Search found 560 matches
- 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).
- Tue Oct 02, 2018 6:24 am
- Forum: Estimation
- Topic: SVAR estimation with zero long-run restrictions
- Replies: 5
- Views: 5649
- 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...
- 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))
- 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?
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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- 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 ...
- 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...
- 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.
- 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).
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).
- 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...
- 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.
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.
- 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...
- 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).
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).
- 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),
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
- Fri Aug 03, 2018 11:08 am
- Forum: Data Manipulation
- Topic: Marginal effects multinomial logit model
- Replies: 7
- Views: 7127