Search found 90 matches
- Tue Mar 18, 2014 7:57 am
- Forum: Programming
- Topic: multistep forecast vecm
- Replies: 10
- Views: 9751
Re: multistep forecast vecm
Hi mirror, one easy way to do it is saving the forecasts in a matrix. I do it like this,i think it work, you just have to change the ahead scalar: 'set window size !window=400 'get size of workfile !length=@obsrange 'set step size !step=1 'declare equation for estimation var vecm 'calculate number o...
- Fri Mar 14, 2014 1:40 pm
- Forum: Estimation
- Topic: How would I input this equation into eViews?
- Replies: 5
- Views: 4712
Re: How would I input this equation into eViews?
Hi,
You should estimate it with NLS like this:
ls y=c(1)*k^c(2)*l^c(3)*e^c(4)*m^c(5)
By default EViews put the error term. Be careful with the starting values of the parameters, you could introduce them in the c vector-coeficcient.
You should estimate it with NLS like this:
ls y=c(1)*k^c(2)*l^c(3)*e^c(4)*m^c(5)
By default EViews put the error term. Be careful with the starting values of the parameters, you could introduce them in the c vector-coeficcient.
- Fri Mar 14, 2014 9:39 am
- Forum: Programming
- Topic: Extracting Trend Using Kalman Filter
- Replies: 1
- Views: 3040
Re: Extracting Trend Using Kalman Filter
Hi, It depends if you want the smoothed trend or the filtered trend (or the other options that EViews provides) , but you could program it like this for one state variable, you must provide more output names if you have more state variables: sv1.makestate(t=pred) name_1 sv1.makestate(t=predse) name_...
- Sat Feb 22, 2014 1:53 pm
- Forum: Add-in Support
- Topic: Spectral Analysis*
- Replies: 31
- Views: 54137
Spectral Analysis*
This thread is about the Spectral Analysis add-in which calculates various spectral analysis tools for time series :series:. It's an improved version of the periodogram add-in, it has new methods to calculate spectal density and a significance test signal that could be used as a white noise test. Re...
- Sun Feb 02, 2014 9:23 pm
- Forum: Suggestions and Requests
- Topic: asymmetric loss function
- Replies: 5
- Views: 6557
Re: asymmetric loss function
Section 5 of this document describes the lin-lin,quad-quad and linex functions.
http://www.faculty.ucr.edu/~taelee/pape ... ctions.pdf
Thanks for considering my suggestion. Regards.
http://www.faculty.ucr.edu/~taelee/pape ... ctions.pdf
Thanks for considering my suggestion. Regards.
- Thu Jan 30, 2014 9:58 am
- Forum: Suggestions and Requests
- Topic: asymmetric loss function
- Replies: 5
- Views: 6557
Re: asymmetric loss function
Maybe a linex function, Varian (1974) or a partitioned loss function.
- Tue Jan 28, 2014 2:10 pm
- Forum: Suggestions and Requests
- Topic: asymmetric loss function
- Replies: 5
- Views: 6557
asymmetric loss function
Hi,
I have a suggestion, I think that would be very useful to predict an equation an use asymmetric evaluation measures (linear and nonlinear) since eviews only has symmetric measures evaluation.
Thank you!
I have a suggestion, I think that would be very useful to predict an equation an use asymmetric evaluation measures (linear and nonlinear) since eviews only has symmetric measures evaluation.
Thank you!
- Tue Jan 28, 2014 1:38 pm
- Forum: Add-in Support
- Topic: Periodogram*
- Replies: 19
- Views: 33298
Re: Periodogram*
Hi ecofin, Do you mean log(frequency- abscissa) or log( (a^2+b^2)^(1/2)- ordinate)? the two options could be calculated using the data from the output table with the @log(x) command. The logarithmic scale can be helpful when the data have a wide range of values, however I think that its utility is m...
- Thu Dec 19, 2013 7:03 pm
- Forum: Add-in Support
- Topic: Periodogram*
- Replies: 19
- Views: 33298
Re: Periodogram*
hi,
The new version of the periodogram add-in is updated, it now supports kernel density estimation. thanks for your comments and suggestions.
The new version of the periodogram add-in is updated, it now supports kernel density estimation. thanks for your comments and suggestions.
- Wed Dec 18, 2013 9:36 am
- Forum: Add-in Support
- Topic: Periodogram*
- Replies: 19
- Views: 33298
Re: Periodogram*
Hi,
I don't understand the suggestion. Do you mean for the residuals from an equation or state-space representation? or for a series simulated with an ARMA(p,q) data generating mechanism?
Regards.
I don't understand the suggestion. Do you mean for the residuals from an equation or state-space representation? or for a series simulated with an ARMA(p,q) data generating mechanism?
Regards.
- Sat Dec 14, 2013 6:21 pm
- Forum: Add-in Support
- Topic: Periodogram*
- Replies: 19
- Views: 33298
Re: Periodogram*
thanks for the papers, suggestions and ideas. I will finish soon. thank you again.
- Thu Dec 12, 2013 7:30 pm
- Forum: Add-in Support
- Topic: Periodogram*
- Replies: 19
- Views: 33298
Re: Periodogram*
I don’t know OxMetrics. But the Periodogram is the nonparametric estimator of the population spectrum, perhaps what is needed is the estimated periodogram with kernel (different windows, I'm working on it). I'm not sure if you were talking about this. I would appreciate if you send me papers or lite...
- Wed Nov 27, 2013 5:24 pm
- Forum: Add-in Support
- Topic: Periodogram*
- Replies: 19
- Views: 33298
Re: Periodogram*
Hi,
I do it with genr ip_mom=@pc(ip).And the series source is: http://www.econstats.com/ipcu/ip_m1.htm the nsa.
I do it with genr ip_mom=@pc(ip).And the series source is: http://www.econstats.com/ipcu/ip_m1.htm the nsa.
- Tue Nov 26, 2013 8:41 pm
- Forum: Add-in Support
- Topic: Periodogram*
- Replies: 19
- Views: 33298
Periodogram*
This thread is about Periodogram* Add-in which calculates the estimated spectrum of a time series series object.
- Mon Nov 04, 2013 6:30 pm
- Forum: Add-in Support
- Topic: GroupX12*
- Replies: 0
- Views: 6202