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hi for all,
if i have the Y_DIFF_COEFFS and Y_DIFF series how can obtain the Y seriess (the reverse). you understand me!

no idea , can you help me.

I thought that this line

I have change it by this code (Ref: EViews 8 command ref pp 382 Panel LS Options)

but an error message appear.
I don't know what to say thanks for the help.

I am a beginner, I'm not an expert in programming like you Mr Gareth, would you like to help me to have some ideas about the code.

thanks in advance.

Dear Rebecca, This Add-in use OLS for cross-sectional average regression, '' In applying standard OLS formulas to a cross-sectional regression, we assume that the right-hand variables beta are fixed. The beta in the cross-sectional regression are not fixed, of course, but are estimated in the time-s...

hi for all, the fracdiff Add-in can do the fractional coeffitions (coef_frac) and the fractional differencing series (y_frac), after i use the y_frac series to estimate the ARFIMA model next i do forecasting, the result is the fractional fitted series (y_frac_fit). can you enhance this add-in to use...

hi for all, I think that would be very useful to make a simple nonparamatric test for independence like 'Mizrach test', it has several distinct advantages, it is computationally simple. the BDS test simply tell you that the data are not independent, but it does not suggest any particular alternative...

the bhat containing the coeficients , Now I understood.
thank you.

Dear Rebecca,
thank you for the update, i hope that the next version of update can do Fama French (1993) regression?

Nice day.

Dear Rebecca,
I'm not very expert in programming in eviews ,thank you for your response, but would you like to take this in consideration for Fama French (1993) to add it in the future.

Kind Regards metrix.

Dear Rebecca, this Add-in can do Fama French (1992) approach like Fama and MacBeth (1973) it is based on a time series cross sections model, but Fama French (1993) use a factor based model in the context of a time series regression witch is run separately on each portofolio 'i'. it would be kind of ...

hi I have two suggestions for correlogram and one for graph; 1st: make the lag of ACF & PACF in graph in red color when it is outside the CI (Confidence interval) and in green color for seasonal lag at 12, 24...etc example: monthly data when i chose Views/correlogram; it's easy to interpret a co...

just for the three specific feature above Mr Steve.

yes, 1-time series function like: Fractional differencing function fracdiff(x,n,s) 2-VAR restrictions; 3-impulse response standard errors for VECs and BVAR; 4-estimation ARMA VAR VEC BVAR by maximum likelihood; 5-estimate VARMAX models. 6-State space object: http://forums.eviews.com/viewtopic.php?f=...

hi for eviews team
I wonder when did the upgrade eviews 8 to 8.1, it's been more than a year.
what will be on the new version 8.1?

kind regerds.