Reach data of a stochastic simulation for error bounds

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Roman
Posts: 10
Joined: Thu Oct 08, 2015 2:14 pm

Reach data of a stochastic simulation for error bounds

Postby Roman » Thu Oct 08, 2015 3:23 pm

Hi,

I use EViews 9. I have built a system of equations and run a stochastic simulation in the solve interface. EViews interface provides some outputs like Mean+/- 2 SD for each forecast. I have several questions:
1- I would be interested in getting other outputs such as median and other percentiles of the distributions for my forecasts, is there another way to get those in the interface without writing code ?
2- Is there a way to access the data related to the stochastic simulation in the interface ? (ie: all the iterations)
3- Is there a built in way to pull out some fan charts if I can get these data ?

Thanks for your answer.

Regards,

EViews Gareth
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Re: Reach data of a stochastic simulation for error bounds

Postby EViews Gareth » Fri Oct 09, 2015 8:20 am

On the solve dialog there is a page called Stochastic Options. One of the fields there lets you create a page in which all the stochastic iterations will be saved.
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Roman
Posts: 10
Joined: Thu Oct 08, 2015 2:14 pm

Re: Reach data of a stochastic simulation for error bounds

Postby Roman » Mon Oct 12, 2015 1:13 pm

Thanks,

Any idea for the fan charts ?

Regards,

R

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11407
Joined: Tue Sep 16, 2008 5:38 pm

Re: Reach data of a stochastic simulation for error bounds

Postby EViews Gareth » Mon Oct 12, 2015 4:46 pm

You'll have to be more precise
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Roman
Posts: 10
Joined: Thu Oct 08, 2015 2:14 pm

Re: Reach data of a stochastic simulation for error bounds

Postby Roman » Mon Oct 26, 2015 10:08 am

Hi Gareth,

Thanks for your answer.
Just other users information, I found what I needed for my fan charts statistics using the @quantilesby function. The function allows to compute different quantiles by value of a cross section (useful with panel data). These values can then be used in a mixed graph using the "band" option.

Regards,

R


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