Search found 557 matches

by EViews Matt
Wed May 31, 2023 3:13 pm
Forum: Bug Reports
Topic: rndseed?
Replies: 4
Views: 4704

Re: rndseed?

Hello, The new setting isn't in the documentation quite yet, but you can find it in the settings dialog: Options -> General Options -> Advanced system options -> "Reproducible random number sequences in series expressions". It's a global setting, not an option to 'rndseed' or another comma...
by EViews Matt
Tue May 23, 2023 2:21 pm
Forum: Bug Reports
Topic: rndseed?
Replies: 4
Views: 4704

Re: rndseed?

Hello, It appears that you're experiencing a "normal" EViews behavior involving random number generation. A sequence of random numbers generated as part of a series expression is dependent on both the state of the underlying random number generators (influenceable via the 'rndseed' command...
by EViews Matt
Wed May 03, 2023 11:33 am
Forum: Programming
Topic: smpl
Replies: 2
Views: 4187

Re: smpl

Hello, In a smpl statement, e.g. "smpl < start > < end >", the < start > specification uses the first observation within that specification while the < end > specification uses the last observation within that specification (this is only an issue when the specification as at a lower freque...
by EViews Matt
Mon Mar 27, 2023 2:16 pm
Forum: Models
Topic: MCE_SOLVE: a more reliable and efficient solver?
Replies: 7
Views: 6902

Re: MCE_SOLVE: a more reliable and efficient solver?

Hello, The existence of more efficient algorithms wouldn't surprise me, given the simplicity of the Fair-Taylor algorithm, but I haven't evaluated the algorithms bundled with the FRB/US model. I have no reason to doubt the authors, so exploring a native EViews implementation of their work in future ...
by EViews Matt
Mon Mar 27, 2023 1:37 pm
Forum: Programming
Topic: Models and groups
Replies: 6
Views: 3461

Re: Models and groups

Hello, I don't see anything in your code that would specifically impair performance, there's simply a large number of iterations to be executed. In case you weren't already doing so, running the program in quiet mode may yield a modest performance improvement. Programs that execute a lot of individu...
by EViews Matt
Thu Mar 23, 2023 9:56 am
Forum: Programming
Topic: Models and groups
Replies: 6
Views: 3461

Re: Models and groups

Hello,

You can use nested calls to @pmax as a replacement for @rmax. For example,

Code: Select all

net = x - @pmax(x(-1), @pmax(x(-2), @pmax(x(-3), ...)))
by EViews Matt
Tue Mar 21, 2023 4:00 pm
Forum: Estimation
Topic: How to correctly define user-specified matrix/vector to obtain the desired IRFs after estimating a VAR
Replies: 7
Views: 15138

Re: How to correctly define user-specified matrix/vector to obtain the desired IRFs after estimating a VAR

Hello, The names "Shock1", "Shock2", etc., are hard-coded into the impulse response view, but with a little work you can recreate the response multigraph with your own labels. Since there isn't a way to alter individual graphs within a multigraph, the strategy must be to create a...
by EViews Matt
Mon Mar 06, 2023 12:16 pm
Forum: Models
Topic: Find root cause of model error
Replies: 1
Views: 2602

Re: Find root cause of model error

Hello, A few steps can help diagnose these sorts of issues. First is identifying the observation in question. If the critical observation isn't clear from the solution series, then it's frequently easiest to run the solution with the "Display detail messages..." option enabled on the "...
by EViews Matt
Thu Feb 09, 2023 3:52 pm
Forum: Programming
Topic: How to up/down elements in Vector?
Replies: 2
Views: 2166

Re: How to up/down elements in Vector?

Hello,

It appears you want to reverse the vector. While EViews doesn't provide a reversing function, you can achieve the same result via other operations, e.g.,

Code: Select all

VEC2 = @capplyranks(VEC2, @seq(VEC2.@rows, -1, VEC2.@rows))
by EViews Matt
Fri Feb 03, 2023 2:31 pm
Forum: Programming
Topic: solve model with scenario
Replies: 2
Views: 2570

Re: solve model with scenario

Hello, There is an issue. When performing a stochastic solve, it appears that overrides may be ignored depending on the solution options (including the defaults, unfortunately). We should have a fix for this behavior ready for the next EViews patch. FYI, there's no need to specify a sample range as ...
by EViews Matt
Mon Jan 09, 2023 5:51 pm
Forum: Estimation
Topic: IRF in VARX
Replies: 8
Views: 11100

Re: IRF in VARX

Hello, The generic "Range Error" message indicates that EViews was expecting a pair of dates to specify a range (or multiple pairs for multiple ranges in some cases) but there was a problem with the provided specification. Usually, if an individual date specification is bad then a more des...
by EViews Matt
Tue Nov 22, 2022 11:12 am
Forum: Estimation
Topic: Finding the root of a univariate function
Replies: 2
Views: 1499

Re: Finding the root of a univariate function

Hello, You can use EViews' user-defined optimization feature for this purpose. I've recreated your example as an EViews program below. wfcreate u 12 series r r.fill -0.063, 0.018, -0.084, 0.160, 0.033, -0.082, 0.049, 0.074, 0.058, -0.031, 0.151, 0.039 subroutine local objectiveFunction(scalar !objec...
by EViews Matt
Wed Oct 12, 2022 9:50 am
Forum: Suggestions and Requests
Topic: Error messages should state the name of the program where the error occurs
Replies: 2
Views: 3601

Re: Error messages should state the name of the program where the error occurs

Hello,

If an error occurs outside the top-level program file, i.e. in a subprogram invoked by 'exec' or 'include', the program filename will be included in the error message. Was your error triggered in an add-in?
by EViews Matt
Mon Sep 12, 2022 11:29 am
Forum: Estimation
Topic: Recursive SVAR vs VAR model with Orthogonal IRFs
Replies: 3
Views: 2421

Re: Recursive SVAR vs VAR model with Orthogonal IRFs

Hello, Your observation is not a coincidence. Both approaches examine the residual covariance matrix to produce a triangular factorization matrix that represents a new orthogonal basis for the endogenous variables. While we may think about those resulting basis vectors differently depending on usage...
by EViews Matt
Wed Jul 13, 2022 10:42 am
Forum: Estimation
Topic: VAR exogenous variable shock
Replies: 3
Views: 2894

Re: VAR exogenous variable shock

Hello, Depending on what you're after, it may be easier to use a custom impulse vector that matches the effect of the exogenous variable. For example, the following code simulates a one unit shock to the exogenous variable z. wfcreate u 100 series x = nrnd series y = rnd / 5 + .2 series z = rnd var ...

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