Hi:
I have estimated a VECM model. I have begginer to moderate Eviews skills, good econometric knowledge.
+ It has 4 variables | employment, gasoline consumption, electricity consumption, and cement sales;
+ These are the 4 components of the Economic Activity Index estimated by the Puerto Rico Government Development Bank
+ The model has 13 lags;
+ Temporal data resolution: monthly;
+ I want to estimate the scaled coefficient for the each equation of the system of equations (if possible). Hence after estimating the VECM and made a system of equations (Proc--> Make System)
+ I copied and pasted the first equation of the system to the dialog window to Estimate Equation (Quick--> Estimate Equation);
D(TNFE) = C(1)*( TNFE(-1) - 15264.4153824*GC(-1) + 361.540690106*EC(-1) - 0.0228319830337*CS(-1) - 103405.221726 ) + C(2)*D(TNFE(-1)) + C(3)*D(TNFE(-2)) + C(4)*D(TNFE(-3)) + C(5)*D(TNFE(-4)) + C(6)*D(TNFE(-5)) + C(7)*D(TNFE(-6)) + C(8)*D(TNFE(-7)) + C(9)*D(TNFE(-8)) + C(10)*D(TNFE(-9)) + C(11)*D(TNFE(-10)) + C(12)*D(TNFE(-11)) + C(13)*D(TNFE(-12)) + C(14)*D(TNFE(-13)) + C(15)*D(GC(-1)) + C(16)*D(GC(-2)) + C(17)*D(GC(-3)) + C(18)*D(GC(-4)) + C(19)*D(GC(-5)) + C(20)*D(GC(-6)) + C(21)*D(GC(-7)) + C(22)*D(GC(-8)) + C(23)*D(GC(-9)) + C(24)*D(GC(-10)) + C(25)*D(GC(-11)) + C(26)*D(GC(-12)) + C(27)*D(GC(-13)) + C(28)*D(EC(-1)) + C(29)*D(EC(-2)) + C(30)*D(EC(-3)) + C(31)*D(EC(-4)) + C(32)*D(EC(-5)) + C(33)*D(EC(-6)) + C(34)*D(EC(-7)) + C(35)*D(EC(-8)) + C(36)*D(EC(-9)) + C(37)*D(EC(-10)) + C(38)*D(EC(-11)) + C(39)*D(EC(-12)) + C(40)*D(EC(-13)) + C(41)*D(CS(-1)) + C(42)*D(CS(-2)) + C(43)*D(CS(-3)) + C(44)*D(CS(-4)) + C(45)*D(CS(-5)) + C(46)*D(CS(-6)) + C(47)*D(CS(-7)) + C(48)*D(CS(-8)) + C(49)*D(CS(-9)) + C(50)*D(CS(-10)) + C(51)*D(CS(-11)) + C(52)*D(CS(-12)) + C(53)*D(CS(-13)) + C(54)
+ Equations is estimated, I get the estimate results (coefficients)
+ Finally, I want to estimate the scaled coefficients for this equation, but I need the equation in LIST form.
MY QUESTION IS:
What do I have to change in this formula equation to have it in LIST form?
+ I have tried multiple things, but I have not been successful . I have added and eliminated parenthesis, plus signs, equal signs and can't seem to figure it out. I know it is a complicated and big formula, but I have to estimate the scaled coefficients. Please let me know, if anybody has an idea to convert this FORMULA into a LIST. Thanks for your help!;
Cheers,
Bali
Converting equation formula into list form
Moderators: EViews Gareth, EViews Moderator
-
- Posts: 3
- Joined: Mon Jan 25, 2016 2:41 pm
-
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13307
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Converting equation formula into list form
It is nonlinear in the coefficients, hence it cannot be represented in list form.
Follow us on Twitter @IHSEViews
-
- Posts: 3
- Joined: Mon Jan 25, 2016 2:41 pm
Re: Converting equation formula into list form
Thanks for the quick reply and clearing up my doubt!
Cheers,
Bali
Cheers,
Bali
Return to “Suggestions and Requests”
Who is online
Users browsing this forum: No registered users and 23 guests