Forum: Econometric Discussions
Topic: PEDRONI COINTEGRATION TEST
Replies: 2
Views: 6992

Re: PEDRONI COINTEGRATION TEST

While I'd have to look at the data to be certain that I understand what is going on in your particular case, you should note that most of the Pedroni statistics follow a normal distribution and diverge to negative infinity under the alternative hypothesis (Pedroni, 1999, "Critical Values for Co...
by EViews Glenn
Thu Feb 19, 2009 11:19 am
Forum: Estimation
Topic: ML - Intial Parameters
Replies: 1
Views: 3303

Re: ML - Intial Parameters

The default is whatever is in the corresponding coefficient vector when you begin the estimation procedure.
by EViews Glenn
Tue Feb 17, 2009 12:17 pm
Forum: Programming
Topic: a program to calculate predictive probabilities
Replies: 1
Views: 3234

Re: a program to calculate predictive probabilities

Make a model object from your estimated equation using Proc/Make Model (or the command equivalent). This will give you a set of equations each of which corresponds to the category probabilities. Simply solve the model to evaluate at the observed data for a given sample, or use the tools in the model...
by EViews Glenn
Fri Feb 13, 2009 2:17 pm
Forum: Estimation
Topic: predetermined intercept/coefficients?
Replies: 2
Views: 4133

Re: predetermined intercept/coefficients?

Or put the left-hand-side variable expression in parentheses:

ls (y - x1) c x2
by EViews Glenn
Wed Feb 11, 2009 7:44 am
Forum: Programming
Topic: Principal Components Analysis
Replies: 26
Views: 31539

Re: Principal Components Analysis

Possibly the best way for you is to, instead of storing everything onto disk in your loop, put your results in a spool object. Then you can look at individual results in EViews. You'll have to look at the docs for a discussion of how to do this...
by EViews Glenn
Fri Feb 06, 2009 2:24 pm
Forum: Programming
Topic: Principal Components Analysis
Replies: 26
Views: 31539

Re: Principal Components Analysis

I'm afraid that I don't quite understand what it is you are trying to do. What exactly do you mean by displaying the results one by one?
by EViews Glenn
Tue Feb 03, 2009 10:18 am
Forum: Estimation
Topic: Ordered probit model
Replies: 16
Views: 32336

Re: Ordered probit model

FIrst off, what version of EViews are you using and what's the build-date (Help/About EViews)? I know that we've made some improvements in the automatic determination of starting values in recent versions of EViews that may help. Apart from that, there is an option in estimation to use the starting ...
by EViews Glenn
Mon Feb 02, 2009 10:24 am
Forum: Data Manipulation
Topic: Create series for multinomial logit
Replies: 2
Views: 4978

Re: Create series for multinomial logit

Another method:

Code: Select all

x.classify(method=limits, rightclosed) 0 2.5 7.5 @ y

The one issue here is that the encoding will start from 1 instead of 0. You can, using the same proc, define value maps for the encoding which will be attached to the resulting series.
by EViews Glenn
Mon Feb 02, 2009 10:17 am
Forum: Installation and Registration
Topic: Where to find Chap 1 sample files
Replies: 2
Views: 7777

Re: Where to find Chap 1 sample files

Just to clarify. The book to which the poster is referring is the "EViews Illustrated" book by Richard Startz, not the EViews 6 manuals themselves. That said, the data should be in the EViews6 installation folder in a folder named "EViews Illustrated Data," if, on installation of...
by EViews Glenn
Fri Jan 30, 2009 3:44 pm
Forum: Programming
Topic: Principal Components Analysis
Replies: 26
Views: 31539

Re: Principal Components Analysis

There's an option when you run programs to continue even if you get errors up to a maximum number...It's set at 1 by default, make it bigger.

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