Exclude vs Drop?

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tvonbrasch
Posts: 394
Joined: Fri Apr 15, 2011 5:35 am

Exclude vs Drop?

Postby tvonbrasch » Mon Jan 07, 2019 9:58 am

Hi

what is the difference between exclude and drop?

I tried the drop and override command, and compared it with the exclude and override command, and the simulation yielded different results. I thought it would be the same... should it be the same or have I done something wrong? I thought that the exclude command exogenised a variable, or is it something else this command does?

What is it that I do not understand?
Thomas

EViews Gareth
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Posts: 12158
Joined: Tue Sep 16, 2008 5:38 pm

Re: Exclude vs Drop?

Postby EViews Gareth » Mon Jan 07, 2019 10:28 am

Exclude is only for the current scenario and changes a single variable. Drop is for all scenarios and drops the entire estimation object/spec.

If you are only working with a single scenario, and the estimation spec for the variable is univariate (i.e. not a VAR, system, model etc...), they're probably the same:

Code: Select all

create u 100
series y=nrnd
series x=nrnd
model m
m.append y=0.5*y(-1)+0.3*x(-1)
m.append x = 0.4*x(-1)+0.7*y(-1)

m.exclude y
m.solve
series test1 = y_0
d m
model m
m.append y=0.5*y(-1)+0.3*x(-1)
m.append x = 0.4*x(-1)+0.7*y(-1)
m.drop y
m.solve
series test2 = y_0
show test1 test2
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tvonbrasch
Posts: 394
Joined: Fri Apr 15, 2011 5:35 am

Re: Exclude vs Drop?

Postby tvonbrasch » Mon Jan 07, 2019 11:55 am

Excellent! thanks for the swift reply. that means that I am doing something wrong. I will see if I can figure it out....
Thomas


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