Search found 45 matches

by kszynkar
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
by kszynkar
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...
by kszynkar
Mon Apr 11, 2016 3:49 am
Forum: Data Manipulation
Topic: Pulling in other Bloomberg Fields
Replies: 2
Views: 3912

Re: Pulling in other Bloomberg Fields

thanks
by kszynkar
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...
by kszynkar
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
by kszynkar
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?
by kszynkar
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...
by kszynkar
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...
by kszynkar
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
by kszynkar
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
by kszynkar
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.
by kszynkar
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...
by kszynkar
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
by kszynkar
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?
by kszynkar
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

Code: Select all

smpl @first 2013m12


How would I forecast each number in the series to the last (unknown) one?

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