EViews.com

please, Can I have another column in the matrix that includes the end point to each sub-sample rolled as I must plot the p-values through time, please can you help me?

Unfortunately, I got the same final result NA in both columns. I tried theses codes instead !width =260 !lastfirst = @obsrange-!width+1 matrix(!lastfirst, 2) vratio for !i=1 to !lastfirst smpl @first+!i-1 @first+!i-1+!width-1 freeze(aa) r_msci.vratio(probcalc=wildboot, btreps=10000) 2 4 8 16 vratio(...

Thanks for your reply
However, For this command
freeze(bb) R_efgi.vratio ({%probOpt }) 2 4 8 16
I got error message of illegal specification

Thanks for your reply. here you are the work-file, and the variable to be used here is called r_efgi, instad of just R in the codes below. Can I have also another questions, 1- If I need to use window width of 260 and to move 4 observation each time not one observation, how can I change the codes? I...

Dear all, I am trying to do a rolling window for variance ratio test, and I read a lot of programming topics and I reached to following codes but it doesn't work, I got NA in all metrics, why?? I want to do rolling for MVR but with wildbootstrap probabilities, so my problem here is about test specif...

can I have questions regarding the programming of rolling window? First: what do these lines refer to? vratio(!i, 1) = @val(aa(9, 3)) vratio(!i, 2) = @val(aa(9, 5)) what is 9,3,5 ?! I can not understand Second: what if i want to do rolling for MVR using bootstrap option not asymptotic? Are p-values ...

can one help me in any of those questions?

Hi, I have many questions: 1- why when I do variance ratio test using wildbootstrap, I got the same joint test value as asymptotic value ?! is kim (2006) doesn't apply to joint tests? and how can I apply it? 2- how I graph the joint test result not individual? 3- I want to to do multiple variance ra...