Random number generation in eviews

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hovsha
Posts: 1
Joined: Wed Apr 14, 2010 4:15 am

Random number generation in eviews

I have estimated two time series models for two different countries. I use these models to forecast the future value of the endogenous variable in both countries. Howevere, I solve the model stochastically using following options: "Calc from entire sample" in "confidence Interval" box and "Bootstrap" in "Innovation generation". The problem is that I can't ensure that the two models (for two countries) are solved using the same random number. I would like to genertare a random number and then use this random number to select a random shock in the same order in both models. I will appreciate if you can give me some directives if it is possible to control random number generation in eviews.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11773
Joined: Tue Sep 16, 2008 5:38 pm

Re: Random number generation in eviews

Only way to do this is programatically, where you can set the random number generator's seed before each model's solve, which will cause the random number generator to draw the same numbers.

i.e., something like:

Code: Select all

`rndseed 1mod1.solve(s=m)rndseed 1mod2.solve(s=m)`
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Amber
Posts: 31
Joined: Wed Aug 03, 2011 4:35 am

Re: Random number generation in eviews

Dear Eview Gareth,

Can you advise how to generate the random number variable of Rademacher distribution:
error=1 or -1 with equal probability of 0.5.

Please help!

Amber

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11773
Joined: Tue Sep 16, 2008 5:38 pm

Re: Random number generation in eviews

Code: Select all

`series e = @recode(@nrnd>0, -1, 1)`
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