Search found 560 matches

by EViews Matt
Tue Oct 02, 2018 9:21 am
Forum: Programming
Topic: MTOS
Replies: 18
Views: 13386

Re: MTOS

And your calculation of !nrolls is off by one (it should be one larger).
by EViews Matt
Mon Oct 01, 2018 10:12 am
Forum: Estimation
Topic: SVAR estimation with zero long-run restrictions
Replies: 5
Views: 5649

Re: SVAR estimation with zero long-run restrictions

In general, this sign issue is orthogonal to the SVAR identification issue. It's simply a mathematical consequence of the SVAR technique that it produces multiple solutions differing only in sign, none of which is mathematically "more correct" than any other. Sign-restricted SVARs are thei...
by EViews Matt
Thu Sep 27, 2018 12:04 pm
Forum: Data Manipulation
Topic: subtract elements in a matrix
Replies: 4
Views: 5164

Re: subtract elements in a matrix

I understand now, after the first row you want the row differences. For an initial matrix m, you can use something like the following:

Code: Select all

matrix result = m - @vcat(@filledvector(m.@cols, 0), @subextract(m, 1, 1, m.@rows - 1))
by EViews Matt
Thu Sep 27, 2018 10:50 am
Forum: Data Manipulation
Topic: subtract elements in a matrix
Replies: 4
Views: 5164

Re: subtract elements in a matrix

Hello,

I don't yet understand what you're asking for. If the following was your initial matrix, what should the result to be?

Code: Select all

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by EViews Matt
Mon Sep 24, 2018 10:14 am
Forum: Estimation
Topic: SVAR estimation with zero long-run restrictions
Replies: 5
Views: 5649

Re: SVAR estimation with zero long-run restrictions

Hello, This sounds like a sign indeterminacy issue. The signs of the elements of the various result matrices (A, B, S, F) are not always uniquely defined by the supplied data and matrix restrictions. Consequently, the results provided by EViews can be just one possibility out of an entire family of ...
by EViews Matt
Mon Sep 17, 2018 9:46 am
Forum: Data Manipulation
Topic: Match identifiers
Replies: 1
Views: 3349

Re: Match identifiers

Hello, While there isn't a single function for that operation, I find you can usually accomplish that type of lookup by using an intermediate dummy series. In the following example, I lookup a value in series y corresponding the first observation for which series x equals 4.5. series tmp = x = 4.5 s...
by EViews Matt
Fri Sep 14, 2018 8:59 am
Forum: Programming
Topic: NA in series
Replies: 4
Views: 4946

Re: NA in series

I believe EViews Gareth meant "@obs(series)" rather than "series.@obs". The function @obs respects the current sample, which I assume you're setting as you iterate through your cross sections.
by EViews Matt
Thu Sep 06, 2018 10:28 am
Forum: Programming
Topic: GARCH, Max Iteration and Convergence programing
Replies: 1
Views: 2700

Re: GARCH, Max Iteration and Convergence programing

Hello,

If you examine the documentation for the arch proc, you'll find that there are options for both the maximum number of iterations (m) and the convergence criterion (c).
by EViews Matt
Wed Sep 05, 2018 10:34 am
Forum: Programming
Topic: programs for forecast combination
Replies: 2
Views: 3279

Re: programs for forecast combination

Hello, One of the core sub-problems you have is generating all combinations of a certain size. Here's an example EViews program that generates such combinations, storing them as indices in a vector. Since you're generating combinations of multiple sizes, you can surround the relevant code in another...
by EViews Matt
Tue Sep 04, 2018 11:18 am
Forum: Estimation
Topic: How to get VAR confidence intervals
Replies: 1
Views: 3148

Re: How to get VAR confidence intervals

Hello,

The se option to the impulse proc lets you include confidence intervals in the IRF graph. If you need the raw confidence interval data, take a look at http://forums.eviews.com/viewtopic.php?f=4&t=2883.
by EViews Matt
Tue Sep 04, 2018 11:03 am
Forum: Estimation
Topic: Implementing short run restrictions on SVAR model
Replies: 6
Views: 7444

Re: Implementing short run restrictions on SVAR model

Hello, Yes, that the 2 S.E. error bands (almost) exclude the zero line indicates statistical significance (at ~5% level). Regarding the authors' claim about R_IND and Shock2, that mystifies me as well. There is a statistically significant impact of Shock2 on R_INT, perhaps the authors' mistook the t...
by EViews Matt
Tue Sep 04, 2018 10:04 am
Forum: Data Manipulation
Topic: @programname?
Replies: 1
Views: 3492

Re: @programname?

Hello,

The undocumented command @runname returns the file name of the "top-level" program running (ignoring the effects of include or exec as documented for @runpath).
by EViews Matt
Thu Aug 09, 2018 9:09 am
Forum: Estimation
Topic: Dummy Variables
Replies: 144
Views: 274103

Re: Dummy Variables

Hello,

You should be able to create your desired dummy variables using variations of the following command. This example command creates a dummy for the extreme low returns at the 5% threshold (daily average returns in series x),

Code: Select all

series D_L_05 = @ranks(x) / @obssmpl < .05

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