Search found 45 matches
- Mon Apr 11, 2016 6:37 am
- Forum: Data Manipulation
- Topic: Bloomberg Fields Available for Future Dates
- Replies: 4
- Views: 5203
Re: Bloomberg Fields Available for Future Dates
I have the same problem with that one. It only goes to 2016m02
- Mon Apr 11, 2016 5:17 am
- Forum: Data Manipulation
- Topic: Bloomberg Fields Available for Future Dates
- Replies: 4
- Views: 5203
Bloomberg Fields Available for Future Dates
Hi, I'm trying to pull in a series that's monthly and populated until 2016m10 in Bloomberg with the following code dbopen(type=bloom) Index smpl @all fetch(link) "CPURNSA Index ECO_RELEASE_DT" The series I get back in EViews only goes to 2016m02 though. How do I pull it up to the last avai...
- Mon Apr 11, 2016 3:49 am
- Forum: Data Manipulation
- Topic: Pulling in other Bloomberg Fields
- Replies: 2
- Views: 3912
- Mon Apr 11, 2016 1:00 am
- Forum: Data Manipulation
- Topic: Pulling in other Bloomberg Fields
- Replies: 2
- Views: 3912
Pulling in other Bloomberg Fields
Hi, I'm pulling in the closing price of the 2 year US treasury note from Bloomberg using the following code: dbopen(type=bloom) index fetch(link) usgg2yr How would I get different fields from Bloomberg other than the (default) closing price, such as the "Open Px", "High Price", a...
- Thu Apr 07, 2016 5:36 am
- Forum: Estimation
- Topic: Multiple Models for Different Time Length (Model Switching)
- Replies: 6
- Views: 6043
Re: Multiple Models for Different Time Length (Model Switchi
I'll try that out. Thanks for the help
- Thu Apr 07, 2016 4:47 am
- Forum: Estimation
- Topic: Multiple Models for Different Time Length (Model Switching)
- Replies: 6
- Views: 6043
Re: Multiple Models for Different Time Length (Model Switchi
The way I was thinking was:
If I were to have m models and n variables, to produce m*n forecasts, then select between each of the m forecasts for each variable
Or is there a better way?
If I were to have m models and n variables, to produce m*n forecasts, then select between each of the m forecasts for each variable
Or is there a better way?
- Thu Apr 07, 2016 4:22 am
- Forum: Estimation
- Topic: Multiple Models for Different Time Length (Model Switching)
- Replies: 6
- Views: 6043
Re: Multiple Models for Different Time Length (Model Switchi
The problem with averaging is that the short-term models are not at all accurate over longer time horizons because the error builds up too quickly. I also tried to add the independent variables from the long-term models into the short-run model to make a "supermodel", then the coefficients...
- Thu Apr 07, 2016 1:02 am
- Forum: Estimation
- Topic: Multiple Models for Different Time Length (Model Switching)
- Replies: 6
- Views: 6043
Multiple Models for Different Time Length (Model Switching)
Hi, How would I organize multiple models and switch between them for different forecast horizons? For example, I may use one model to forecast one variable for one month, and (dynamically) for the second month's forecast. However, I may want to switch to another model for the 3-6 month forecast, the...
- Thu Mar 31, 2016 12:00 am
- Forum: Programming
- Topic: Editing one equation in a model
- Replies: 2
- Views: 2272
Re: Editing one equation in a model
I used a string to put the equation together in a loop, then used the resulting string in "{}" brackets to add it to the model
- Wed Mar 30, 2016 10:10 am
- Forum: Programming
- Topic: Editing one equation in a model
- Replies: 2
- Views: 2272
Re: Editing one equation in a model
sorry, please ignore. I think I found a work around
- Wed Mar 30, 2016 10:05 am
- Forum: Programming
- Topic: Editing one equation in a model
- Replies: 2
- Views: 2272
Editing one equation in a model
Is there a way of editing one line of a model? I would like to read one line into a string, edit it, then edit that one line of the model inside a for-next loop.
- Wed Mar 23, 2016 2:49 am
- Forum: Programming
- Topic: How to Make a Group in a Pool, not a Group object
- Replies: 3
- Views: 3630
How to Make a Group in a Pool, not a Group object
Hi, I was wondering how to make a group inside a pool object. If I were to do it manually, the pool definition would look like this: Cross Section Identifiers: (Enter identifiers below this line) XSECTION1 XSECTION2 XSECTION3 XSECTION4 @GROUP GROUP1 XSECTION1 XSECTION3 However, I'm looking to do thi...
- Tue Mar 15, 2016 9:09 am
- Forum: Estimation
- Topic: How to see Model Coefficients
- Replies: 5
- Views: 3889
Re: How to see Model Coefficients
it works. Thanks
- Mon Mar 14, 2016 3:45 am
- Forum: Estimation
- Topic: How to see Model Coefficients
- Replies: 5
- Views: 3889
Re: How to see Model Coefficients
Perhaps I'm going about this the wrong way. I have a system object with a number of equations in it. I estimated the system and got resulting coefficients. I did this over a sample period, and would like to forecast using these coefficients outside of the sample period. What's the best way to do this?
- Fri Mar 11, 2016 8:32 am
- Forum: Estimation
- Topic: How to see Model Coefficients
- Replies: 5
- Views: 3889
Re: How to see Model Coefficients
Also, if I ran this for
How would I forecast each number in the series to the last (unknown) one?
Code: Select all
smpl @first 2013m12
How would I forecast each number in the series to the last (unknown) one?