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Hello Trubador, Thanks for your reply. The problem is that "forecast reer_dyn" is not taking into account the dynamic term of the DOLS, as I thought it should. Is that so? "forecast reer_dyn" and "fit reer_fit" gives the same forecasts. See [img] graph3.jpg [/img] Warm ...

Hi there, I'm running the following code to compare dynamic with static forecasts by running cointreg(dols): equation dols1_br.cointreg(method=dols, trend=const, lag=1, lead=1, cov=hac) reerln_br trdbal_br eff_totln_br @determ eff_rint_br forecast reer_dyn forecast(s) reer_lt plot reerln_br reer_dyn...

Got it! Thanks very much for your prompt reply.

Hi There, I would like to add specific lines to multiple graphs using the command DRAW (or something else you might suggest). Here is the image of my graph : beta_au.jpg Here is the code I'm using : beta1.displayname Beta for lag=3M beta2.displayname Beta for lag=6M beta3.displayname Beta for lag=9M...

Yes, he is doing Bayesian estimation. Too bad for me

I estimated the model with Eviews and c(1) is very close to 1. I guess that is why he's restricting it, to avoid the unit root. Thanks for you reply anyway.

Hi there, I am estimating a state-space model of output gap for the US. I'm reproducing the results from a BIS working paper (attached). Here is a simple model to help clarify my question : gdpln_us = ystar + c(1)*(gdpln_us(-1) - ystarlag) + 1600*e0 @state ystar = 2*ystar(-1) - ystarlag(-1) + e0 @st...

Hi Gareth, I would like your advice on how should I structure some data. I got GDP growth and oil consumption for about 80 countries, annually. The 80 countries are split among 4 categories: low income, lower-middle income, upper-middle income, high income. I would like to run ls regression grouping...

Hi there, I am running engle-granger and phillips-ouliaris cointegration tests on 2 variables for about 25 countries (not panel). I have weekly data and I'm doing rolling regression of 2 years to perform the tests to see for which periods the variables are cointegrated or not. I am saving the result...

I realize that on the window "Covariance Analysis" there is a session "Options" where I can set "weighting" but I don't know how to use. There are 6 options: none, frequency, var, st. dev, scaled var, scaled st. dev. Which one should I use? p.401 of the User's guide don...

I just realized that my approach will not work because the corr function of eviews would calculate the classical mean of my transformed variables (so basically, I am calculating the mean twice, once with different weights and once with equal weights). So, I am looking forward to suggetstions

Hi there, I would like to compute correlations using exponential smoothing so that the most recent observations have more weight. More specifically, if the expected value using equal weights p1,p2,...pk for a random variable X can be calculated as: E(X) = p_1*x_1 + p_2*x_2 + ... + p_k*x_k I would li...

I am gonna give my solution just in case someone else have the same problem I would like to set 5 sample sets, each representing a different regime, named reg1 to reg5. My error was using the word "smpl" to name the sample. I had to use "sample" instead. I didn't notice the nuanc...

Hi there, I'am working with weekly data and I would like to set 5 different samples in program but I'm getting the error message Error in Sample: Illegal date REG1 in "SMPL REG1 4/25/2003 7/13/2007" I've trying to set the sample in different ways but none worked: smpl reg1 4/25/2003 7/13/2...

Ok, thanks a lot. I'll try that.

Should I use the EViews Excel Add-in instead?