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series monthsums = @sumsby(y, @datefloor(@date, "mm"))

Fantastic, just what I needed, thanks a lot! :)

Hi,

I have a daily dataset, but the number of observations per month differs.

I want to calculate the sum of all observations that belong to a certain month (the result should be that I have one number per month). Is there an easy way to do this in EViews?

Thanks in advance!

You are correct. But resulting garch series should not include negative values. In such cases, you may want to check the estimated model and make sure that diagnostics are fine. Thank you. What kind of diagnostics should I be looking at (p-values seem fine)? (FYI, I have no predictors in my specifi...

Hello, I am trying to forecast the GARCH series from a GARCH equation. The object reference writes the following about this: eq_name.fit(options) yhat [y_se] eq_name.fit(options) yhat [y_se y_var] Following the fit keyword, you should type a name for the forecast series and, optionally, a name for t...

Aha, great, thanks a lot :) ! The variance part you refer to is actually the unobserved state variable and has the same scale as log(rt^2), which is mostly filled with negative values. Return series is defined as the stochastic volatility times the random error (noise). When you log transform, the r...

In the beginning, we log transform the return series so we can express the conditional variance in linear form. Otherwise, it would become nonlinear in states and we would not be able to solve it via linear Kalman filter. When the estimation is done, we need to transform the estimated conditional v...

@trubador Possibly an elementary question, but why exactly do you take the exponent of hts/2 at the end? Why doesn't hts itself already contain the end result?

Hi,

The 'mixed' with lines options for plotting a group automatically chooses the first series to be plotted as a bar. All other series are automatically plotted as lines. Is it possible to plot the first TWO series as bars instead?

Thanks in advance.

Hi all,

I was wondering if it is possible to fit state space models with other distributions in EViews. Can anyone please tell me if this is possible, and if so, how?

Thanks in advance.

Thank you and I apologize for the late reply. Recursive least squares shows evidence for time-varying coefficients, so that is why I am considering this model. I have decided for now to focus on the same model but then with just one regressor, i.e. @signal y = beta0 + beta1*x1 + [var = exp(c(2))] @s...

http://forums.eviews.com/viewtopic.php?f=4&t=2860 http://forums.eviews.com/viewtopic.php?f=4&t=971 http://forums.eviews.com/viewtopic.php?f=4&t=4366 http://forums.eviews.com/viewtopic.php?f=4&t=2770 Thank you very much, especially the first link is very helpful, as I had not found a...

I have a similar problem as the poster here: http://forums.eviews.com/viewtopic.php?f=4&t=4799 That is: I can successfully estimate the coefficients in the state space model but I keep getting a singular covariance matrix. I used ss01.ml(c = 1e-6) to try to obtain convergence but even that doesn...

You'd have to concatenate the two vectors into a matrix, then plot the matrix.

Thanks, that did the trick :)!

I want to plot two vectors in the same graph. For the first vector, I use the following code:
Now how can I plot a second vector (say abc2) in the same graph?

Thank you in advance.

Is there a way to pass arguments to a program that I run using the 'exec' keyword? I know that I can of course define a variable before, but in that case the variable remains in the workspace (unless I delete it at least). Is it not in a way possible to do something like 'exec program.prg x=5' (to p...