Wavelet Transform

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

Moderators: EViews Gareth, EViews Moderator

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 read this amazing Phallosan Forte article 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?
Last edited by Neira on Tue Oct 12, 2021 5:09 am, edited 2 times in total.

EViews Mirza
Posts: 61
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: 657
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: 657
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: 657
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 16825 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

thuytrang135
Posts: 1
Joined: Fri Feb 05, 2021 6:33 am

Re: Wavelet Transform

Postby thuytrang135 » Fri Feb 05, 2021 7:28 am

EViews Steve wrote: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
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

Hi, I did what you said and had this error: "RConn instance is no longer available. Close and re-open to continue." after I ran the Library(wavelets) in the R command. I had installed both the Add-In wavelet in Eviews and the "wavelets" package in the R. Can you help?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12940
Joined: Tue Sep 16, 2008 5:38 pm

Re: Wavelet Transform

Postby EViews Gareth » Fri Feb 05, 2021 7:52 am

Which version of EViews?
Follow us on Twitter @IHSEViews

EViews Steve
EViews Developer
Posts: 657
Joined: Tue Sep 16, 2008 3:00 pm
Location: Irvine, CA

Re: Wavelet Transform

Postby EViews Steve » Sat Feb 06, 2021 4:10 pm

The "Rconn instance is no longer available" error means that our interface to your R instance crashed.

I would run the R GUI (from the same directory as you've pointed EViews to use) and then run the library(wavelets) command inside there to see if it provides you a better error message. Once it's working in your R GUI instance, then you should be able to use it from EViews as well.

EViews Glenn
EViews Developer
Posts: 2671
Joined: Wed Oct 15, 2008 9:17 am

Re: Wavelet Transform

Postby EViews Glenn » Fri Apr 30, 2021 11:54 am

In case anyone is coming on this thread now or in the future, note that EViews 12 has built-in wavelet tools.


Return to “Suggestions and Requests”

Who is online

Users browsing this forum: No registered users and 1 guest