Search found 16 matches
- 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...
- 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...
- 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!!
- 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 ...
- 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...
- 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. 
- 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...
- 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}...
- 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} ...
- 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!
- 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...
- 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 ...
- 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!! :))
- 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)...
- 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...
