model - use real values if available

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minijim
Posts: 14
Joined: Sun Dec 20, 2009 10:01 am

model - use real values if available

Postby minijim » Sat Dec 24, 2011 3:03 am

Hi,
I have a little problem using a deterministic model in EViews5 :
I have equations like the 2 following :

Code: Select all

y1=c(1)*x1+c(2)*X(2)
y2=c(3)*y1+C(4)*x(3)

and the series y1 and y2 look like :

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       y1    y2
t0     1     1     
t1     1     1
t2     1     NA
t3     NA    NA

So when i do model.solve with these equations on the sample [t2-t3] , i get :

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       y1_0                             y2_0
t0     1                                  1     
t1     1                                  1
t2     c(1)*x1+c(2)*X(2)          c(3)*[c(1)*x1+c(2)*X(2)]+C(4)*x(3)
t3     c(1)*x1+c(2)*X(2)          c(3)*[c(1)*x1+c(2)*X(2)]+C(4)*x(3)

whereas as seen as y1(t2) exists, i would like to get

Code: Select all

       y1_0                             y2_0
t0     1                                  1     
t1     1                                  1
t2     y1                         c(3)*[y1]+C(4)*x(3)
t3     c(1)*x1+c(2)*X(2)          c(3)*[c(1)*x1+c(2)*X(2)]+C(4)*x(3)


Is it just an option I have to change on my program before solving the model ?
Thanks in advance

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12543
Joined: Tue Sep 16, 2008 5:38 pm

Re: model - use real values if available

Postby EViews Gareth » Sat Dec 24, 2011 9:37 am

I'm not sure if this is available in EViews 5, (and I don't have a copy handy to check), but in EViews 6 and 7 you can use

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model.exclude(actexist=t) y1


Which will tell EViews to exclude y1 from the solve for all periods for which it has real data.
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minijim
Posts: 14
Joined: Sun Dec 20, 2009 10:01 am

Re: model - use real values if available

Postby minijim » Sun Dec 25, 2011 4:10 am

Thanks a lot Gareth,
This option does not exist in EViews 5 but it gave me the idea to use the following code :

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   model.exclude(m) y1("@all if y1<>na")

which seems to work.

Merry Christmas :)


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