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Sorry for the stupid question, but how do I know where the seams are? Im sorry I had to give information about roll-over dates, the problem is that there is not equal dates for contracts expirations, most of the months its 18th or 20th but some months are also 16th, 17th...I tried to attach the his...

If I'm understanding what you want to do, I don't think there is anything built-in. If you can give us a better idea of what you'd like to do at the seams, we can probably give you EViews commands to do the adjustment. Thanks for your reply, I want to make 2 types of continuous contracts: 1. the fi...

Hi my goal is to clear or adjust the continuous future contracts that I have. what I understood until now from reading references is that the usual approach is to "link prices" using either an additive or multiplicative price adjustment. I am using the Quandl continuous contracts database,...

Thanks for your reply, I got another problem. I downloaded plenty of data by getQuandl, then my daily restriction that is 500 API calls for registered API is finished, then I contacted Quandl and asked for more allowance and they gave me 10,000 API calls but still Eviews doesnt allow me to download ...

Dear Gareth, is there a way to update data that we already download from Quandl? Thanks

Sorry it is solved, thanks.

Hi Gareth, I already added GetQuandl to my Eviews8 add-in, I tried to run this codes on Eviews programming windows but it doesnt work, for instance if my quandl code is FOO_3, then I have to write this command: if @wcount(%vars)=0 then @uiprompt("FOO_3") stop endif if @wcount(%vars)>1 then...

Dear all Im trying to run below codes for DCC-GARCH model, it goes well for GARCH(1,1) estimations for each equation, but in the second step when I open a logl object and I try to run the codes related to log likelihood it says: syntax error in logl dcc, its very strange because I real all discussio...

Hello all I am trying to learn programming in Eviews for implementing State Space and Kalman filter techniques, but it seems that its pretty complicated, I read the Eviews guide for this section but still I have plenty of questions, does any one can introduce me a good tutorial for state space progr...

Dear all
I am trying to do a time varying parameter estimation with using a Stock and Watson (1996) model with Kalman filter, is there command for that on Eviews?

Thank you in advance

Dear Gareth and Moderator I would like to know that is there codes available in Eviews to perform Time Varying coefficients ARCH and Dynamic Conditional Corelation (DCC) type models? I know that Marcov-Switching model do the same thing, but what I need is a technique that choose switching times auto...

Hello every one

I am in the same problem as well! I used Arenallo-Bond panel GMM estimator however, I can not find any way to do first and second order auto correlation test with Eviews, I would appreciate alot if some one tell me is it possible to do it manually with Eviews?

Thanks every one

Dear Eviews I hope you are still active on this post. I am very confused to choose the appropriate conversion method for my data, I have annual data on "crude oil proved reserves" and going to convert it to quarterly data. This variable doesnt change easily and doesnt have fluctuation, but...

Dear Amana

in order to perform any test you need to have one dependent variable and the rest are explanatory variables, in your model, first you have to know that what exactly you want to do, you want to examine the causality effects of variables in which variable? what is your hypothesis?