Search found 135 matches

by donihue
Thu Nov 24, 2011 12:59 am
Forum: Programming
Topic: Using "xget"
Replies: 1
Views: 2694

Using "xget"

Hello, When using "xget" to retrieve data from an external application into an EViews object, the "type=" option does not include graphical objects. I realise that the graphical formats are very different, but was wondering whether via your usual magic you had nevertheless found ...
by donihue
Thu Nov 17, 2011 3:57 am
Forum: Estimation
Topic: Mixing long-run and short-run restrictions in SVAR
Replies: 3
Views: 4181

Re: Mixing long-run and short-run restrictions in SVAR

FYI, RATS can estimate an SVAR with both SR and LR restrictions
Regards
Donihue
by donihue
Mon Nov 14, 2011 3:37 am
Forum: Data Manipulation
Topic: Storing an equation in a Database
Replies: 2
Views: 3004

Re: Storing an equation in a Database

Hello Gareth,

Thanks for your reply. I think you have solved my problem with your query about databases: I was trying to store to a GiveWin database, not an EViews database. It works perffectly when using a native EViews database.

Regards
Donihue
by donihue
Sun Nov 13, 2011 7:40 am
Forum: Data Manipulation
Topic: Storing an equation in a Database
Replies: 2
Views: 3004

Storing an equation in a Database

According to the online help files for EViews 7.2, As with other objects, equations may be stored to disk in data bank or database files. You can also fetch equations from these files. Equations may also be copied-and-pasted to, or from, workfiles or databases. EViews even allows you to access equat...
by donihue
Sun Nov 06, 2011 2:29 pm
Forum: Estimation
Topic: Using equation residuals dynamically ??
Replies: 2
Views: 2557

Re: Using equation residuals dynamically ??

Unfortunate - it would make the use of (non-Johansen-based) error-correction models much easier!

Regards
Donihue
by donihue
Sun Nov 06, 2011 11:28 am
Forum: Estimation
Topic: Using equation residuals dynamically ??
Replies: 2
Views: 2557

Using equation residuals dynamically ??

In the context of a multi-equation model, I would like to be able to write an equation specification which uses equation residuals dynamically - i.e., looks something like "equation eq2.ls dlog(y) dlog(x) eq1.resid(-1)" so that if the specification of eq1 changes, the residual used in eq2 ...
by donihue
Sat Sep 24, 2011 7:54 am
Forum: Estimation
Topic: Vector error correction model
Replies: 2
Views: 4439

Re: Vector error correction model

Your model is neither VEC nor VAR and you have no equation for "scnq". You should simply set up a system with the equations you have specified (Object==> New object==> System; then in the system object Proc==>Define System)

Regards
Donihue
by donihue
Sun Sep 04, 2011 12:17 am
Forum: Econometric Discussions
Topic: exogenous or endogenous for VAR
Replies: 12
Views: 17108

Re: exogenous or endogenous for VAR

Re your query on my point 2, it is in line with tcfoon's point 1 (GROWTH is very unlikely to be I(1)). If you want to estimate a VAR, use I(0) variables; if you want to estimate cointegrating relationships, you need all variables to be of the same degree of integration (typically I(1)), Regards Doni...
by donihue
Sat Sep 03, 2011 5:46 am
Forum: Econometric Discussions
Topic: exogenous or endogenous for VAR
Replies: 12
Views: 17108

Re: exogenous or endogenous for VAR

Some suggestions: 1. HUMAN CAPITAL and GOVERNMENT SPENDING are naturally exogenous in this model. If TRADE OPENNESS is measured as the share of X+M in GDP, then you have an endogeneity issue 2. Most economists consider that variables in a VAR should be I(0), NOT I(1). Typically, this is achieved by ...
by donihue
Tue Aug 30, 2011 12:31 am
Forum: Bug Reports
Topic: estimated coefficients of the b matrix are all 0.1
Replies: 6
Views: 7070

Re: estimated coefficients of the b matrix are all 0.1

If you draw the starting values from a Uniform(0,1) distribution, your SVAR converges; however, the LR test indicates that the (over-)identification restrictions are strongly rejected, thus indicating that the proposed SVAR is rejected by the data, implying the need to change the underlying restrict...
by donihue
Tue Aug 02, 2011 2:15 pm
Forum: Add-in Support
Topic: MSBVAR variant of BVAR - exogenous variables
Replies: 0
Views: 3582

MSBVAR variant of BVAR - exogenous variables

Hello Esther, I doubt that you any longer take an interest in the old MSBVAR version of your excellent add-in, but as I wanted to be able to use exogenous variables with it, I re-wrote it to enable that. I attach the revised version in case it may be of interest. I have tested it against both the cu...
by donihue
Tue Aug 02, 2011 2:07 pm
Forum: Suggestions and Requests
Topic: COM Automation client support
Replies: 4
Views: 6039

Re: COM Automation client support

Hello Gareth, I asked Scilab if they had COM support, and below is the answer I received from Allan Cornet, the "guru" of Scilab: Hi, There are many ways to interact with Scilab You can call Scilab engine from C/C++, java, C# See http://help.scilab.org/docs/5.3.2/en_US/section_0b209c9ffb9f...
by donihue
Sun Jul 31, 2011 2:37 am
Forum: Suggestions and Requests
Topic: COM Automation client support
Replies: 4
Views: 6039

COM Automation client support

"Help" indicates that EViews offers COM Automation client support for select external application servers. Support is currently provided for two applications: MATLAB and R. . Would it be possible to add Scilab ( http://www.scilab.org ) - which is a (free) alternative to Matlab - to that li...
by donihue
Sat Jul 30, 2011 4:37 am
Forum: Bug Reports
Topic: matlab xget
Replies: 11
Views: 10705

Re: matlab xget

Thank you very much indeed, Steve. That worked a treat!
Regards
Donihue
by donihue
Fri Jul 29, 2011 9:31 am
Forum: Bug Reports
Topic: matlab xget
Replies: 11
Views: 10705

Re: matlab xget

Many thanks for your time, Steve. The class of M_.params is the same as that of, say, the scalar sigas referenced in my output (namely, "double"), but the command "cell2mat(M_.params)" in Matlab just returns an error: ??? Cell contents reference from a non-cell array object. Erro...

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