Exogenous Variable Overides in Scenarios

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econac
Posts: 6
Joined: Thu Jul 28, 2011 8:15 am

Exogenous Variable Overides in Scenarios

Postby econac » Thu Jul 28, 2011 8:24 am

I was having trouble with solving a Model for a non-baseline scenario that was based on a System where one of the exogenous variables was an expression ( d(exog)). I solved this by creating a workfile variable, say exogdif = d(exog), but I was wondering if there was a more efficient way to do this in the Model object. Wasn't sure if the Proc Make Graph Transformation option in the Scenario box would do this or not.

Thanks

EViews Gareth
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Re: Exogenous Variable Overides in Scenarios

Postby EViews Gareth » Thu Jul 28, 2011 8:50 am

Hard to know if there is a more efficient method to solve the problem without knowing what the problem was. What "trouble" did you have?
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econac
Posts: 6
Joined: Thu Jul 28, 2011 8:15 am

Re: Exogenous Variable Overides in Scenarios

Postby econac » Thu Jul 28, 2011 11:19 am

Thanks, Gareth. Sorry, the specific error was that the model would not solve for the endogenous variable who's equation contained the expression d(exog). When I created the new workfile variable exogdiff = d(exog) and replaced that in the system equations and re-linked, the model solved. So generally, when one has an expression-based exog vars in the system for estimation and then solves a model, and then constructs scenarios with overides, it seems like the expression-based exog doesn't "flow through". Could I have listed in the overides, "d(exog)_1" for scenario 1?

Thanks

EViews Gareth
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Re: Exogenous Variable Overides in Scenarios

Postby EViews Gareth » Thu Jul 28, 2011 11:29 am

Seems to work for me:

Code: Select all

create u 100
rndseed 1

series y1=nrnd
series x1=nrnd
series x1_1 = 0
series y2=nrnd
series x2=nrnd

system s
s.append y1=c(1)+c(2)*d(x1)
s.append y2=c(3)+c(4)*x2
s.ls

s.makemodel(m)
m.scenario(a=_1, n) "alt"  'create a scenario
m.override x1  'set x1 as the override for the scenario.
m.solve  'solve.  If x1 is being over-ridden, the solution for y_1 should be a constant value.
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econac
Posts: 6
Joined: Thu Jul 28, 2011 8:15 am

Re: Exogenous Variable Overides in Scenarios

Postby econac » Fri Jul 29, 2011 11:54 am

Thanks. I'll give it a try that way. I was using the menus, but if the code works.....then it can be done! Thanks again, Gareth.


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