Wavelet Transform

For making suggestions and/or requests for new features you'd like added to EViews.

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george_greece
Posts: 1
Joined: Fri May 12, 2017 7:40 am

Wavelet Transform

Postby george_greece » Sat May 13, 2017 3:10 am

It would be really helpful to most people to develop an add-in or update and insert the wavelet transform method to eviews,and mostly the MODWT which helps analyze time-series.

Neira
Posts: 1
Joined: Sat Oct 14, 2017 3:24 am

Re: Wavelet Transform

Postby Neira » Sun Oct 22, 2017 2:21 am

george_greece wrote:It would be really helpful to most people to develop an add-in or update and insert the wavelet transform method to eviews,and mostly the MODWT which helps analyze time-series.


Yes George, good idea. Is this possibe?

EViews Mirza
Posts: 54
Joined: Sat Apr 22, 2017 8:23 pm

Re: Wavelet Transform

Postby EViews Mirza » Sun Oct 22, 2017 11:04 am

We've made an add-in as a series proc that can do just this! :D You can download the add-in here:

http://www.eviews.com/Addins/addins.shtml

Ahmed shafique
Posts: 2
Joined: Wed Oct 30, 2019 6:56 pm

Re: Wavelet Transform

Postby Ahmed shafique » Wed Nov 06, 2019 11:45 pm

EViews Mirza wrote:We've made an add-in as a series proc that can do just this! :D You can download the add-in here:

http://www.eviews.com/Addins/addins.shtml

Respected sir could you please elaboaret how to use it after installation.

chartwel
Posts: 14
Joined: Tue Mar 02, 2010 5:00 pm

Re: Wavelet Transform

Postby chartwel » Thu Feb 13, 2020 5:40 am

This topic has gone quiet for a while so I want to revive it, mainly because I can't find an answer to it anywhere. I installed the add-in when I had Eviews 9.5 but of course it didn't work with that build. So I went through my uni to get an upgrade to 11, which I did... and now, every time I run wavelets from the proc function for a series, I end up with (after choosing options), "wavelets could not be installed." I've updated it, uninstalled it and reinstalled it, put it in different folders, but nothing - same error message.

Any idea on why this happens? It ONLY happens for this add-in, all others are running fine.

EViews Steve
EViews Developer
Posts: 617
Joined: Tue Sep 16, 2008 3:00 pm
Location: Irvine, CA

Re: Wavelet Transform

Postby EViews Steve » Thu Feb 13, 2020 9:27 am

Seems like EViews 10 & 11 both have the same issue with the wavelets add-in. I think it's reporting an incorrect error due to a problem with the wavelets code. I'll see if I can at least fix the issue with the incorrect error message - it may help with figuring out why wavelets isn't working.

EViews Steve
EViews Developer
Posts: 617
Joined: Tue Sep 16, 2008 3:00 pm
Location: Irvine, CA

Re: Wavelet Transform

Postby EViews Steve » Thu Feb 13, 2020 9:38 am

Ah, I figured it out. I'm sure the wavelets author would've been able to tell you this him/herself, but the wavelets add-in requires the use of R and it also needs the 'wavelets' R library to be installed in your R environment. When the add-in tries to automatically install the wavelets R package, it's probably running into a security issue so when that package fails to install, the message "wavelets could not be installed" is displayed.

So to fix this, you need to have a version of R installed, you need to point EViews to that R home path, and you'll need to make sure the wavelets R package is installed.

If you already have R installed, make sure EViews is connecting to that version (you can see this by going to Options menu/General Options/External program interface, and seeing where the R Home Path is), then run R from that location and manually install the wavelets package. Once installed, you should be able to run the wavelets add-in proc in EViews.

chartwel
Posts: 14
Joined: Tue Mar 02, 2010 5:00 pm

Re: Wavelet Transform

Postby chartwel » Thu Feb 13, 2020 10:50 am

EViews Steve wrote:Ah, I figured it out. I'm sure the wavelets author would've been able to tell you this him/herself, but the wavelets add-in requires the use of R and it also needs the 'wavelets' R library to be installed in your R environment. When the add-in tries to automatically install the wavelets R package, it's probably running into a security issue so when that package fails to install, the message "wavelets could not be installed" is displayed.

So to fix this, you need to have a version of R installed, you need to point EViews to that R home path, and you'll need to make sure the wavelets R package is installed.

If you already have R installed, make sure EViews is connecting to that version (you can see this by going to Options menu/General Options/External program interface, and seeing where the R Home Path is), then run R from that location and manually install the wavelets package. Once installed, you should be able to run the wavelets add-in proc in EViews.


It worked! I had R installed but not the "wavelets" package, and once I did that and fiddled about with the home path, it worked. Thanks!

izunna
Posts: 7
Joined: Sat Aug 05, 2017 4:28 am

Re: Wavelet Transform

Postby izunna » Wed Feb 26, 2020 3:58 am

Hi
I'm struggling to run the wavelet coherence using eviews 10. I have followed the process suggested by "Eviewa Steve". I have installed the wavelet package from the add-in. Also, I have R installed and I checked the Eviews connections with R by going to Options menu/General Options/External program interface, and seeing where the R Home Path is. Everything appears fine at this point. But, I'm not sure how to run R from this location and install wavelet package manually.

Please, is there anyone with the idea of what I should do to get eviews working?

EViews Steve
EViews Developer
Posts: 617
Joined: Tue Sep 16, 2008 3:00 pm
Location: Irvine, CA

Re: Wavelet Transform

Postby EViews Steve » Wed Feb 26, 2020 12:59 pm

The wavelets add-in for EViews requires that you have the wavelets package installed in your R environment. Usually the add-in would take care of installing this in your R environment for you when you install the add-in, but it's possible this step failed. So try the following:

In EViews, try running the command:

Code: Select all

XOPEN(r)

to see if EViews can connect to your R installation. Once connected, switch to the textbox under the R console window (see red rectangle in the following image)
library.png
library.png (11.36 KiB) Viewed 6750 times

and type in the R command:

Code: Select all

library(wavelets)

to see if the wavelets package is already available in your R environment. If you get an error saying "there is no package", you'll have to install it by running the R command:

Code: Select all

install.packages('wavelets')

Once the wavelets package is installed in your R environment, you should be able to run and use the wavelets add-in in EViews.

If you continue to have problems, please reply back with a detailed description of the error and maybe a screenshot.

Steve


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