Search found 16 matches

by epeter
Mon May 11, 2015 8:53 am
Forum: Econometric Discussions
Topic: ADF test SIC
Replies: 0
Views: 1972

ADF test SIC

Hi everyone and thank you all for your help. I' sorry for my poor english. I have a quite basic question for you. I have a series with 40 obs and I'm running an ADF test on levels (with intercept) using SIC for the selection of the lags. The output of the test says that the time series is non statio...
by epeter
Thu Jan 29, 2015 9:41 am
Forum: Programming
Topic: display graphs in a for loop
Replies: 4
Views: 4220

Re: display graphs in a for loop

There isn't a command that will let you do that :( Ok I'm thinking I can actually do it manually. However I'm struggling a bit in finding the right command to get the graph of each single column of my matrix. Something like: show(graph) matrice_orig(:,!i).line I know the syntax matrice_orig(:,!i) d...
by epeter
Thu Jan 29, 2015 8:41 am
Forum: Programming
Topic: display graphs in a for loop
Replies: 4
Views: 4220

Re: display graphs in a for loop

:( OK thank you Gareth!!
by epeter
Thu Jan 29, 2015 4:02 am
Forum: Programming
Topic: display graphs in a for loop
Replies: 4
Views: 4220

display graphs in a for loop

Hi everyone and thank you all for your support. I apologize in advance for my poor english. I hope you can understand. I have a matrix(9,55) with annual (9 years) time series of 55 items. I'm trying to figure out how to run a for loop that allows displaying the graph of each column of my matrix. In ...
by epeter
Thu Nov 27, 2014 7:31 am
Forum: Programming
Topic: ADF test: How to store lag length
Replies: 1
Views: 2452

ADF test: How to store lag length

Hi everyone! I've already looked for help in the forum but i couldn't find the solution to my problem. After running the ADF test I would like to store the number of lags (automatically selected) used in the test. I've already used the command "save=output", but it only displays few output...
by epeter
Thu Nov 20, 2014 1:45 am
Forum: Programming
Topic: Problem with a simple loop
Replies: 2
Views: 2812

Re: Problem with a simple loop

Thank you Gareth! That's exactly what I was looking for. 8)
by epeter
Wed Nov 19, 2014 9:12 am
Forum: Programming
Topic: Problem with a simple loop
Replies: 2
Views: 2812

Problem with a simple loop

Hi everyone and thanks in advance for your help! I have a quite ridiculous problem with the easiest loop ever. After running an autoregressive model I am trying to perform a simple operation with the coefficients of the regression. I would like to calculate the long term value using all the AR coeff...
by epeter
Tue Jul 08, 2014 6:48 am
Forum: Programming
Topic: Storing significant AR coefficients
Replies: 3
Views: 3360

Re: Storing significant AR coefficients

Thank you Gareth! Here is what i did: for !p = 1 to 6 if !p = 1 then %ar = "ar(1)" else %ar = %ar + "ar(" + @str(!p) + ")" endif matrix(1+!p, !i) coefs_ar!p equation eq_{%name}_ar{!p}.ls {%name} c {%ar} scalar pval= @tdist(eq_{%name}_ar{!p}.@tstat(!p), eq_{%name}_ar{!p}...
by epeter
Mon Jul 07, 2014 2:41 am
Forum: Programming
Topic: Storing significant AR coefficients
Replies: 3
Views: 3360

Storing significant AR coefficients

Hi everyone! After running this simple regression, i would like to store the coefficients of those AR that are significant. Here is the code: for !p = 1 to 6 if !p = 1 then %ar = "ar(1)" else %ar = %ar + "ar(" + @str(!p) + ")" endif equation eq{%name}_ar{!p}.ls {%name} ...
by epeter
Mon Jul 07, 2014 2:08 am
Forum: Programming
Topic: A simple problem with a subroutine
Replies: 2
Views: 2942

Re: A simple problem with a subroutine

Thank you!
by epeter
Tue Jul 01, 2014 6:35 am
Forum: Programming
Topic: A simple problem with a subroutine
Replies: 2
Views: 2942

A simple problem with a subroutine

Hi eveyone, I apologize in advance for my poor english! I have a little problem with a subroutine, and i'll be grateful if you could help me. While writing this simple subroutine, i always get the message "N is not defined or is an illegal command in N=@obs(series x)". Since I'm new to EVi...
by epeter
Fri May 30, 2014 2:16 am
Forum: Programming
Topic: Time series autocorrelation: Bartlett's formula
Replies: 0
Views: 2146

Time series autocorrelation: Bartlett's formula

Dear all, I'm sorry if the question sounds elementary, but i'm new to Eviews and econometrics world. I'm working on more than 300 series and, after looping an ADF test for each serie, i would like to test whether the series are autocorrelated or not. group g * 'put every series in the workfile into ...
by epeter
Thu May 29, 2014 1:58 am
Forum: Programming
Topic: Store coefficients of several AR equations
Replies: 6
Views: 5521

Re: Store coefficients of several AR equations

Yess!! Thank you so much Gareth! It works perfectly!! :))
by epeter
Wed May 28, 2014 6:52 am
Forum: Programming
Topic: Store coefficients of several AR equations
Replies: 6
Views: 5521

Re: Store coefficients of several AR equations

I followed your advice, but unfortunately i get a table with only the 6 coefficients of each AR(6) equation of each serie. What i'm looking for is to have a table (or matrix), with, for each serie (thus, 388 columns), not only the coefficients of the equation AR(6), but also those of an AR(5), AR(4)...
by epeter
Wed May 28, 2014 5:40 am
Forum: Programming
Topic: Store coefficients of several AR equations
Replies: 6
Views: 5521

Re: Store coefficients of several AR equations

Thank you very much Gareth, unfortunately i still have the same error message "matrix size mismatch in "COLPLACE(coefficients, eq{!i}_ar{!p}.@coefs,!i)". Is this due to the fact that the number of coefficients change for different equations? for example, in AR(1) i have the constant a...

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