Any way to override and exclude the same variable?

For technical support, tips and tricks, suggestions, or any other information regarding the EViews model object.

Moderators: EViews Gareth, EViews Moderator

da_bear54
Posts: 2
Joined: Wed Nov 21, 2012 10:15 am

Any way to override and exclude the same variable?

Postby da_bear54 » Wed Nov 21, 2012 10:25 am

I am afraid this is a bit of a Hail Mary, but has anyone ever been able to exclude an endogenous variable and point it do a different series based on scenario.

I've got three scenarios. In the first, the variable, for example VIX, is endogenous. In the second and third, I want to exogenize VIX but would like to use two distinct series for it, based on the severity of the shock in each scenario. I suppose this would involve excluding and overriding VIX at the same time, which I've read somewhere can't be done. Anyone ever been able to work around this issue? Or am I just stuck with creating two nearly identical models which is kind of inefficient and messy. Thanks in advance.

Michael

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12291
Joined: Tue Sep 16, 2008 5:38 pm

Re: Any way to override and exclude the same variable?

Postby EViews Gareth » Wed Nov 21, 2012 10:30 am

Currently it is impossible to exclude and override a variable. Hopefully this will change for the next version of EViews. Until then, you're sort of stuck doing it the hard way :(
Follow us on Twitter @IHSEViews

da_bear54
Posts: 2
Joined: Wed Nov 21, 2012 10:15 am

Re: Any way to override and exclude the same variable?

Postby da_bear54 » Wed Nov 21, 2012 11:35 am

Thanks for your quick reply. Now I can stop wasting my time trying to figure out a way around it and just get down to duplicating the models.

I think implementing this would be very useful to many people, including myself, as it would allow to build models that accept various sets of exogenous variables depending on scenario.

Thanks again,

Michael


Return to “Models”

Who is online

Users browsing this forum: No registered users and 1 guest