Search found 3367 matches

by startz
Tue Dec 16, 2008 9:04 am
Forum: Programming
Topic: How to skip to next if there is an error?
Replies: 2
Views: 1854

Re: How to skip to next if there is an error?

I'm trying to write a program that will take all of the equation objects and put them into a spool and then name them based on a series called "eqname" The problem is that I do not ALWAYS have an object called whatever is in eqname(39*!i). How can I tell it to just skip any problems and c...
by startz
Tue Dec 16, 2008 8:06 am
Forum: Estimation
Topic: why do I get negative Rsquared in SURE?
Replies: 28
Views: 11136

Re: why do I get negative Rsquared in SURE?

Thannk you for your prompt reply! As you know the results indicate serial correlation, do you have any suggestions for me to solve this problem? It seems that using AR term is not a good solution, since the coeffecients in the analysis are to much different with results of an estimation withour AR ...
by startz
Tue Dec 16, 2008 7:42 am
Forum: Estimation
Topic: why do I get negative Rsquared in SURE?
Replies: 28
Views: 11136

Re: why do I get negative Rsquared in SURE?

I am sorry that I read many different textbooks on econometrics and also explanations form the internet, but not only a certain book. Anyway for sure, the specification I used with AR term as above is right or not, and how to interpret the results of c(2) in the results. The interpretation is that ...
by startz
Tue Dec 16, 2008 7:41 am
Forum: Estimation
Topic: why do I get negative Rsquared in SURE?
Replies: 28
Views: 11136

Re: why do I get negative Rsquared in SURE?

Thannk you for your prompt reply! As you know the results indicate serial correlation, do you have any suggestions for me to solve this problem? It seems that using AR term is not a good solution, since the coeffecients in the analysis are to much different with results of an estimation withour AR ...
by startz
Tue Dec 16, 2008 7:02 am
Forum: Estimation
Topic: why do I get negative Rsquared in SURE?
Replies: 28
Views: 11136

Re: why do I get negative Rsquared in SURE?

I am sorry that I read many different textbooks on econometrics and also explanations form the internet, but not only a certain book. Anyway for sure, the specification I used with AR term as above is right or not, and how to interpret the results of c(2) in the results. The interpretation is that ...
by startz
Tue Dec 16, 2008 5:58 am
Forum: Estimation
Topic: why do I get negative Rsquared in SURE?
Replies: 28
Views: 11136

Re: why do I get negative Rsquared in SURE?

Your results indicate extreme serial correlation. It appears that your prices are nonstationary, which is not unusual. And could you please explain me why you said it was extreme serial correlation from those results? Even the Durbin-watson stats results above were all around 1.7, or because I incl...
by startz
Mon Dec 15, 2008 3:13 pm
Forum: Data Manipulation
Topic: Smoothing xllines
Replies: 2
Views: 1978

Smoothing xllines

In Excel charts you can have points connected by smoothed curves rather than lines. Is there a way to do the same in EViews? This is sometimes useful for getting a pretty picture, albeit with some questions about accurate representation of the data.
by startz
Mon Dec 15, 2008 5:16 am
Forum: Estimation
Topic: How to run regression through origin in eviews
Replies: 2
Views: 2127

Re: How to run regression through origin in eviews

I want to run regression through origin to remove the hetroscedasticity! However i am not sure how to run regression through origin model! Any help on the above will be really appreciated! Thanks, Ashish Omit the constant term, although running a regression through the origin has nothing to do with...
by startz
Mon Dec 15, 2008 5:12 am
Forum: Estimation
Topic: why do I get negative Rsquared in SURE?
Replies: 28
Views: 11136

Re: why do I get negative Rsquared in SURE?

Your results indicate extreme serial correlation. It appears that your prices are nonstationary, which is not unusual.
by startz
Sun Dec 14, 2008 12:52 pm
Forum: Suggestions and Requests
Topic: Command Window Improvements
Replies: 9
Views: 5122

Re: Command Window Improvements

I second the motion. In fact, having an optional, separate dockable history window might be nice.
by startz
Sun Dec 14, 2008 12:47 pm
Forum: Suggestions and Requests
Topic: Tolerance Levels and other Collinearity Diagnostics
Replies: 11
Views: 7137

Re: Tolerance Levels and other Collinearity Diagnostics

In the past, EViews has not included such "diagnostics" because they are rarely valuable (which is not to say they are rarely used.) Regressions almost always have some degree of multicollinearity. This does not bias coefficients. It does not invalidate inference. If the multicollinearity ...
by startz
Sun Dec 14, 2008 10:44 am
Forum: Estimation
Topic: why do I get negative Rsquared in SURE?
Replies: 28
Views: 11136

Re: why do I get negative Rsquared in SURE?

Thank you for your great supports. I have tried and it was successful. However, could please help me to explain how c(1), c(2),..., c(8) were defined in the equation? Please excuse me if this is a stupid question. And, I would like to get Durbin-watson stat (general result) of the equation, can I g...
by startz
Sat Dec 13, 2008 4:15 pm
Forum: Estimation
Topic: Semi log model
Replies: 1
Views: 2584

Re: Semi log model

I need to estimate a semi log model. It looks like this: Ln(Wage)=β0+β1*Educ+β2*Exper+β3*Exper^2 Does anyone know what I should do with Ln in the estimation? Some of my co students think I should tape it in just like it is, but change Ln with Log. Will that be correct, or should I just tape it in l...
by startz
Sat Dec 13, 2008 6:10 am
Forum: Programming
Topic: programming for ARIMA
Replies: 4
Views: 4686

Re: programming for ARIMA

Thanks, but my "y"s are 40 time series with different names such as at_a, at_b, at_c and at_other for Austria. How E-Views can help me to run automatically the ARIMA model without manual change of at_a to at_b etc each time? Sorry for the basic question :oops: for %i a b ls d(at_{%i}) c a...
by startz
Fri Dec 12, 2008 11:37 am
Forum: Estimation
Topic: GARCH with variables
Replies: 29
Views: 32659

Re: GARCH with variables

You might want to take a look at "GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics," by Rob Engle in the Fall 2001 Journal of Economic Perspectives.

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