Search found 40 matches
- Thu Dec 28, 2017 12:47 pm
- Forum: Programming
- Topic: Box Cox Autoarma Error
- Replies: 12
- Views: 7594
Re: Box Cox Autoarma Error
In the EViews database I am using, there are a total of 5 variables that exhibit this behaviour. That is, they cause crashes of EViews form within the program code, but work perfectly within the GUI. I can calculate Box-Cox transforms on my own and they work fine. This is a weird problem, which may ...
- Thu Dec 28, 2017 11:51 am
- Forum: Programming
- Topic: Box Cox Autoarma Error
- Replies: 12
- Views: 7594
Re: Box Cox Autoarma Error
Well I am totally messed up here...your code worked. I don't see where I am going wrong. Here is my code. I still get the errors close @all %m=@left(@date,2) %d=@mid(@date,4,2) !year=2000+@right(@date,2 !annual1=2000 !annual2=2020 %history_end_date="2017.11" %forecast_start_date="2017...
- Thu Dec 28, 2017 7:43 am
- Forum: Programming
- Topic: Box Cox Autoarma Error
- Replies: 12
- Views: 7594
Re: Box Cox Autoarma Error
We are using the Enterprise Edition of 10+ Nov 30 2017 Build. Check for update says we are good. Rebooted machine and still the error. Error does not occur when using the GUI. The error only occurs when the tform option changes from tform=auto to tform=bc, bc=2. I plan to pass the lambda to bc with ...
- Wed Dec 27, 2017 1:58 pm
- Forum: Programming
- Topic: Box Cox Autoarma Error
- Replies: 12
- Views: 7594
Box Cox Autoarma Error
I've been using: freeze(mode=overwrite,{%series}_stats) {%series}.autoarma(tform=auto,diff=2,select=aic,periods=12,kpsssig=5,eqname={%series}_eq,maxar=4,maxma=3,maxsar=1,maxsma=1,seed=131071,forclen={!fcst_length},etable,agraph,atable,fgraph) forecast without issue. However, when choosing the transf...
- Thu Dec 07, 2017 10:22 am
- Forum: Programming
- Topic: Forecast Evaluation Table
- Replies: 2
- Views: 2528
Re: Forecast Evaluation Table
I do have actual values... for %series {%vars} smpl @first %history_end_date freeze(mode=overwrite,{%series}_stats) {%series}.autoarma(tform=auto,diff=2,select=aic,periods=12,kpsssig=5,eqname={%series}_eq,maxar=4,maxma=3,maxsar=1,maxsma=1,seed=131071,forclen={!fcst_length},etable,agraph,atable,fgrap...
- Thu Dec 07, 2017 8:43 am
- Forum: Programming
- Topic: Forecast Evaluation Table
- Replies: 2
- Views: 2528
Forecast Evaluation Table
According to the fit documentation, if one specifies option e in the following:
{%series}_eq.fit(e) {%series}_fit {%series}_se
a forecast evaluation table will be made. I cannot get this table as an output. Any ideas?
{%series}_eq.fit(e) {%series}_fit {%series}_se
a forecast evaluation table will be made. I cannot get this table as an output. Any ideas?
- Mon Dec 04, 2017 10:10 am
- Forum: Econometric Discussions
- Topic: Confidence Interval...or not?
- Replies: 0
- Views: 1697
Confidence Interval...or not?
I am trying to deal with a request to provide confidence intervals on a forecast...this is easy. But now I need to provide a forecast number that will represent a forecast that is 75% likely to be this or less. For example: Provide me a forecast bound that has a 75% chance or less probability of bei...
- Wed Nov 22, 2017 8:07 am
- Forum: Econometric Discussions
- Topic: Time Series, Smoothing and February "Effect"
- Replies: 0
- Views: 2087
Time Series, Smoothing and February "Effect"
We have developed some time series (ARIMA) and smoothing models (Holt-Winters) that forecast monthly air traffic revenues. These flows are quite large on a daily basis, with monthly aggregates being accordingly even larger. These models seem to work very well on a quarterly and annual basis. When us...
- Sat Nov 18, 2017 7:54 am
- Forum: Programming
- Topic: Automating Import from SAS
- Replies: 2
- Views: 2645
Re: Automating Import from SAS
Here is what I ended up with....any suggestions or issues? 'Database should have up to current year of data in it !year=2000+@right(@date,2) 'Where the database is located %dbname="R:\Eviews\Databases\Testing\navts_test.edb" 'If the database exists, delete it, since we want to rewrite it w...
- Fri Nov 17, 2017 1:53 pm
- Forum: Programming
- Topic: Automating Import from SAS
- Replies: 2
- Views: 2645
Automating Import from SAS
I have some SAS databases that are regularly made that I want to convert into an EViews database. To start I have: !year=2000+@right(@date,2) wfcreate test m 2000 !year import R:\Eviews\SAS_Data\nav_data_all_ts.sas7bdat @freq m 2000 delete date Now, I am unsure how to setup the database and copy all...
- Fri Nov 17, 2017 9:26 am
- Forum: Programming
- Topic: IF Statement on a Variable Name
- Replies: 2
- Views: 2395
Re: IF Statement on a Variable Name
I ended up messing around and found:
I didn't realize that if I removed the braces it would be good. Thanks
Code: Select all
if @left(({%series}.@name),3)="OVR"
I didn't realize that if I removed the braces it would be good. Thanks
- Fri Nov 17, 2017 8:17 am
- Forum: Programming
- Topic: IF Statement on a Variable Name
- Replies: 2
- Views: 2395
IF Statement on a Variable Name
I have: %vars="ovr_amt_m11 ovr_amt_m14 ovr_amt_m22 ovr_amt_m23 ovr_amt_ktk ovr_amt_oth ter_amt_m11 ter_amt_m22 ter_amt_m33 ter_amt_m34 ter_amt_m35 enr_amt_m11 enr_amt_m22 enr_amt_m33 enr_amt_m34 enr_amt_m35" genr overflight = ovr_amt_m11+ovr_amt_m14+ovr_amt_m22+ovr_amt_m23+ovr_amt_ktk+ovr_...
- Tue Nov 14, 2017 10:35 am
- Forum: Programming
- Topic: Exporting R-SQU to Excel
- Replies: 3
- Views: 2788
Re: Exporting R-SQU to Excel
Thanks...I had tried a table, but EViews still cannot export an excel table. Only CSV, and CSV won't work for linking to another XLS. Any reason why this has not been added to EViews? In any case, how would the matrix work? I tried: matrix a_rsq2 !rowcount=1 for %series {%vars} smpl @first %history_...
- Tue Nov 14, 2017 9:28 am
- Forum: Programming
- Topic: Exporting R-SQU to Excel
- Replies: 3
- Views: 2788
Exporting R-SQU to Excel
I am running a batch of ARIMAs: genr tot_ecu_hf=0 group a_results for %series {%vars} smpl @first %history_end_date freeze(mode=overwrite,{%series}_stats) {%series}.autoarma(tform=auto,diff=2,select=aic,periods=12,kpsssig=5,eqname={%series}_eq,maxar=4,maxma=3,maxsar=1,maxsma=1,seed=131071,forclen={!...
- Fri Nov 10, 2017 8:47 am
- Forum: Programming
- Topic: Calculating Forecast Length via Dates
- Replies: 1
- Views: 2080
Calculating Forecast Length via Dates
Hi again I am using: %history_end_date="2017.09" %forecast_start_date="2017.10" %forecast_end_date="2019.12" To start and label workfiles. I need to be able to get the number of months between %forecast_start_date and %forecast_end_date I don't think datediff can work d...