Search found 13317 matches
- 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.
- 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.
- 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.
- 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....
- 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
- 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?
- 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.
If you just want to remove them from the sample, you can use if statements in your sample condition to remove them.
- Tue May 19, 2009 8:15 am
- Forum: Programming
- Topic: Percent Rank
- Replies: 3
- Views: 4079
- 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.
You might want to ensure that your copy of EViews 6 is up to date.
- 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...
- 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.
- 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...
- 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?
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?
- 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.
@obssmpl - returns number of observations in current sample.
- 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)