Search found 2673 matches
- Mon Mar 02, 2009 10:16 am
- Forum: Estimation
- Topic: MAE and MSE for SSpace
- Replies: 5
- Views: 8442
Re: MAE and MSE for SSpace
There isn't anything built-in, but you can simply perform the forecast using the sspace object, and use the formulae that we provide in the manual to do the computation.
- Thu Feb 26, 2009 2:51 pm
- Forum: Estimation
- Topic: Likelihood Estimation problem
- Replies: 6
- Views: 9109
Re: Likelihood Estimation problem
I forgot to mention that your starting values were bad. Look in the C vector and change them to something more appropriate.
- Wed Feb 25, 2009 10:33 am
- Forum: Estimation
- Topic: Likelihood Estimation problem
- Replies: 6
- Views: 9109
Re: Likelihood Estimation problem
I've looked at the workfile and there are a couple of things going on. First, there is a missing value in the Y series for the first observation. While EViews often removes observations with missing values for data before performing estimation, this is done judiciously with non-linear specifications...
- Tue Feb 24, 2009 1:57 pm
- Forum: Estimation
- Topic: Likelihood Estimation problem
- Replies: 6
- Views: 9109
Re: Likelihood Estimation problem
Can you send the workfile as it exists after you perform the estimation to support@eviews.com. It's better than having us recreate the data using commands since we want to make certain that we have exactly the workfile as you are using it.
- Tue Feb 24, 2009 10:45 am
- Forum: Estimation
- Topic: Likelihood Estimation problem
- Replies: 6
- Views: 9109
Re: Likelihood Estimation problem
It's hard to tell without looking at your data. But you can do a quick little analysis which should give you some hints. When you run the likelihood estimation, we'll try to evaluate all of the expressions in your LOGL object. So you should start by looking in the series EPS, SIK, SIKA and INK (in t...
- Tue Feb 24, 2009 10:42 am
- Forum: Econometric Discussions
- Topic: PEDRONI COINTEGRATION TEST
- Replies: 2
- Views: 6997
Re: PEDRONI COINTEGRATION TEST
While I'd have to look at the data to be certain that I understand what is going on in your particular case, you should note that most of the Pedroni statistics follow a normal distribution and diverge to negative infinity under the alternative hypothesis (Pedroni, 1999, "Critical Values for Co...
- Thu Feb 19, 2009 11:19 am
- Forum: Estimation
- Topic: ML - Intial Parameters
- Replies: 1
- Views: 3304
Re: ML - Intial Parameters
The default is whatever is in the corresponding coefficient vector when you begin the estimation procedure.
- Tue Feb 17, 2009 12:17 pm
- Forum: Programming
- Topic: a program to calculate predictive probabilities
- Replies: 1
- Views: 3234
Re: a program to calculate predictive probabilities
Make a model object from your estimated equation using Proc/Make Model (or the command equivalent). This will give you a set of equations each of which corresponds to the category probabilities. Simply solve the model to evaluate at the observed data for a given sample, or use the tools in the model...
- Fri Feb 13, 2009 2:17 pm
- Forum: Estimation
- Topic: predetermined intercept/coefficients?
- Replies: 2
- Views: 4142
Re: predetermined intercept/coefficients?
Or put the left-hand-side variable expression in parentheses:
ls (y - x1) c x2
ls (y - x1) c x2
- Wed Feb 11, 2009 7:44 am
- Forum: Programming
- Topic: Principal Components Analysis
- Replies: 26
- Views: 31548
Re: Principal Components Analysis
Possibly the best way for you is to, instead of storing everything onto disk in your loop, put your results in a spool object. Then you can look at individual results in EViews. You'll have to look at the docs for a discussion of how to do this...
- Fri Feb 06, 2009 2:24 pm
- Forum: Programming
- Topic: Principal Components Analysis
- Replies: 26
- Views: 31548
Re: Principal Components Analysis
I'm afraid that I don't quite understand what it is you are trying to do. What exactly do you mean by displaying the results one by one?
- Tue Feb 03, 2009 10:18 am
- Forum: Estimation
- Topic: Ordered probit model
- Replies: 16
- Views: 32350
Re: Ordered probit model
FIrst off, what version of EViews are you using and what's the build-date (Help/About EViews)? I know that we've made some improvements in the automatic determination of starting values in recent versions of EViews that may help. Apart from that, there is an option in estimation to use the starting ...
- Mon Feb 02, 2009 10:24 am
- Forum: Data Manipulation
- Topic: Create series for multinomial logit
- Replies: 2
- Views: 4978
Re: Create series for multinomial logit
Another method:
The one issue here is that the encoding will start from 1 instead of 0. You can, using the same proc, define value maps for the encoding which will be attached to the resulting series.
Code: Select all
x.classify(method=limits, rightclosed) 0 2.5 7.5 @ y
The one issue here is that the encoding will start from 1 instead of 0. You can, using the same proc, define value maps for the encoding which will be attached to the resulting series.
- Mon Feb 02, 2009 10:17 am
- Forum: Installation and Registration
- Topic: Where to find Chap 1 sample files
- Replies: 2
- Views: 7780
Re: Where to find Chap 1 sample files
Just to clarify. The book to which the poster is referring is the "EViews Illustrated" book by Richard Startz, not the EViews 6 manuals themselves. That said, the data should be in the EViews6 installation folder in a folder named "EViews Illustrated Data," if, on installation of...
- Fri Jan 30, 2009 3:44 pm
- Forum: Programming
- Topic: Principal Components Analysis
- Replies: 26
- Views: 31548
Re: Principal Components Analysis
There's an option when you run programs to continue even if you get errors up to a maximum number...It's set at 1 by default, make it bigger.