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MIDAS

Posted: Fri Jul 01, 2016 1:42 am
by maxchen
EViews9Patch_062816.exe to 9.5 from 9.0
and update pdf document to date "2016-03-14"

1 user guide 2, p305, the "Midas.WF1" is not found in "EV9 Manual Data" of EV 9 Example Files. Would someone please post it here in this forum?
2 user guide 2, p309, "The large positive estimate of \theta_2, is statistically different from 1, and value of 6.62", however, from the output shown on p308, the p-value is 0.5309, it is NOT even statistically different from 0, why "statistically different from 1"

Re: MIDAS

Posted: Fri Jul 01, 2016 2:01 am
by maxchen
I follow the https://youtu.be/Y0ZFekCDWmE , but the connection to FRED fails. The SSL/TLS might be detected and interfered by Chinese Great Firewall.
VirtualBox_EV9_01_07_2016_16_33_59.png
EViews fail to fetch FRED
VirtualBox_EV9_01_07_2016_16_33_59.png (41.51 KiB) Viewed 2206 times




I download the data from https://fred.stlouisfed.org/series/PAYEMS
PAYEMS.csv
All Employees: Total Nonfarm Payrolls
(15.78 KiB) Downloaded 103 times

but the data is not consistent to those shown on the video (video time 03:49)
vlcsnap-2016-07-01-16h59m09s941.png
snapshot
vlcsnap-2016-07-01-16h59m09s941.png (430.33 KiB) Viewed 2206 times

for examples, "2015-12-01,143146" in CSV, yet "143242" in video

Re: MIDAS

Posted: Fri Jul 01, 2016 9:07 am
by EViews Gareth
Not sure on the documentation.


With regards to FRED, the data stored by FRED can be changed at any time, so there is no way to guarantee the data will be the same.