Search found 557 matches
- Wed Jul 13, 2022 10:34 am
- Forum: Models
- Topic: Solve Control for Target
- Replies: 2
- Views: 4278
Re: Solve Control for Target
Hello, Here's a trivial artificial model with an example of using the control procedure over a single variable. wfcreate u 100 series inA = 1 + @abs(@sin(@obsid / 25)) / 2 + rnd / 8 series inB = rnd * @sin(@obsid / 15) series out model m m.append out = inA + inB m.solve series out_target = out_0 smp...
- Tue Jul 05, 2022 3:14 pm
- Forum: Programming
- Topic: code for SVAR
- Replies: 5
- Views: 3793
Re: code for SVAR
Hello,
When using 'matbyr' or similar options, a second matrix with the suffix "_se" is created to hold the standard errors. So in my example code, matrices "responses" and "responses_se" are created as part of the impulse procedure.
When using 'matbyr' or similar options, a second matrix with the suffix "_se" is created to hold the standard errors. So in my example code, matrices "responses" and "responses_se" are created as part of the impulse procedure.
- Thu Jun 30, 2022 1:58 pm
- Forum: Programming
- Topic: code for SVAR
- Replies: 5
- Views: 3793
Re: code for SVAR
Hello, There are a few small SVAR examples in the documentation, but I can provide a few more here. To answer you're question about @lrrsp, the accumulated impulse responses that data member holds are the theoretical/asymptotic responses, not the responses at the last horizon as shown in the impulse...
- Wed May 18, 2022 8:12 pm
- Forum: Models
- Topic: Adding @stochastic to a model text file
- Replies: 4
- Views: 5356
- Thu May 12, 2022 11:24 am
- Forum: General Information and Tips and Tricks
- Topic: Dependency Graph Export
- Replies: 2
- Views: 4192
Re: Dependency Graph Export
Hello, Which software are you using to import the GraphML file generated by EViews? Unfortunately, as with many data formats in the XML family, GraphML is more a syntactic specification than a semantic specification. By this I mean that while a GraphML file can store many types of information about ...
- Mon May 02, 2022 10:20 am
- Forum: Estimation
- Topic: Impulse Response Function
- Replies: 2
- Views: 2434
Re: Impulse Response Function
Hello,
Since you've using an SVAR factorization, the impulse responses are in term of innovations to the structural variables, not the original variables, e.g. government expenditure or GDP. By construction, the one S.D. structural innovations and the one unit structural innovations are identical.
Since you've using an SVAR factorization, the impulse responses are in term of innovations to the structural variables, not the original variables, e.g. government expenditure or GDP. By construction, the one S.D. structural innovations and the one unit structural innovations are identical.
- Tue Apr 05, 2022 4:32 pm
- Forum: Estimation
- Topic: BFGS stopping criterion and numerical difference tuning
- Replies: 3
- Views: 3244
Re: BFGS stopping criterion and numerical difference tuning
Hello, For this scenario, the documentation of the 'c' parameter is a bit misleading. Elaborating on my answer (3) above, the termination criterion actually examines the trust region size associated with each quasi-Newton step, ending the algorithm when the trust region shrinks below the value of th...
- Thu Mar 24, 2022 11:30 am
- Forum: Estimation
- Topic: BFGS stopping criterion and numerical difference tuning
- Replies: 3
- Views: 3244
Re: BFGS stopping criterion and numerical difference tuning
Hello, Let me try to address your three main points... (1) As of EViews 10, the speed vs. accuracy general option no longer applies to state-space estimation via FIML w/ BFGS. Formerly, that option did select between Taylor series order, basically either 2-point or 4-point numeric derivatives (with ...
- Mon Mar 07, 2022 11:29 am
- Forum: Estimation
- Topic: VAR estimation questions: estimation method and serial correlation
- Replies: 2
- Views: 2208
Re: VAR estimation questions: estimation method and serial correlation
Hello, More in-depth answers to all of your questions can be found in the EViews documentation for VARs, but to summarize, (1) unrestricted reduced-form VARs are estimated by OLS, (2) the LRE statistic is the Edgeworth expansion correction form of the LM test, and (3) the LM test is the Breusch-Godf...
- Wed Jan 19, 2022 3:14 pm
- Forum: Programming
- Topic: Using Git when programming add-in
- Replies: 5
- Views: 19058
Re: Using Git when programming add-in
This all depends greatly on your workflow and Git setup, but for this example suppose we have a local Git repository with the "master"/"main" branch and a "dev" branch. We want different versions of an addin registered in EViews depending on which branch is currently ac...
- Tue Jan 11, 2022 6:19 pm
- Forum: Models
- Topic: Simulations: Add-factor interaction with ARMA errors
- Replies: 6
- Views: 28746
Re: Simulations: Add-factor interaction with ARMA errors
Hello, Addressing your last point first, stochastic innovations do interact with ARMA errors as you'd expect. Add factors are the oddity. In effect, residuals/innovations are determined before add factors are applied, so add factors don't propagate through ARMA terms. Your approach for implementing ...
- Tue Jan 11, 2022 3:49 pm
- Forum: Programming
- Topic: Code to determine date of first Friday of the year
- Replies: 5
- Views: 9243
Re: Code to determine date of first Friday of the year
My apologies, I pasted a genr expression for the calculation instead of a scalar context expression. Just replace to two @date references with @now... %mydate = @datestr(@datefloor(@now, "y") + 6 - @mod(@datepart(@datefloor(@now, "y"), "w") + 1, 7), "mm/dd/yyyy&quo...
- Tue Jan 11, 2022 11:39 am
- Forum: Programming
- Topic: Code to determine date of first Friday of the year
- Replies: 5
- Views: 9243
Re: Code to determine date of first Friday of the year
Hello,
I believe this will work:
I believe this will work:
Code: Select all
%mydate = @datestr(@datefloor(@date, "y") + 6 - @mod(@datepart(@datefloor(@date, "y"), "w") + 1, 7), "mm/dd/yyyy")
- Thu Jan 06, 2022 5:59 pm
- Forum: Programming
- Topic: Using Git when programming add-in
- Replies: 5
- Views: 19058
Re: Using Git when programming add-in
A quick note, addin registration is available programmatically. You could for example, write your own addin that switched the registration of other addins between their official and development versions, or even use a git hook to trigger the switch.
- Thu Jan 06, 2022 5:27 pm
- Forum: Models
- Topic: Simulations: Add-factor interaction with ARMA errors
- Replies: 6
- Views: 28746
Re: Simulations: Add-factor interaction with ARMA errors
Hello,
Sorry your post escaped my notice earlier. Unfortunately, add factors are not treated as innovation shocks even in stochastic solves and there are no options for altering this behavior.
Sorry your post escaped my notice earlier. Unfortunately, add factors are not treated as innovation shocks even in stochastic solves and there are no options for altering this behavior.