hi, when I use fracdiff for example:
degree of defferencing= 0 and degree of seasonal=12
but when i use genr dclose=d(close,0,12) is not the same result
this is the out put of image.
bug with fracdiff
Moderators: EViews Gareth, EViews Moderator, EViews Esther
bug with fracdiff
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- out put of my work file
- 11-05-2013 11-53-42.png (43.88 KiB) Viewed 10344 times
Re: bug with fracdiff
hi, when I use fracdiff for example:
degree of defferencing= 0 and degree of seasonal=12
but when i use genr dclose=d(close,0,12) is not the same result
this is the out put of image.
degree of defferencing= 0 and degree of seasonal=12
but when i use genr dclose=d(close,0,12) is not the same result
this is the out put of image.
- Attachments
-
- out put of work file
- 11-05-2013 12-08-24.png (41.74 KiB) Viewed 10340 times
Re: bug with fracdiff
The corrected version will probably be posted in a few days, but you can also get rid of the bug if it's urgent. Just change the Line 76 of the original code:
with the following:
Code: Select all
series {%name+%outname} = d({%name},0,!s)
with the following:
Code: Select all
%newname=%name+%outname
series {%newname} = d({%name},0,!s)
Re: bug with fracdiff
hello, I have change the Line 76 but it's not the same resolt.
- Attachments
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- farcdiff.png (50.36 KiB) Viewed 10300 times
Re: bug with fracdiff
Is it because you have changed the name of the original program file instead of overwriting it?
Re: bug with fracdiff
it is the same result, ok I will wait for the corrected version
thank you very much.
thank you very much.
Re: bug with fracdiff
In the meantime, just leave the "Degree of differencing" box empty instead of assigning zero.
Re: bug with fracdiff
ok! Now it is the same result, thank you very much.
Re: bug with fracdiff
The new version is uploaded, by the way...
Re: bug with fracdiff
fracdiff works very well now. thanks!
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