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by EViews Matt
Tue Jul 25, 2023 1:13 pm
Forum: Programming
Topic: Dummy variable UP/Down
Replies: 9
Views: 8175

Re: Dummy variable UP/Down

Hello,

Building on Gareth's example, a self-referential expression lets you maintain the previous dummy value in the case that the return is constant.

Code: Select all

series dummy = @recode(y>y(-1),1,@recode(y<y(-1),0,@nan(dummy(-1),1)))
by EViews Matt
Mon Jul 10, 2023 4:59 pm
Forum: Programming
Topic: running a sequence over subperiods
Replies: 3
Views: 3808

Re: running a sequence over subperiods

Certainly, with the appropriate downstream changes: %specs = "1 " + @str(!d-1) + " " + @str(!d) + " " + @str(!n) for %start %end {%specs} smpl %start %end ' Only needed if the 'list of instructions' includes operations affected by the sample for !i=%start to %end list o...
by EViews Matt
Mon Jul 10, 2023 9:40 am
Forum: Programming
Topic: running a sequence over subperiods
Replies: 3
Views: 3808

Re: running a sequence over subperiods

Hello, There are a couple of ways you could eliminate the redundancy in your program. You could move the common code to a subroutine, after which your program would look something like this: subroutine foo list of instructions endsub smpl {subp1} for !i=1 to !d-1 call foo next smpl {subp2} for !i=!d...
by EViews Matt
Wed May 31, 2023 3:13 pm
Forum: Bug Reports
Topic: rndseed?
Replies: 4
Views: 4862

Re: rndseed?

Hello, The new setting isn't in the documentation quite yet, but you can find it in the settings dialog: Options -> General Options -> Advanced system options -> "Reproducible random number sequences in series expressions". It's a global setting, not an option to 'rndseed' or another comma...
by EViews Matt
Tue May 23, 2023 2:21 pm
Forum: Bug Reports
Topic: rndseed?
Replies: 4
Views: 4862

Re: rndseed?

Hello, It appears that you're experiencing a "normal" EViews behavior involving random number generation. A sequence of random numbers generated as part of a series expression is dependent on both the state of the underlying random number generators (influenceable via the 'rndseed' command...
by EViews Matt
Wed May 03, 2023 11:33 am
Forum: Programming
Topic: smpl
Replies: 2
Views: 4303

Re: smpl

Hello, In a smpl statement, e.g. "smpl < start > < end >", the < start > specification uses the first observation within that specification while the < end > specification uses the last observation within that specification (this is only an issue when the specification as at a lower freque...
by EViews Matt
Mon Mar 27, 2023 2:16 pm
Forum: Models
Topic: MCE_SOLVE: a more reliable and efficient solver?
Replies: 7
Views: 7144

Re: MCE_SOLVE: a more reliable and efficient solver?

Hello, The existence of more efficient algorithms wouldn't surprise me, given the simplicity of the Fair-Taylor algorithm, but I haven't evaluated the algorithms bundled with the FRB/US model. I have no reason to doubt the authors, so exploring a native EViews implementation of their work in future ...
by EViews Matt
Mon Mar 27, 2023 1:37 pm
Forum: Programming
Topic: Models and groups
Replies: 6
Views: 3504

Re: Models and groups

Hello, I don't see anything in your code that would specifically impair performance, there's simply a large number of iterations to be executed. In case you weren't already doing so, running the program in quiet mode may yield a modest performance improvement. Programs that execute a lot of individu...
by EViews Matt
Thu Mar 23, 2023 9:56 am
Forum: Programming
Topic: Models and groups
Replies: 6
Views: 3504

Re: Models and groups

Hello,

You can use nested calls to @pmax as a replacement for @rmax. For example,

Code: Select all

net = x - @pmax(x(-1), @pmax(x(-2), @pmax(x(-3), ...)))
by EViews Matt
Tue Mar 21, 2023 4:00 pm
Forum: Estimation
Topic: How to correctly define user-specified matrix/vector to obtain the desired IRFs after estimating a VAR
Replies: 7
Views: 15202

Re: How to correctly define user-specified matrix/vector to obtain the desired IRFs after estimating a VAR

Hello, The names "Shock1", "Shock2", etc., are hard-coded into the impulse response view, but with a little work you can recreate the response multigraph with your own labels. Since there isn't a way to alter individual graphs within a multigraph, the strategy must be to create a...
by EViews Matt
Mon Mar 06, 2023 12:16 pm
Forum: Models
Topic: Find root cause of model error
Replies: 1
Views: 2619

Re: Find root cause of model error

Hello, A few steps can help diagnose these sorts of issues. First is identifying the observation in question. If the critical observation isn't clear from the solution series, then it's frequently easiest to run the solution with the "Display detail messages..." option enabled on the "...
by EViews Matt
Thu Feb 09, 2023 3:52 pm
Forum: Programming
Topic: How to up/down elements in Vector?
Replies: 2
Views: 2182

Re: How to up/down elements in Vector?

Hello,

It appears you want to reverse the vector. While EViews doesn't provide a reversing function, you can achieve the same result via other operations, e.g.,

Code: Select all

VEC2 = @capplyranks(VEC2, @seq(VEC2.@rows, -1, VEC2.@rows))
by EViews Matt
Fri Feb 03, 2023 2:31 pm
Forum: Programming
Topic: solve model with scenario
Replies: 2
Views: 2600

Re: solve model with scenario

Hello, There is an issue. When performing a stochastic solve, it appears that overrides may be ignored depending on the solution options (including the defaults, unfortunately). We should have a fix for this behavior ready for the next EViews patch. FYI, there's no need to specify a sample range as ...
by EViews Matt
Mon Jan 09, 2023 5:51 pm
Forum: Estimation
Topic: IRF in VARX
Replies: 8
Views: 11230

Re: IRF in VARX

Hello, The generic "Range Error" message indicates that EViews was expecting a pair of dates to specify a range (or multiple pairs for multiple ranges in some cases) but there was a problem with the provided specification. Usually, if an individual date specification is bad then a more des...
by EViews Matt
Tue Nov 22, 2022 11:12 am
Forum: Estimation
Topic: Finding the root of a univariate function
Replies: 2
Views: 1531

Re: Finding the root of a univariate function

Hello, You can use EViews' user-defined optimization feature for this purpose. I've recreated your example as an EViews program below. wfcreate u 12 series r r.fill -0.063, 0.018, -0.084, 0.160, 0.033, -0.082, 0.049, 0.074, 0.058, -0.031, 0.151, 0.039 subroutine local objectiveFunction(scalar !objec...

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