## Search found 3443 matches

Wed Jan 30, 2019 12:57 pm
Forum: Estimation
Topic: GMM Panel data
Replies: 1
Views: 194

### Re: GMM Panel data

Perhaps you should post the exact commands you used as well as the EViews workfile.
Mon Jan 28, 2019 4:49 pm
Forum: Econometric Discussions
Topic: Data Help - Capital Stock
Replies: 5
Views: 235

### Re: Data Help - Capital Stock

First, there you can't compare numbers for capital stock and GDP flow. The units aren't the same. What is true in the United States is that the stock of capital is roughly three times the annual flow of GDP. If I is investment and K is the capital stock then K(t) = I(t) + (1-depreciation rate)*K(t-1...
Sun Jan 27, 2019 4:27 pm
Forum: Data Manipulation
Topic: FRML Creation and Sampling
Replies: 6
Views: 249

### Re: FRML Creation and Sampling

But won't any output based on a frml reflect the current smpl anyway? So using @pagesmpl prevents an invisible conflict between changing the smpl globally and what's buried in the frml.
Sun Jan 27, 2019 1:19 pm
Forum: Data Manipulation
Topic: FRML Creation and Sampling
Replies: 6
Views: 249

### Re: FRML Creation and Sampling

Can you edit the frml smpl to be @pagesmpl ?
Thu Jan 24, 2019 4:24 pm
Forum: Econometric Discussions
Topic: How to use Automatic ARIMA to forecast stock prices
Replies: 1
Views: 157

### Re: How to use Automatic ARIMA to forecast stock prices

ronctl wrote:Third, what is the right procedure to forecast stock prices?

The right way to forecast the stock price P_(t+1) is almost certainly P_t, or perhaps P_t times a constant very, very slightly above 1.0.
Wed Jan 23, 2019 7:56 pm
Forum: Econometric Discussions
Topic: Data Help - Capital Stock
Replies: 5
Views: 235

### Re: Data Help - Capital Stock

I'm not sure you have the investment equation right. Could you be a little more explicit about how you calculate I? I it possible your + should be a -?
Wed Jan 23, 2019 12:47 pm
Forum: Econometric Discussions
Topic: estimation of Engle-Granger 2 step procedure
Replies: 7
Views: 11863

### Re: estimation of Engle-Granger 2 step procedure

dakila wrote:No

Out of curiosity, why not? Assuming that for some reason you are interested in whether price and lagged wage are cointegrated.
Fri Jan 18, 2019 1:47 pm
Forum: Estimation
Topic: State Space - generate plot of unknown parameters.
Replies: 1
Views: 228

### Re: State Space - generate plot of unknown parameters.

c(4) is an estimated constant. It doesn't very over time.
Mon Jan 14, 2019 2:15 pm
Forum: Econometric Discussions
Topic: High P Values
Replies: 1
Views: 136

### Re: High P Values

You only have 13 observations. Probably nothing is wrong.
Thu Jan 10, 2019 3:55 pm
Forum: Estimation
Topic: Different results for running state space models
Replies: 3
Views: 267

### Re: Different results for running state space models

Starting values (in the C vector) matter.
Tue Jan 01, 2019 9:26 am
Forum: Data Manipulation
Topic: import panel data
Replies: 4
Views: 294

### Re: import panel data

salhes wrote:
another question please, why I cannot import my data as in my first post, what is wrong so it does not accept it as panel.

fix the observations for Bolivia in the Excel file
Tue Jan 01, 2019 8:11 am
Forum: Data Manipulation
Topic: import panel data
Replies: 4
Views: 294

### Re: import panel data

Note that you have two observations for Bolivia for 1960 and 1961. Probably the source of the problem.
Tue Jan 01, 2019 8:10 am
Forum: Data Manipulation
Topic: import panel data
Replies: 4
Views: 294

### Re: import panel data - bug bug bug

It's worse than you think:

You can drag and drop the Excel file onto EViews. It will come in fine as an unstructured file. You can then use Proc/Structure to make a panel dated by series.

Unfortunately, this generates "Internal Error 500 500."
Sat Dec 15, 2018 12:35 pm
Forum: Estimation
Topic: F-test / Wald Test discrepancy
Replies: 4
Views: 354

### Re: F-test / Wald Test discrepancy

I think your R^2 formula is wrong. Maybe the k-1 should be the number of restrictions, r
Thu Dec 13, 2018 6:39 am
Forum: Estimation
Topic: F-test / Wald Test discrepancy
Replies: 4
Views: 354

### Re: F-test / Wald Test discrepancy

You'd have to post both sets of information for anyone to compare them.

As a wild guess, the sample changed when you did it manually.