Search found 113 matches
- Tue Apr 12, 2016 12:27 pm
- Forum: Data Manipulation
- Topic: seas dummy bimonthly s=24, fortnight s=26...
- Replies: 32
- Views: 22246
Re: seas dummy bimonthly s=24, fortnight s=26...
What specifically do you see wrong with (***)?
- Fri Apr 08, 2016 3:49 pm
- Forum: Estimation
- Topic: Threshold Regression
- Replies: 1
- Views: 2278
Re: Threshold Regression
The threshold variable selection is based on SSR.
- Mon Mar 14, 2016 5:20 pm
- Forum: Programming
- Topic: AECM
- Replies: 6
- Views: 5863
Re: AECM
What you're asking goes beyond our normal help. Did you produce your current results using the TARCOINT add-in? If so I suggest going to the add-in section of the forum and asking your question there.
- Wed Mar 09, 2016 12:37 pm
- Forum: Programming
- Topic: AECM
- Replies: 6
- Views: 5863
Re: AECM
It will help me point you in the right direction if I know what you are trying to accomplish.
- Fri Mar 04, 2016 11:50 am
- Forum: Programming
- Topic: AECM
- Replies: 6
- Views: 5863
Re: AECM
In what context are you trying to estimate an AECM?
- Thu Feb 04, 2016 11:21 am
- Forum: Add-in Support
- Topic: Fama-MacBeth regression
- Replies: 157
- Views: 250275
Re: Fama-MacBeth regression
1) So avgrets is created from another variable. Where does this variable get deleted?
2) Read the For loop section in http://www.eviews.com/help/helpintro.ht ... 74.08.html
2) Read the For loop section in http://www.eviews.com/help/helpintro.ht ... 74.08.html
- Wed Feb 03, 2016 11:33 am
- Forum: Add-in Support
- Topic: Fama-MacBeth regression
- Replies: 157
- Views: 250275
Re: Fama-MacBeth regression
1) Where is avgrets created? Can you locate this?
2) Write out the code to graph one of the plots you want.
2) Write out the code to graph one of the plots you want.
- Mon Feb 01, 2016 4:19 pm
- Forum: Add-in Support
- Topic: Fama-MacBeth regression
- Replies: 157
- Views: 250275
Re: Fama-MacBeth regression
1) comment out the line in the program that deletes avgrets
2) put your graph command into a loop, and add the graphs to the spool one at a time
2) put your graph command into a loop, and add the graphs to the spool one at a time
- Thu Jan 28, 2016 12:37 pm
- Forum: Add-in Support
- Topic: Fama-MacBeth regression
- Replies: 157
- Views: 250275
Re: Fama-MacBeth regression
1) The equation objects for the first step of the Fama-MacBeth regression are stored in the beta_summary spool object. The second step of the regression does not use the equation object (see the 'fmb()' function).
2) What exactly are you trying to plot?
2) What exactly are you trying to plot?
- Mon Jan 25, 2016 2:32 pm
- Forum: Estimation
- Topic: Problem with lags in SETAR model
- Replies: 18
- Views: 13201
Re: Problem with lags in SETAR model
Are you saying you ran the above and got an error? What exactly did you enter?
- Mon Jan 25, 2016 1:15 pm
- Forum: Estimation
- Topic: Problem with lags in SETAR model
- Replies: 18
- Views: 13201
Re: Problem with lags in SETAR model
If I understand you correctly, indicator(-1), indicator(-2), etc are your threshold regressors. Then you want, for example: Dependent variable followed by list of threshold regressors: indicator indicator(-1) List of non-threshold regressors: c Threshold variable specification 1 4 This is all explai...
- Mon Jan 25, 2016 12:26 pm
- Forum: Estimation
- Topic: Problem with lags in SETAR model
- Replies: 18
- Views: 13201
Re: Problem with lags in SETAR model
What are the variable names of your threshold regressors? Are you trying to test all delays from 1 to 4, or one at a time? You indicate both in your previous posts.
- Mon Jan 25, 2016 11:30 am
- Forum: Estimation
- Topic: Problem with lags in SETAR model
- Replies: 18
- Views: 13201
Re: Problem with lags in SETAR model
What are your threshold regressors (what are the variable names)?
- Thu Nov 12, 2015 2:43 pm
- Forum: Add-in Support
- Topic: Portfolio backtesting
- Replies: 0
- Views: 7185
Portfolio backtesting
This thread is about the portfolio backtesting add-in that performs simple backtesting of a set of portfolio positions and associated market returns in EViews.
- Mon Oct 19, 2015 10:44 am
- Forum: Add-in Support
- Topic: Fama-MacBeth regression
- Replies: 157
- Views: 250275
Re: Fama-MacBeth regression
There are many ways to interpolate or extrapolate your data, depending on your situation. If you only care about filling in your missing data and are not concerned with look-ahead bias, EViews has several built-in interpolation/frequency conversion routines: http://www.eviews.com/help/helpintro.html...