Transformation of dependent variable in equation.

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Ojldtf
Posts: 2
Joined: Sun Oct 16, 2022 10:04 pm

Transformation of dependent variable in equation.

Postby Ojldtf » Mon Oct 17, 2022 6:10 pm

Hi Eviews Forum,

I was wondering if there is a command that can return the transformation applied to the dependent variable in an equation or var estimation.

For example, if my equation is estimated and named with the dependent variable transformed by log difference and log respectively:

Code: Select all

equation M1.ls dlog(GDP) c ar(1) equation M2.ls log(GDP) c ma(1)
Is there a command on M1 and M2 which can return the transformation applied to the dependent variable: dlog in this case for M1 and log for M2.

Additionally, would this also work with var estimations? Returning dlog for the model M3 below:

Code: Select all

var M3.ls 1 2 dlog(GDP) log(CPI) d(pop)
Thanks in advance!

EViews Gareth
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Re: Transformation of dependent variable in equation.

Postby EViews Gareth » Mon Oct 17, 2022 7:51 pm

There is not, and it is tricky to implement because of cases where the “dependent variable” is a transformation of multiple underlying series.
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Ojldtf
Posts: 2
Joined: Sun Oct 16, 2022 10:04 pm

Re: Transformation of dependent variable in equation.

Postby Ojldtf » Tue Oct 18, 2022 2:07 am

Thanks Gareth for your timely response!
That's unfortunate. To move forward I think I will try using some string codes on the equation specification to do the operation I need - won't be too complicated as I don't anticipate having transformations of multiple underlying series as you mentioned. Thanks again!


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