Search found 152 matches
- Wed Feb 22, 2017 8:24 am
- Forum: Econometric Discussions
- Topic: Cointegration Analysis of Oil Industry
- Replies: 0
- Views: 2645
Cointegration Analysis of Oil Industry
I'm looking to do a cointegration analysis of the oil industry, maybe a rolling regression too. The trouble is I'm unclear what variables would be most suitable. For example, in the gold industry, it's common to perform a rolling regression of the stock symbols GLD and GDX (gold price and gold minin...
- Tue Feb 21, 2017 8:29 pm
- Forum: Programming
- Topic: Access Standardized Residuals and Count
- Replies: 3
- Views: 4851
Re: Access Standardized Residuals and Count
That is a very impressive @sum(), I would have never thought of that. I'm very happy with that solution, I don't need an actual eviews program file since it all works from the command line. Thank you for helping me understand how eviews works these situations out.
- Tue Feb 21, 2017 4:58 am
- Forum: Programming
- Topic: Access Standardized Residuals and Count
- Replies: 3
- Views: 4851
Access Standardized Residuals and Count
Given a equation object eq_01, I want to create a 1 line code that counts a property of the equation object that can be run from the command line. Specifically I'm trying to write a scalar comprehension: the percentage representation of how many standardized residuals have an absolute value greater ...
- Sat Jul 30, 2016 1:29 am
- Forum: Estimation
- Topic: ROC curve
- Replies: 23
- Views: 22302
Re: ROC curve
After more experimenting, I got the program to complete. Although it produced a graph that was not correct (my false positive rate x axis went from 0 to 2.5) I'm not sure why it doesn't span simply 0 to 1. The issue before was the !i and !j were increasing beyond the rows of my matrix. I simply adde...
- Sun Jul 17, 2016 6:37 pm
- Forum: Suggestions and Requests
- Topic: EViews 10
- Replies: 16
- Views: 32182
Re: EViews 10
My post did come off as lumping them into the same category, sorry for that. Like trubador said k-fold has its own intricacies, so different approaches might be needed for each procedure. However, I believe a seed option for a simple random split would be great.
- Sun Jul 17, 2016 9:12 am
- Forum: Suggestions and Requests
- Topic: EViews 10
- Replies: 16
- Views: 32182
Re: EViews 10
Oh right, I didn't make that very clear. I was referring to the "if keep=1" sample inequality based approach of having the same set of randomly split data. For that we'd need an actual series of 1's and 0's on the workfile, unless I'm mistaken. Or, currently, another alternative that doesn...
- Sat Jul 16, 2016 5:39 pm
- Forum: Suggestions and Requests
- Topic: EViews 10
- Replies: 16
- Views: 32182
Re: EViews 10
It probably goes by other names, I just know it by this particular convention. Random split is a way to randomly partition the data into groups. Customarily, a .8 & .2 split or .9 &.1 split are used. Although, it would make sense for the partition fraction to be user configurable, so we can ...
- Sat Jul 16, 2016 9:33 am
- Forum: Suggestions and Requests
- Topic: EViews 10
- Replies: 16
- Views: 32182
Re: EViews 10
I would love to have a more discrete way of doing a random split. Whether its as simple as a .8 / .2 set aside split or k-fold CV, currently eviews needs to have the series in object forms to keep the randomly split data. If you are performing a high number of splits in the data, the workfile can be...
- Sat Jul 16, 2016 9:12 am
- Forum: Econometric Discussions
- Topic: Optimization Methods
- Replies: 0
- Views: 2031
Optimization Methods
Hey everyone, I'm dealing with binary response models somewhat regularly and I'm trying to understand different convergence methods. Eviews seems to use newton-marquardt steps. To learn more about this I ran some search engine queries but returned very little, and what was returned was some pay on v...
- Sat Jul 09, 2016 5:11 am
- Forum: Estimation
- Topic: ROC curve
- Replies: 23
- Views: 22302
Re: ROC curve
Months later, It dawns on me that its actually the same thread, just the latest page. I didn't notice it had multiple pages and I was confused for a while. So disregard the comment on whether the thread was right or not. That was my bad. Nonetheless, I still have that same error for this ROC curve p...
- Thu Mar 24, 2016 10:16 am
- Forum: Estimation
- Topic: ROC curve
- Replies: 23
- Views: 22302
Re: ROC curve
I tried the above code (both eviews 8 and 7 versions) in Eviews 9 and it threw an error to the effect '65 is not a valid index of _____.' So it seems to have issued too many elements to the vector or matrix, because my data set only contains 64 observations. I don't know what it's really doing thoug...
- Mon Mar 21, 2016 9:13 pm
- Forum: Add-in Support
- Topic: Crossvalid
- Replies: 4
- Views: 12100
Re: Crossvalid
Hey,
Is it possible to view the eviews code used for k-fold cv somehow?
Is it possible to view the eviews code used for k-fold cv somehow?
- Mon Mar 21, 2016 6:29 pm
- Forum: Data Manipulation
- Topic: Random Split Data
- Replies: 10
- Views: 7727
Re: Random Split Data
Hey startz, Yea, you're right, the memory is negligible. I think it's mostly curiosity or stubbornness that has me still thinking on the .rnd way, even though the series 'keep' has already proved to work for me. I would suspect though, if you needed many distinct, randomly drawn samples from the dat...
- Mon Mar 21, 2016 5:42 pm
- Forum: Data Manipulation
- Topic: Random Split Data
- Replies: 10
- Views: 7727
Re: Random Split Data
Hey, I'm back after having some time to take the sample selections you guys suggested for a test drive. I have some final questions when you have the chance, 1. The rnd < .8 if clause sample seemed very elegant in terms of the coding, so I liked it. However even after I created a sample object in my...
- Mon Mar 21, 2016 8:47 am
- Forum: Data Manipulation
- Topic: Random Split Data
- Replies: 10
- Views: 7727
Re: Random Split Data
Oh I understand now, thanks!