Search found 557 matches
- Fri Aug 13, 2021 9:22 am
- Forum: Programming
- Topic: how to drop a program variable
- Replies: 1
- Views: 8104
Re: how to drop a program variable
Hello, I'm afraid there isn't a way to undefine a variable such that it won't trigger substitution later in an EViews program. However, since you're running multiple programs sequentially, you can isolate the individual programs' variables from one another by using "exec" instead of "...
- Mon Jul 26, 2021 10:27 am
- Forum: Bug Reports
- Topic: Problem with include in if-statement
- Replies: 8
- Views: 17456
Re: Problem with include in if-statement
Hello, Just a little extra information about include statements that might help in the future, such statements are functionally equivalent to copying the EViews code from the included file into the including file at the inclusion point. Consequently, the program will be ill-formed if the included fi...
- Wed Jul 21, 2021 11:07 am
- Forum: Models
- Topic: Problem with model solve - Missing data
- Replies: 3
- Views: 10086
Re: Problem with model solve - Missing data
Hello,
Are you trying to solve the model over the entire period (2000-2024) or just the forecast period (2021-2024)?
Are you trying to solve the model over the entire period (2000-2024) or just the forecast period (2021-2024)?
- Wed Jul 07, 2021 3:58 pm
- Forum: Estimation
- Topic: How to estimate the coefficients of the MA representation of an SVAR?
- Replies: 1
- Views: 7910
Re: How to estimate the coefficients of the MA representation of an SVAR?
Hello,
I believe you're correct.
I believe you're correct.
- Wed Jul 07, 2021 11:39 am
- Forum: Estimation
- Topic: How to correctly define user-specified matrix/vector to obtain the desired IRFs after estimating a VAR
- Replies: 7
- Views: 15147
Re: How to correctly define user-specified matrix/vector to obtain the desired IRFs after estimating a VAR
Hello, Regarding (1), you're follow-up is correct. The shocks are structural shocks and by construction the structural residuals have an identity covariance matrix. A one unit structural shock and one S.D. structural shock are therefore identical, and can be interpreted directly as the columns of th...
- Tue Jul 06, 2021 5:19 pm
- Forum: Estimation
- Topic: How to correctly define user-specified matrix/vector to obtain the desired IRFs after estimating a VAR
- Replies: 7
- Views: 15147
Re: How to correctly define user-specified matrix/vector to obtain the desired IRFs after estimating a VAR
Hello, Just for the sake of a complete example here in my response, let me address your questions using a trivial artificial VAR. Regarding (1), matrix/vector you must specify holds the shocks in its column(s), with the rows representing the different variables. For the basic Cholesky decomposition,...
- Fri Jul 02, 2021 12:34 pm
- Forum: Estimation
- Topic: Recovering Structural Shocks in Long-run restricted SVARS
- Replies: 2
- Views: 8826
Re: Recovering Structural Shocks in Long-run restricted SVARS
Hello, Regarding (1) and (2), here's a quick program that verifies that the S and F matrices behave as expected for a trivial artificial SVAR. If you run the last four statements for your own SVAR, do the results not match the mentioned expectations? create u 100 series x = rnd series y = 2 * x + nr...
- Fri Jul 02, 2021 12:20 pm
- Forum: Estimation
- Topic: How to obtain the matrix connecting reduced-form and structural residuals in a VAR
- Replies: 3
- Views: 9858
Re: How to obtain the matrix connecting reduced-form and structural residuals in a VAR
Quite right. Either of the first two SVAR restriction presets will produce an S matrix equivalent to a Cholesky decomposition.
- Fri Jul 02, 2021 10:03 am
- Forum: Estimation
- Topic: How to obtain the matrix connecting reduced-form and structural residuals in a VAR
- Replies: 3
- Views: 9858
Re: How to obtain the matrix connecting reduced-form and structural residuals in a VAR
Hello,
After you perform either type of structural analysis, you can use the VAR object's @impfact data member to retrieve the underlying factorization matrix.
After you perform either type of structural analysis, you can use the VAR object's @impfact data member to retrieve the underlying factorization matrix.
- Mon Jun 14, 2021 10:18 am
- Forum: Bug Reports
- Topic: Bug in statsby-functions with panel data
- Replies: 1
- Views: 8223
Re: Bug in statsby-functions with panel data
Hello, The various statsby functions require at least two series arguments before you may optionally specify a sample. A call such as @sumsby(x,"2009 2009") interprets the second argument as a constant alpha autoseries, not as a sample. If you insert a trivial constant autoseries as the se...
- Tue May 18, 2021 10:09 am
- Forum: Data Manipulation
- Topic: Apply ranks from one matrix to another
- Replies: 2
- Views: 9252
Re: Apply ranks from one matrix to another
Hello,
It sounds like you'll have different orderings for different groups of rows in the matrix, so there's really no better way than to loop through the rows yourself.
It sounds like you'll have different orderings for different groups of rows in the matrix, so there's really no better way than to loop through the rows yourself.
- Thu May 13, 2021 10:10 am
- Forum: Programming
- Topic: Orthogonal complement of a matrix
- Replies: 2
- Views: 3197
Re: Orthogonal complement of a matrix
Hello,
EViews has added the @svdfull function in the time since that older post, which I believe completes the procedure contained therein.
EViews has added the @svdfull function in the time since that older post, which I believe completes the procedure contained therein.
- Mon May 10, 2021 10:20 am
- Forum: Models
- Topic: building mean-fan charts using stochastic model
- Replies: 2
- Views: 10567
Re: building mean-fan charts using stochastic model
Hello,
We discovered a bug in the panel mean fan chart display (option panel=meanfan) that caused the bounds to be drawn too wide. This issue will be fixed in the next patch.
We discovered a bug in the panel mean fan chart display (option panel=meanfan) that caused the bounds to be drawn too wide. This issue will be fixed in the next patch.
- Mon May 10, 2021 10:10 am
- Forum: Add-in Writing area
- Topic: Maximum options for add-in
- Replies: 7
- Views: 50445
Re: Maximum options for add-in
Hello,
The next patch will double the options limit, which should accommodate your addin.
The next patch will double the options limit, which should accommodate your addin.
- Wed Apr 14, 2021 10:02 am
- Forum: Programming
- Topic: IF command for samples in a model
- Replies: 1
- Views: 2371
Re: IF command for samples in a model
Hello, I'm afraid models do not support conditional inclusion of equations. That leaves you with basically two options, (1) using two separate model objects, one including EQ04 and one including EQ05, and solving them over different subsamples, or (2) combining the two equations into a single expres...