SYSTEM - @subst

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

tvonbrasch
Posts: 540
Joined: Fri Apr 15, 2011 5:35 am

SYSTEM - @subst

Postby tvonbrasch » Thu Nov 12, 2020 10:55 pm

Hi

How can I retrieve the specifications in a SYSTEM object with the coefficients substituted into the string specification? I used the command

Code: Select all

SYSTEM.@subst


however, this command wrongfully substituted the current values in the coefficient vector C into the specification (and not the coefficient values in the system ) ....

If there is a command that retrieves the specification with substituted coefficients for all type of objects, that would be great.
t

tvonbrasch
Posts: 540
Joined: Fri Apr 15, 2011 5:35 am

Re: SYSTEM - @subst

Postby tvonbrasch » Fri Nov 13, 2020 12:08 am

Is there a command for retrieving the specification for a variable in a model with substituted coefficients if the variable comes from a system, equation object etc?
t

EViews Matt
EViews Developer
Posts: 564
Joined: Thu Apr 25, 2013 7:48 pm

Re: SYSTEM - @subst

Postby EViews Matt » Tue Nov 17, 2020 2:07 pm

Hello,

I'm not sure if System::@subst's behavior is more a bug or a feature, but you can use System::updatecoefs followed by System::@subst to achieve the specification you want, at least until I correct @subst's behavior.

tvonbrasch
Posts: 540
Joined: Fri Apr 15, 2011 5:35 am

Re: SYSTEM - @subst

Postby tvonbrasch » Tue Nov 17, 2020 10:09 pm

okay. your solution is great Matt, thanks. this works for me now. ideally, I would also like to have a command that retrieves the coefficient values from a specification in a model object. hopefully, this is something you can add to EV12 if it does not already exist.
t

EViews Matt
EViews Developer
Posts: 564
Joined: Thu Apr 25, 2013 7:48 pm

Re: SYSTEM - @subst

Postby EViews Matt » Wed Nov 18, 2020 5:55 pm

The next patch will change System::@subst and Logl::@subst to use the estimated coefficients as intended.

tvonbrasch
Posts: 540
Joined: Fri Apr 15, 2011 5:35 am

Re: SYSTEM - @subst

Postby tvonbrasch » Wed Nov 18, 2020 11:31 pm

Okay, great
t


Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 23 guests