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I have never tried to reference the name of a series within an existing equation before, but now I really need to, or my program will be really sloppy. I checked the data members for equation objects, but they all seemed to be scalar/number in terms of type. Is there any way to retrieve a string con...

Oh yes, I'm sure that would work. I guess I reverted to one dimensional thinking. Thanks for the much needed new approach to the problem.

Hey again, I'm interested in adjusting an existing series "x" in the following manner: x.adust = @cnorm(3+1.5*(x2)) Where x2 is also an existing series, but ideally, I'd like x2 to not exist. It creates clutter, and it's just a linear sequence from 10 to 45 that is interpolated to match th...

Referring to the eviews tutorial on the probit model, I'd like to ask a question on the final segment mentioned there concerning heteroskedasticity. First off, the example used a probit to model grade improvement and independent variables included gpa, tuce, and psi to refresh anyone's memory in cas...

I think it would be great to have an Eviews package/plugin for some of the major text editors. I personally use Github's Atom editor for code, and it supports a lot of languages aside from javascript. However, there is currently no eviews code package for it. Although there is nothing wrong with cod...

I will just reiterate briefly, After taking a break, and coming back to the problem after a few weeks I was hoping that having a fresh look would help me see something I may have been missing. However, I'm still confused as to why my scatter graph looks the way it does. If you look inside equation &...

Ok, thanks for looking into it. I have included a more concrete example. I run a probit estimation called "eq01." And tried to get part of the above visualization using a graph object called "visual," these may be found in the attached workfile. In the estimation there is a very ...

I was just using randomly generated data. However, if it's of any help, here is the link to the full lecture. http://www.columbia.edu/~so33/SusDev/Lecture_9.pdf They first talk about this graph on slide 28. As to your other question about whether other variables are estimated at their means or not, ...

Hello again, After learning as much as I could about the features of the eviews model/scenario functions from the help file, I'd like to think I know what I'm doing, but I wanna be on the safe side. I want to create a visual like the following graph: Probit Estimation.png One of the charms of this g...

Hey,

Thanks for the fine-tuning on the code, it's much better this way. So it all comes down to cumulative rounding error. If you look at it that way, for once I'm right and Jeff is wrong. Muaahahahahaha.

It's the Wooldridge (2006) Introductory Econometrics: A Modern Approach 4e. Page: 586. Chapter 17, example: 17.1

Hello, I wrote my own code to solve for probit marginal effects, given certain scenarios. (yes, I know there are already functional ones out there written by the eviews proffessionals) So why did I reinvent the wheel? I just felt very inept at the whole procedure, and thought if I could code it from...

Boy, do I feel stupid. Your patience is much appreciated. I successfully coded the entire make model, solve procedure :) I'm sure everyone has more important things to do, but when you get around to it, consider the inflection point again. (last question, I swear) http://www.eviews.com/help/helpintr...

I have tried everything on that page earlier today, and again just now, I'll just post the one I felt held the most promise, the dynamic solution argument: solve(d) mod01 However this syntax as well only yielded one solution series. I have coded: mod01.scenario(n) "s1" and mod01.scenario(c...

Oh right, I was thrown off by using the word comparison instead of alternate. So that's one step closer, I now have: mod01.scenario(c) "s2" So my alternate scenario has been configured, but I, honestly, could not find anything about solving for both solutions when toggling the solve functi...