Search found 11 matches
- Fri Aug 21, 2015 2:55 am
- Forum: Programming
- Topic: Several Tests
- Replies: 1
- Views: 1796
Several Tests
Hello Guys, im trying to chose the model that best fit to my data, and im doing all possible regression and keeping all the vallues that mean to me, but miss some tests and im want to know how i can do this in the same program: [*] scalled coefficients[*] [*] variance inflation factor[*] [*]correlog...
- Wed Jul 29, 2015 10:28 am
- Forum: Programming
- Topic: Multiple regressions with lags
- Replies: 9
- Views: 5218
Re: Multiple regressions with lags
X = independent variable
- Wed Jul 29, 2015 9:46 am
- Forum: Programming
- Topic: Multiple regressions with lags
- Replies: 9
- Views: 5218
Re: Multiple regressions with lags
Thz man
its works
Have a nice day
its works
Have a nice day
- Wed Jul 29, 2015 9:21 am
- Forum: Programming
- Topic: Multiple regressions with lags
- Replies: 9
- Views: 5218
Re: Multiple regressions with lags
yes, but the problem is that i have 14 variables x and 9 lags for each
- Wed Jul 29, 2015 9:09 am
- Forum: Programming
- Topic: Multiple regressions with lags
- Replies: 9
- Views: 5218
Re: Multiple regressions with lags
lets say that i have GDP, CPI and Interest Rate and i am trying to explain some variabel y with this 3 variables but i consider diferent lags for them. so i get: Y = C + GDP Y = C + GDP(1) Y = C + GDP(2) . . . Y= C + GDP + GDP(1) + GDP(2) . . . Y= C+ GDP + CPI + CPI(1) . . . Y= C+ GDP(2) + CPI(-2) +...
- Wed Jul 29, 2015 5:14 am
- Forum: Programming
- Topic: Multiple regressions with lags
- Replies: 9
- Views: 5218
Multiple regressions with lags
Good Morning I want to get all the possible regressions between many independent variables and the same depedent variable. i am doing the following(i am doing with more betas too, this is just a example): for %i x1(-4 to 4) x2(-4 to 4) x3(-4 to 4) x4(-4 to 4) x5(-4 to 4) xs.add {%i} next group xf fo...
- Fri Feb 20, 2015 5:35 am
- Forum: Programming
- Topic: multiple estimation
- Replies: 1
- Views: 1807
multiple estimation
Hello, i trying to run all the possible regressions, for this i run the code: for !i=1 to xi.@count-1 %iname = xi.@seriesname(!i) for !j=!i+1 to xi.@count %jname = xi.@seriesname(!j) for !f=1 to xf.@count %fname = xf.@seriesname(!f) equation eq{%fname }{%jname}{%iname}.ls {%fname } c {%jname} {%inam...
- Thu Feb 19, 2015 11:17 am
- Forum: Programming
- Topic: Storing all coefficients
- Replies: 3
- Views: 2822
Re: Storing all coefficients
You created a matrix with 2 rows and 10 columns. You're then inputting values into the matrix with a line like: coeffients(!i) = eq_{%iname}_{%jname}.@coef(1) You can't do that, since coeffients is a matrix, not a vector. You need to assign it to an (i,j) element, not a (i) element. i get it coeffi...
- Thu Feb 19, 2015 11:00 am
- Forum: Programming
- Topic: Storing all coefficients
- Replies: 3
- Views: 2822
Re: Storing all coefficients
Thz
so im a little lost, i put this.
but its only filling 1 line in the matrix
so im a little lost, i put this.
Code: Select all
coeffients(!j,!i) = eq_{%iname}_{%jname}.@coef(!i)- Thu Feb 19, 2015 10:27 am
- Forum: Programming
- Topic: Storing all coefficients
- Replies: 3
- Views: 2822
Storing all coefficients
Hello good morning, im having trouble to get a matrix winth all the coefficients of the regression. my code is: group xs group xf 'create series for %i pib pib1 pib2 pib3 pib4 pib5 desemprego desemprego1 desemprego2 desemprego3 desemprego4 desemprego5 ipca ipca1 ipca2 ipca3 ipca4 ipca5 selic selic1 ...
- Thu Jan 15, 2015 12:33 pm
- Forum: Econometric Discussions
- Topic: Why i cant estimate std coefficients for ARMA terms?
- Replies: 1
- Views: 1808
Why i cant estimate std coefficients for ARMA terms?
When i estimate a regression using ARMA terms the eviews says:
ARMA terms not allowed in this procedure
Its probably something simple in theory, but i need the why this cannot be done
Att,
Carlos
ARMA terms not allowed in this procedure
Its probably something simple in theory, but i need the why this cannot be done
Att,
Carlos
