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I tried that just now, specifying every column as charachter, and the result was all NA in every field. This is what the capture field output: {%matrix}.sheet importmat "C:\Users\Jim\Dropbox\30-Year Bond Auctions.csv" ftype=ascii rectype=crlf skip=0 fieldtype=delimited na="na." d...

Hi, I am having difficulty importing data from a CSV that has dates, numbers, and charachters in cells. Non-numeric data is being listed as NA. However, I need the non-numeric data so that I can write a program that references cell contents so that instructions can be computed properly. How do I get...

I have attached a file that contains a modified version of the eqsumtab.prg add-in program. The modified program produces Adjusted R-Squared, instead of R-Squared. The only modifications made are to the label in the GUI, which now reads 'Adj. R-Squared', and to the called “@-function” is now @rbar2 ...

Hopefully your university will upgrade to EViews 8. The new features are really cool. I don't know what the error is all about. But if you install R and Friends and properly install the add-in, the BP test works great. A lot of people have trouble the first time as the statconn program is picky abou...

I think if you follow the installation instructions above for R and Friends and make sure you install the add-in properly, it will work.

If you are getting an error in R, it is probably that you didn't use the installation via R and Friends and the elements were not installed in correct order.

I'm trying to run redundant variables tests after estimating a 2sls-iv equation and I am getting a weighting matrix error. Is this a known error?

Looks like a graph of the forecasted (static?) series with +-2 standard error forecast confidence intervals.

The static forecasts are a series of 1-step ahead forecasts.

I'd say both. EViews can do a lot of sophisticated things without a lot of programming. Matlab has some very good finance functions. The symbolic math toolbox is also very useful. The two environments complement one another very well. As a finance person, I wouldn't substitute one for the other. I'd...

Looks like you are just estimating the mean equation as arma(1,1) and the variance equation as Garch(1,1) by maximum likelihood with the mean equation assumed to follow a t-distribution. Garch(1,1) is pretty standard and the distributional assumption doesn't sound outrageous. Your forecast specifica...

If you look back in the thread, a lot of us have experienced the problem at first. I think the best way to address the problem is to install "R and Friends" and the installer should follow the install sequence that enables the process to be activated properly. Give this a try: http://rcom....

Sounds like you are trying to identify a change in the stationarity of a series??

You could try it both ways. Sounds interesting.

Yeah, well you are testing for a structural break in the residuals of a regression of that form.

If you want to test for a structural break in the mean, I would suggest you just regress the dependent variable on a constant.

I had that problem the first time I installed stat comm. I think the best way to address the problem is to install "R and Friends" and the installer should follow the install sequence that enables the process to be activated properly. Give this a try: http://rcom.univie.ac.at/download.html...

Your choice of whether to difference the regressors is based on whether you are interested in knowing whether the level affects the dependent variable vs the change in the level affecting the dependent variable. You might use both. You should check to see if your regressors are colinear. What you wa...