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by EViews Gareth
Thu May 21, 2009 12:19 pm
Forum: Estimation
Topic: Time varying model with kalman filter
Replies: 25
Views: 31889

Re: Time varying model with kalman filter

The C vector is an object in your workfile. Its the little icon with a beta symbol in it, called "C". You can double click on it to open it up and modify.
by EViews Gareth
Wed May 20, 2009 10:35 am
Forum: Data Manipulation
Topic: skipping a large number of observations
Replies: 5
Views: 5795

Re: skipping a large number of observations

Could you create an identically structured workfile, but fill it with random numbers, then post that? It seems that the problem is not with the data itself, just with the structure of the data.
by EViews Gareth
Wed May 20, 2009 8:09 am
Forum: Data Manipulation
Topic: Auto-Update & HPF
Replies: 2
Views: 4441

Re: Auto-Update & HPF

Correct, you can not create an auto-updating series / formula based upon a series proc, such as the HPF.
by EViews Gareth
Wed May 20, 2009 8:08 am
Forum: General Information and Tips and Tricks
Topic: HOT KEYS in Eviews!
Replies: 20
Views: 32314

Re: HOT KEYS in Eviews?

The context menus of objects are generally the same as the main window context menu....
by EViews Gareth
Tue May 19, 2009 2:58 pm
Forum: Programming
Topic: for loop and group
Replies: 2
Views: 4869

Re: for loop and group

Not sure I follow exactly, but I think this is what you want:

Code: Select all

group GDP

for %c USA GER
genr yoy_{%c}= GDP_{%c}-GDP_{%c}(-1)
gdp.add gdp_{%c}
next

by EViews Gareth
Tue May 19, 2009 2:56 pm
Forum: Data Manipulation
Topic: skipping a large number of observations
Replies: 5
Views: 5795

Re: skipping a large number of observations

Not quite sure how you managed that. Could you post the workfile prior to the page contract, and then tell us exactly what you did?
by EViews Gareth
Tue May 19, 2009 1:15 pm
Forum: Data Manipulation
Topic: skipping a large number of observations
Replies: 5
Views: 5795

Re: skipping a large number of observations

If you want to delete them, you can use the Page Contract tool to remove them from the workfile.

If you just want to remove them from the sample, you can use if statements in your sample condition to remove them.
by EViews Gareth
Tue May 19, 2009 8:15 am
Forum: Programming
Topic: Percent Rank
Replies: 3
Views: 4079

Re: Percent Rank

No it isn't.

Please make sure you post in the correct forum in the future :D
by EViews Gareth
Tue May 19, 2009 8:12 am
Forum: Data Manipulation
Topic: viewing correlogram
Replies: 8
Views: 10720

Re: viewing correlogram

Works fine for me.

You might want to ensure that your copy of EViews 6 is up to date.
by EViews Gareth
Mon May 18, 2009 4:48 pm
Forum: Estimation
Topic: How to specify Maximum Likelihood
Replies: 32
Views: 50039

Re: How to specify Maximum Likelihood

As I said above, I think you need to have a deeper understanding of MLE before you can understand how to estimate MLE in EViews. I can't possibly tell you which variable should be "z". Do you even know if the particular likelihood function this specific example is estimating is the particu...
by EViews Gareth
Mon May 18, 2009 4:34 pm
Forum: Estimation
Topic: How to specify Maximum Likelihood
Replies: 32
Views: 50039

Re: How to specify Maximum Likelihood

The particular likelihood function that the example is estimating has the error term's variance as a function of Z (if you look at equation 32.1). Hence the LogL object has the variance as a function of Z.
by EViews Gareth
Mon May 18, 2009 4:21 pm
Forum: Estimation
Topic: How to specify Maximum Likelihood
Replies: 32
Views: 50039

Re: How to specify Maximum Likelihood

beta, scale and alpha are coefficient vectors in the workfile. They're just vectors that store parameters. You can create them, just as the manual says, by typing "coef(3) beta" in the EViews command window. "Z", as mentioned in the manual, is a series in the workfile. Perhaps be...
by EViews Gareth
Mon May 18, 2009 3:47 pm
Forum: Estimation
Topic: How to specify Maximum Likelihood
Replies: 32
Views: 50039

Re: How to specify Maximum Likelihood

You're going to have to be way more specific than that.

What is the likelihood function you're trying to maximise? What is the data you're trying to use? What are the parameters you're trying to estimate?

What is beta, alpha and scale?
by EViews Gareth
Mon May 18, 2009 3:31 pm
Forum: Programming
Topic: sample size
Replies: 6
Views: 7704

Re: sample size

@obsrange - returns number of observations in workfile range.
@obssmpl - returns number of observations in current sample.
by EViews Gareth
Mon May 18, 2009 2:22 pm
Forum: Programming
Topic: Percent Rank
Replies: 3
Views: 4079

Re: Percent Rank

Code: Select all

(@ranks(x)-1)/(@obs(x)-1)

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