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Reach data of a stochastic simulation for error bounds

Posted: Thu Oct 08, 2015 3:23 pm
by Roman
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,

Re: Reach data of a stochastic simulation for error bounds

Posted: Fri Oct 09, 2015 8:20 am
by EViews Gareth
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.

Re: Reach data of a stochastic simulation for error bounds

Posted: Mon Oct 12, 2015 1:13 pm
by Roman
Thanks,

Any idea for the fan charts ?

Regards,

R

Re: Reach data of a stochastic simulation for error bounds

Posted: Mon Oct 12, 2015 4:46 pm
by EViews Gareth
You'll have to be more precise

Re: Reach data of a stochastic simulation for error bounds

Posted: Mon Oct 26, 2015 10:08 am
by Roman
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